Put-Call Implied Volatility Ratio (180-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

NIKE, Inc. (NKE) had 180-Day Put-Call Implied Volatility Ratio of 1.0503 for 2020-08-04.

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

Figures for 2020-08-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5373
Historical Volatility (Parkinson)	0.4216
Implied Volatility (Calls)	0.3043
Implied Volatility (Puts)	0.3196
Implied Volatility (Mean)	0.3120
Put-Call Implied Volatility Ratio	1.0503
Implied Volatility Skew	0.0353
Option Statistics
Put-Call Ratio (Volume)	0.4334
Put-Call Ratio (Open Interest)	1.7445
Forward Price	97.00
Call Breakeven Price	112.84
Put Breakeven Price	73.72
Option Breakeven Price	88.08

Data from Quantcha