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 0.3451 for 2022-07-01.

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

Figures for 2022-07-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4822
Historical Volatility (Parkinson)	0.3451
Implied Volatility (Calls)	0.3772
Implied Volatility (Puts)	0.3756
Implied Volatility (Mean)	0.3764
Put-Call Implied Volatility Ratio	0.9958
Implied Volatility Skew	0.0814
Option Statistics
Put-Call Ratio (Volume)	0.6914
Put-Call Ratio (Open Interest)	1.8615
Forward Price	101.59
Call Breakeven Price	115.13
Put Breakeven Price	92.77
Option Breakeven Price	100.72

Data from Quantcha