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 0.3271 for 2023-02-03.

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

Figures for 2023-02-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1922
Historical Volatility (Parkinson)	0.3271
Implied Volatility (Calls)	0.2518
Implied Volatility (Puts)	0.2681
Implied Volatility (Mean)	0.2599
Put-Call Implied Volatility Ratio	1.0649
Implied Volatility Skew	0.0517
Option Statistics
Put-Call Ratio (Volume)	1.5745
Put-Call Ratio (Open Interest)	0.6025
Forward Price	127.85
Call Breakeven Price	135.40
Put Breakeven Price	119.20
Option Breakeven Price	129.47