Implied Volatility Skew (20-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

NIKE, Inc. (NKE) 20-Day Implied Volatility Skew data is not available for 2024-04-19.

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90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2441
Historical Volatility (Parkinson)	0.1713
Implied Volatility (Calls)	0.2204
Implied Volatility (Puts)	0.2438
Implied Volatility (Mean)	0.2321
Put-Call Implied Volatility Ratio	1.1062
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.4229
Put-Call Ratio (Open Interest)	2.9206
Forward Price	94.60
Call Breakeven Price	98.94
Put Breakeven Price	87.40
Option Breakeven Price	90.55