Novartis AG (ADR) has an Implied Volatility (IV) of 23.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for NVS is 12 and the Implied Volatility Percentile (IVP) is 60. The current Implied Volatility Index for NVS is -0.04 standard deviations away from its 1 year mean.
Market Cap | $192.37B |
---|---|
Dividend Yield | 4.34% ($3.47) |
Next Earnings Date | 4/25/2023 (36d) |
Implied Volatility (IV) 30d | 23.71 |
Implied Volatility Rank (IVR) 1y | 12.35 |
Implied Volatility Percentile (IVP) 1y | 59.52 |
Historical Volatility (HV) 30d | 13.82 |
IV / HV | 1.72 |
Open Interest | 77.01K |
Option Volume | 5.42K |
Put/Call Ratio (Volume) | 0.06 |
Data was calculated after the 3/17/2023 closing.