Historical Volatility (Parkinson) (10-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

NIKE, Inc. (NKE) had 10-Day Historical Volatility (Parkinson) of 0.3517 for 2022-05-26.

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

Figures for 2022-05-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5150
Historical Volatility (Parkinson)	0.3517
Implied Volatility (Calls)	0.3411
Implied Volatility (Puts)	0.3688
Implied Volatility (Mean)	0.3550
Put-Call Implied Volatility Ratio	1.0812
Implied Volatility Skew	0.1214
Option Statistics
Put-Call Ratio (Volume)	0.9170
Put-Call Ratio (Open Interest)	0.5495
Forward Price	112.99
Call Breakeven Price	118.78
Put Breakeven Price	104.31
Option Breakeven Price	112.89

Data from Quantcha