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 0.9841 for 2021-12-06.

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

Figures for 2021-12-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2266
Historical Volatility (Parkinson)	0.2019
Implied Volatility (Calls)	0.3641
Implied Volatility (Puts)	0.3583
Implied Volatility (Mean)	0.3612
Put-Call Implied Volatility Ratio	0.9841
Implied Volatility Skew	0.0504
Option Statistics
Put-Call Ratio (Volume)	2.4988
Put-Call Ratio (Open Interest)	1.1458
Forward Price	169.66
Call Breakeven Price	183.53
Put Breakeven Price	131.27
Option Breakeven Price	155.83

Data from Quantcha