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 0.0567 for 2021-11-26.

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

Figures for 2021-11-26

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2245
Historical Volatility (Parkinson)	0.1925
Implied Volatility (Calls)	0.3563
Implied Volatility (Puts)	0.3483
Implied Volatility (Mean)	0.3523
Put-Call Implied Volatility Ratio	0.9775
Implied Volatility Skew	0.0567
Option Statistics
Put-Call Ratio (Volume)	1.1365
Put-Call Ratio (Open Interest)	1.3231
Forward Price	168.67
Call Breakeven Price	180.32
Put Breakeven Price	122.79
Option Breakeven Price	148.30

Data from Quantcha