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 0.1389 for 2021-07-30.

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

Figures for 2021-07-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1440
Historical Volatility (Parkinson)	0.1389
Implied Volatility (Calls)	0.1593
Implied Volatility (Puts)	0.1616
Implied Volatility (Mean)	0.1604
Put-Call Implied Volatility Ratio	1.0144
Implied Volatility Skew	0.0690
Option Statistics
Put-Call Ratio (Volume)	0.6865
Put-Call Ratio (Open Interest)	0.9481
Forward Price	167.66
Call Breakeven Price	171.29
Put Breakeven Price	154.99
Option Breakeven Price	163.81

Data from Quantcha