Historical Volatility (Close-to-Close) (30-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

NIKE, Inc. (NKE) had 30-Day Historical Volatility (Close-to-Close) of 0.3303 for 2024-04-18.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3303
Historical Volatility (Parkinson)	0.1887
Implied Volatility (Calls)	0.2318
Implied Volatility (Puts)	0.2297
Implied Volatility (Mean)	0.2307
Put-Call Implied Volatility Ratio	0.9908
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.3311
Put-Call Ratio (Open Interest)	1.0420
Forward Price	96.19
Call Breakeven Price	102.28
Put Breakeven Price	87.34
Option Breakeven Price	94.98