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 0.2950 for 2022-05-20.

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

Figures for 2022-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3708
Historical Volatility (Parkinson)	0.2950
Implied Volatility (Calls)	0.4136
Implied Volatility (Puts)	0.3880
Implied Volatility (Mean)	0.4008
Put-Call Implied Volatility Ratio	0.9381
Implied Volatility Skew	0.0631
Option Statistics
Put-Call Ratio (Volume)	2.9591
Put-Call Ratio (Open Interest)	1.5312
Forward Price	108.48
Call Breakeven Price	142.45
Put Breakeven Price	96.86
Option Breakeven Price	114.99

Data from Quantcha