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 0.5352 for 2020-07-01.

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

Figures for 2020-07-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5352
Historical Volatility (Parkinson)	0.4206
Implied Volatility (Calls)	0.3276
Implied Volatility (Puts)	0.3416
Implied Volatility (Mean)	0.3346
Put-Call Implied Volatility Ratio	1.0427
Implied Volatility Skew	0.0381
Option Statistics
Put-Call Ratio (Volume)	0.5190
Put-Call Ratio (Open Interest)	1.6862
Forward Price	97.52
Call Breakeven Price	113.72
Put Breakeven Price	73.35
Option Breakeven Price	88.41

Data from Quantcha