Implied Volatility Skew (60-Day)

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

NIKE, Inc. (NKE) had 60-Day Implied Volatility Skew of 0.0863 for 2022-05-23.

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

Figures for 2022-05-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4430
Historical Volatility (Parkinson)	0.3273
Implied Volatility (Calls)	0.4286
Implied Volatility (Puts)	0.4164
Implied Volatility (Mean)	0.4225
Put-Call Implied Volatility Ratio	0.9715
Implied Volatility Skew	0.0863
Option Statistics
Put-Call Ratio (Volume)	0.5507
Put-Call Ratio (Open Interest)	1.2323
Forward Price	108.82
Call Breakeven Price	140.11
Put Breakeven Price	95.34
Option Breakeven Price	113.20

Data from Quantcha