Implied Volatility Skew (150-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 150-Day Implied Volatility Skew of 0.0037 for 2024-04-25.

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

Figures for 2024-04-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3087
Historical Volatility (Parkinson)	0.1828
Implied Volatility (Calls)	0.2450
Implied Volatility (Puts)	0.2768
Implied Volatility (Mean)	0.2609
Put-Call Implied Volatility Ratio	1.1299
Implied Volatility Skew	0.0037
Option Statistics
Put-Call Ratio (Volume)	0.8777
Put-Call Ratio (Open Interest)	1.6676
Forward Price	95.27
Call Breakeven Price	119.98
Put Breakeven Price	81.35
Option Breakeven Price	95.85