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 0.9969 for 2020-08-04.

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

Figures for 2020-08-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1465
Historical Volatility (Parkinson)	0.1369
Implied Volatility (Calls)	0.2542
Implied Volatility (Puts)	0.2534
Implied Volatility (Mean)	0.2538
Put-Call Implied Volatility Ratio	0.9969
Implied Volatility Skew	0.0246
Option Statistics
Put-Call Ratio (Volume)	1.0497
Put-Call Ratio (Open Interest)	0.9764
Forward Price	97.26
Call Breakeven Price	101.33
Put Breakeven Price	93.20
Option Breakeven Price	97.34

Data from Quantcha