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 0.0586 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)	0.3589
Historical Volatility (Parkinson)	0.2842
Implied Volatility (Calls)	0.4087
Implied Volatility (Puts)	0.3829
Implied Volatility (Mean)	0.3958
Put-Call Implied Volatility Ratio	0.9369
Implied Volatility Skew	0.0586
Option Statistics
Put-Call Ratio (Volume)	2.3669
Put-Call Ratio (Open Interest)	1.3748
Forward Price	108.69
Call Breakeven Price	150.72
Put Breakeven Price	96.72
Option Breakeven Price	121.09

Data from Quantcha