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 0.4665 for 2020-07-01.

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

Figures for 2020-07-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4665
Historical Volatility (Parkinson)	0.3148
Implied Volatility (Calls)	0.2844
Implied Volatility (Puts)	0.2883
Implied Volatility (Mean)	0.2864
Put-Call Implied Volatility Ratio	1.0137
Implied Volatility Skew	0.0831
Option Statistics
Put-Call Ratio (Volume)	1.6042
Put-Call Ratio (Open Interest)	0.7525
Forward Price	97.69
Call Breakeven Price	104.68
Put Breakeven Price	87.50
Option Breakeven Price	97.40

Data from Quantcha