Historical Volatility (Close-to-Close) (20-Day)

Historical Volatility (Close-to-Close): The past volatility of the security over the selected time frame, calculated using the closing price on each trading day.

NIKE, Inc. (NKE) had 20-Day Historical Volatility (Close-to-Close) of 0.2094 for 2021-12-06.

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

Figures for 2021-12-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2094
Historical Volatility (Parkinson)	0.2340
Implied Volatility (Calls)	0.4459
Implied Volatility (Puts)	0.4434
Implied Volatility (Mean)	0.4446
Put-Call Implied Volatility Ratio	0.9944
Implied Volatility Skew	0.0666
Option Statistics
Put-Call Ratio (Volume)	1.3604
Put-Call Ratio (Open Interest)	1.4700
Forward Price	169.65
Call Breakeven Price	184.06
Put Breakeven Price	156.00
Option Breakeven Price	167.36

Data from Quantcha