Implied Volatility Skew (180-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

NIKE, Inc. (NKE) had 180-Day Implied Volatility Skew of 0.0313 for 2023-02-03.

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

Figures for 2023-02-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4257
Historical Volatility (Parkinson)	0.2891
Implied Volatility (Calls)	0.2947
Implied Volatility (Puts)	0.3197
Implied Volatility (Mean)	0.3072
Put-Call Implied Volatility Ratio	1.0846
Implied Volatility Skew	0.0313
Option Statistics
Put-Call Ratio (Volume)	0.9327
Put-Call Ratio (Open Interest)	1.7789
Forward Price	129.76
Call Breakeven Price	146.19
Put Breakeven Price	104.43
Option Breakeven Price	119.44