Historical Volatility (Parkinson) (180-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

NIKE, Inc. (NKE) had 180-Day Historical Volatility (Parkinson) of 0.1626 for 2021-10-22.

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

Figures for 2021-10-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2848
Historical Volatility (Parkinson)	0.1626
Implied Volatility (Calls)	0.2642
Implied Volatility (Puts)	0.2684
Implied Volatility (Mean)	0.2663
Put-Call Implied Volatility Ratio	1.0159
Implied Volatility Skew	0.0309
Option Statistics
Put-Call Ratio (Volume)	0.5606
Put-Call Ratio (Open Interest)	3.1762
Forward Price	164.65
Call Breakeven Price	178.52
Put Breakeven Price	130.01
Option Breakeven Price	142.87

Data from Quantcha