Historical Volatility (Close-to-Close) (120-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

NIKE, Inc. (NKE) had 120-Day Historical Volatility (Close-to-Close) of 0.3228 for 2023-03-27.

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

Figures for 2023-03-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3228
Historical Volatility (Parkinson)	0.2587
Implied Volatility (Calls)	0.3113
Implied Volatility (Puts)	0.3264
Implied Volatility (Mean)	0.3188
Put-Call Implied Volatility Ratio	1.0484
Implied Volatility Skew	0.0475
Option Statistics
Put-Call Ratio (Volume)	0.4106
Put-Call Ratio (Open Interest)	1.5820
Forward Price	119.30
Call Breakeven Price	141.51
Put Breakeven Price	102.92
Option Breakeven Price	117.91