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 0.2981 for 2020-07-01.

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

Figures for 2020-07-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4858
Historical Volatility (Parkinson)	0.2981
Implied Volatility (Calls)	0.3071
Implied Volatility (Puts)	0.3066
Implied Volatility (Mean)	0.3068
Put-Call Implied Volatility Ratio	0.9984
Implied Volatility Skew	0.0738
Option Statistics
Put-Call Ratio (Volume)	7.6205
Put-Call Ratio (Open Interest)	1.2760
Forward Price	97.75
Call Breakeven Price	103.14
Put Breakeven Price	89.65
Option Breakeven Price	95.74

Data from Quantcha