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 0.2384 for 2020-08-04.

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

Figures for 2020-08-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3633
Historical Volatility (Parkinson)	0.2384
Implied Volatility (Calls)	0.2836
Implied Volatility (Puts)	0.2966
Implied Volatility (Mean)	0.2901
Put-Call Implied Volatility Ratio	1.0458
Implied Volatility Skew	0.0478
Option Statistics
Put-Call Ratio (Volume)	1.0651
Put-Call Ratio (Open Interest)	1.3325
Forward Price	97.10
Call Breakeven Price	108.11
Put Breakeven Price	83.47
Option Breakeven Price	93.93

Data from Quantcha