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 0.0670 for 2022-08-09.

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

Figures for 2022-08-09

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4468
Historical Volatility (Parkinson)	0.3251
Implied Volatility (Calls)	0.3727
Implied Volatility (Puts)	0.3558
Implied Volatility (Mean)	0.3642
Put-Call Implied Volatility Ratio	0.9547
Implied Volatility Skew	0.0670
Option Statistics
Put-Call Ratio (Volume)	0.7807
Put-Call Ratio (Open Interest)	0.6245
Forward Price	111.29
Call Breakeven Price	145.65
Put Breakeven Price	97.08
Option Breakeven Price	125.85

Data from Quantcha