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 0.0240 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3117
Historical Volatility (Parkinson)	0.1853
Implied Volatility (Calls)	0.2830
Implied Volatility (Puts)	0.2977
Implied Volatility (Mean)	0.2904
Put-Call Implied Volatility Ratio	1.0517
Implied Volatility Skew	0.0240
Option Statistics
Put-Call Ratio (Volume)	0.7562
Put-Call Ratio (Open Interest)	1.8548
Forward Price	97.86
Call Breakeven Price	111.25
Put Breakeven Price	81.78
Option Breakeven Price	92.13