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 0.2946 for 2022-12-08.

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

Figures for 2022-12-08

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4402
Historical Volatility (Parkinson)	0.2946
Implied Volatility (Calls)	0.3732
Implied Volatility (Puts)	0.3887
Implied Volatility (Mean)	0.3810
Put-Call Implied Volatility Ratio	1.0415
Implied Volatility Skew	0.0388
Option Statistics
Put-Call Ratio (Volume)	2.5017
Put-Call Ratio (Open Interest)	1.4652
Forward Price	113.64
Call Breakeven Price	133.08
Put Breakeven Price	84.90
Option Breakeven Price	104.47

Data from Quantcha