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 0.2071 for 2022-11-25.

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

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1966
Historical Volatility (Parkinson)	0.2071
Implied Volatility (Calls)	0.2815
Implied Volatility (Puts)	0.3283
Implied Volatility (Mean)	0.3049
Put-Call Implied Volatility Ratio	1.1663
Implied Volatility Skew	-0.0515
Option Statistics
Put-Call Ratio (Volume)	1.4904
Put-Call Ratio (Open Interest)	1.3707
Forward Price	105.80
Call Breakeven Price	110.84
Put Breakeven Price	95.78
Option Breakeven Price	102.16

Data from Quantcha