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 0.3265 for 2022-05-20.

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

Figures for 2022-05-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4422
Historical Volatility (Parkinson)	0.3265
Implied Volatility (Calls)	0.4406
Implied Volatility (Puts)	0.4327
Implied Volatility (Mean)	0.4366
Put-Call Implied Volatility Ratio	0.9821
Implied Volatility Skew	0.0885
Option Statistics
Put-Call Ratio (Volume)	0.7722
Put-Call Ratio (Open Interest)	1.2840
Forward Price	108.16
Call Breakeven Price	136.68
Put Breakeven Price	94.54
Option Breakeven Price	109.16

Data from Quantcha