Historical Volatility (Close-to-Close) (10-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 10-Day Historical Volatility (Close-to-Close) of 0.4750 for 2023-03-27.

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

Figures for 2023-03-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4750
Historical Volatility (Parkinson)	0.2899
Implied Volatility (Calls)	0.2986
Implied Volatility (Puts)	0.2897
Implied Volatility (Mean)	0.2942
Put-Call Implied Volatility Ratio	0.9702
Implied Volatility Skew	0.0657
Option Statistics
Put-Call Ratio (Volume)	0.7961
Put-Call Ratio (Open Interest)	0.9221
Forward Price	118.01
Call Breakeven Price	131.15
Put Breakeven Price	109.35
Option Breakeven Price	120.69