Put-Call Implied Volatility Ratio (10-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

NIKE, Inc. (NKE) had 10-Day Put-Call Implied Volatility Ratio of 0.9989 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