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 0.1601 for 2021-01-19.

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

Figures for 2021-01-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1601
Historical Volatility (Parkinson)	0.1958
Implied Volatility (Calls)	0.2482
Implied Volatility (Puts)	0.2466
Implied Volatility (Mean)	0.2474
Put-Call Implied Volatility Ratio	0.9936
Implied Volatility Skew	0.0439
Option Statistics
Put-Call Ratio (Volume)	1.0393
Put-Call Ratio (Open Interest)	1.3459
Forward Price	139.45
Call Breakeven Price	146.09
Put Breakeven Price	134.56
Option Breakeven Price	140.26

Data from Quantcha