← Back to Stock / ETF implied volatility screenerNVS - Novartis AG (ADR)
NVS - Novartis AG (ADR)
Implied Volatility Analysis
Implied Volatility:
23.7%
23.7%
Put/Call-Ratio:
0.06
0.06
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.
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