Put-Call Implied Volatility Ratio (60-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

NIKE, Inc. (NKE) had 60-Day Put-Call Implied Volatility Ratio of 0.9864 for 2022-08-12.

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

Figures for 2022-08-12

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4254
Historical Volatility (Parkinson)	0.3012
Implied Volatility (Calls)	0.3542
Implied Volatility (Puts)	0.3494
Implied Volatility (Mean)	0.3518
Put-Call Implied Volatility Ratio	0.9864
Implied Volatility Skew	0.0718
Option Statistics
Put-Call Ratio (Volume)	2.9122
Put-Call Ratio (Open Interest)	1.5454
Forward Price	116.51
Call Breakeven Price	127.99
Put Breakeven Price	103.45
Option Breakeven Price	116.42

Data from Quantcha