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 0.3765 for 2022-08-12.

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

Figures for 2022-08-12

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3765
Historical Volatility (Parkinson)	0.2336
Implied Volatility (Calls)	0.2802
Implied Volatility (Puts)	0.2942
Implied Volatility (Mean)	0.2872
Put-Call Implied Volatility Ratio	1.0500
Implied Volatility Skew	0.0781
Option Statistics
Put-Call Ratio (Volume)	0.9494
Put-Call Ratio (Open Interest)	0.3381
Forward Price	116.30
Call Breakeven Price	124.16
Put Breakeven Price	99.77
Option Breakeven Price	118.56

Data from Quantcha