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 0.3001 for 2022-09-30.

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

Figures for 2022-09-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4567
Historical Volatility (Parkinson)	0.3001
Implied Volatility (Calls)	0.3939
Implied Volatility (Puts)	0.4077
Implied Volatility (Mean)	0.4008
Put-Call Implied Volatility Ratio	1.0350
Implied Volatility Skew	0.0452
Option Statistics
Put-Call Ratio (Volume)	0.6252
Put-Call Ratio (Open Interest)	1.6255
Forward Price	84.18
Call Breakeven Price	130.17
Put Breakeven Price	78.60
Option Breakeven Price	101.46

Data from Quantcha