Historical Volatility (Parkinson) (30-Day)

Historical Volatility (Parkinson): The past volatility of the security over the selected time frame, calculated using the high and low prices on each trading day.

NIKE, Inc. (NKE) had 30-Day Historical Volatility (Parkinson) of 0.1975 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)	0.2410
Historical Volatility (Parkinson)	0.1975
Implied Volatility (Calls)	0.2471
Implied Volatility (Puts)	0.2440
Implied Volatility (Mean)	0.2456
Put-Call Implied Volatility Ratio	0.9875
Implied Volatility Skew	0.0363
Option Statistics
Put-Call Ratio (Volume)	0.5647
Put-Call Ratio (Open Interest)	1.0852
Forward Price	139.50
Call Breakeven Price	151.64
Put Breakeven Price	131.34
Option Breakeven Price	141.18

Data from Quantcha