Historical Volatility (Close-to-Close) (180-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

NIKE, Inc. (NKE) had 180-Day Historical Volatility (Close-to-Close) of 0.2836 for 2021-10-26.

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

Figures for 2021-10-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2836
Historical Volatility (Parkinson)	0.1619
Implied Volatility (Calls)	0.2663
Implied Volatility (Puts)	0.2716
Implied Volatility (Mean)	0.2690
Put-Call Implied Volatility Ratio	1.0199
Implied Volatility Skew	0.0297
Option Statistics
Put-Call Ratio (Volume)	0.6361
Put-Call Ratio (Open Interest)	3.0111
Forward Price	164.74
Call Breakeven Price	178.83
Put Breakeven Price	129.68
Option Breakeven Price	143.70

Data from Quantcha