Implied Volatility Skew (120-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

NIKE, Inc. (NKE) had 120-Day Implied Volatility Skew of 0.0235 for 2021-01-22.

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

Figures for 2021-01-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2073
Historical Volatility (Parkinson)	0.2033
Implied Volatility (Calls)	0.2895
Implied Volatility (Puts)	0.2948
Implied Volatility (Mean)	0.2922
Put-Call Implied Volatility Ratio	1.0183
Implied Volatility Skew	0.0235
Option Statistics
Put-Call Ratio (Volume)	0.4501
Put-Call Ratio (Open Interest)	0.8155
Forward Price	139.53
Call Breakeven Price	158.99
Put Breakeven Price	117.33
Option Breakeven Price	140.47

Data from Quantcha