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 0.0332 for 2020-11-30.

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

Figures for 2020-11-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2571
Historical Volatility (Parkinson)	0.2163
Implied Volatility (Calls)	0.3254
Implied Volatility (Puts)	0.3189
Implied Volatility (Mean)	0.3222
Put-Call Implied Volatility Ratio	0.9800
Implied Volatility Skew	0.0332
Option Statistics
Put-Call Ratio (Volume)	2.0452
Put-Call Ratio (Open Interest)	1.0738
Forward Price	134.57
Call Breakeven Price	150.33
Put Breakeven Price	105.28
Option Breakeven Price	127.11

Data from Quantcha