Historical Volatility (Parkinson) (120-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

NIKE, Inc. (NKE) had 120-Day Historical Volatility (Parkinson) of 0.3354 for 2022-07-05.

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

Figures for 2022-07-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4566
Historical Volatility (Parkinson)	0.3354
Implied Volatility (Calls)	0.3744
Implied Volatility (Puts)	0.3827
Implied Volatility (Mean)	0.3786
Put-Call Implied Volatility Ratio	1.0222
Implied Volatility Skew	0.0503
Option Statistics
Put-Call Ratio (Volume)	0.7270
Put-Call Ratio (Open Interest)	0.3334
Forward Price	105.08
Call Breakeven Price	133.25
Put Breakeven Price	94.63
Option Breakeven Price	122.91

Data from Quantcha