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 0.0043 for 2021-10-20.

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

Figures for 2021-10-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1626
Historical Volatility (Parkinson)	0.1628
Implied Volatility (Calls)	0.1811
Implied Volatility (Puts)	0.1809
Implied Volatility (Mean)	0.1810
Put-Call Implied Volatility Ratio	0.9989
Implied Volatility Skew	0.0043
Option Statistics
Put-Call Ratio (Volume)	0.4016
Put-Call Ratio (Open Interest)	0.4318
Forward Price	158.89
Call Breakeven Price	172.41
Put Breakeven Price	145.15
Option Breakeven Price	164.27

Data from Quantcha