Implied Volatility Skew (10-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

NIKE, Inc. (NKE) had 10-Day Implied Volatility Skew of 0.0217 for 2020-11-30.

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

Figures for 2020-11-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0977
Historical Volatility (Parkinson)	0.1549
Implied Volatility (Calls)	0.2414
Implied Volatility (Puts)	0.2661
Implied Volatility (Mean)	0.2538
Put-Call Implied Volatility Ratio	1.1023
Implied Volatility Skew	0.0217
Option Statistics
Put-Call Ratio (Volume)	0.4724
Put-Call Ratio (Open Interest)	1.5011
Forward Price	134.43
Call Breakeven Price	138.48
Put Breakeven Price	127.30
Option Breakeven Price	131.87

Data from Quantcha