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) 120-Day Implied Volatility Skew data is not available for 2022-01-25.

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Figures for 2022-01-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2498
Historical Volatility (Parkinson)	0.2105
Implied Volatility (Calls)	--
Implied Volatility (Puts)	--
Implied Volatility (Mean)	--
Put-Call Implied Volatility Ratio	--
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.5147
Forward Price	149.00
Call Breakeven Price	260.73
Put Breakeven Price	--
Option Breakeven Price	260.73

Data from Quantcha