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 0.1907 for 2021-11-29.

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

Figures for 2021-11-29

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2241
Historical Volatility (Parkinson)	0.1907
Implied Volatility (Calls)	0.3337
Implied Volatility (Puts)	0.3250
Implied Volatility (Mean)	0.3294
Put-Call Implied Volatility Ratio	0.9739
Implied Volatility Skew	0.0458
Option Statistics
Put-Call Ratio (Volume)	0.9077
Put-Call Ratio (Open Interest)	1.2540
Forward Price	170.57
Call Breakeven Price	181.75
Put Breakeven Price	125.86
Option Breakeven Price	151.20

Data from Quantcha