Historical Volatility (Parkinson) (150-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 150-Day Historical Volatility (Parkinson) of 0.2762 for 2023-03-22.

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

Figures for 2023-03-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3626
Historical Volatility (Parkinson)	0.2762
Implied Volatility (Calls)	0.3026
Implied Volatility (Puts)	0.3180
Implied Volatility (Mean)	0.3103
Put-Call Implied Volatility Ratio	1.0509
Implied Volatility Skew	0.0407
Option Statistics
Put-Call Ratio (Volume)	0.8810
Put-Call Ratio (Open Interest)	1.3332
Forward Price	121.43
Call Breakeven Price	146.30
Put Breakeven Price	102.02
Option Breakeven Price	121.23