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 0.2860 for 2022-11-25.

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

Figures for 2022-11-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4502
Historical Volatility (Parkinson)	0.2860
Implied Volatility (Calls)	0.3822
Implied Volatility (Puts)	0.3755
Implied Volatility (Mean)	0.3788
Put-Call Implied Volatility Ratio	0.9825
Implied Volatility Skew	0.0536
Option Statistics
Put-Call Ratio (Volume)	2.3278
Put-Call Ratio (Open Interest)	1.2245
Forward Price	107.06
Call Breakeven Price	122.28
Put Breakeven Price	84.69
Option Breakeven Price	101.55

Data from Quantcha