Historical Volatility (Parkinson) (60-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 60-Day Historical Volatility (Parkinson) of 0.3110 for 2022-12-08.

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

Figures for 2022-12-08

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3996
Historical Volatility (Parkinson)	0.3110
Implied Volatility (Calls)	0.4059
Implied Volatility (Puts)	0.4003
Implied Volatility (Mean)	0.4031
Put-Call Implied Volatility Ratio	0.9862
Implied Volatility Skew	0.0615
Option Statistics
Put-Call Ratio (Volume)	1.2647
Put-Call Ratio (Open Interest)	1.1392
Forward Price	112.48
Call Breakeven Price	126.22
Put Breakeven Price	91.97
Option Breakeven Price	108.01

Data from Quantcha