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 0.9873 for 2020-11-27.

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

Figures for 2020-11-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2059
Historical Volatility (Parkinson)	0.2158
Implied Volatility (Calls)	0.3241
Implied Volatility (Puts)	0.3200
Implied Volatility (Mean)	0.3220
Put-Call Implied Volatility Ratio	0.9873
Implied Volatility Skew	0.0424
Option Statistics
Put-Call Ratio (Volume)	0.8979
Put-Call Ratio (Open Interest)	1.5443
Forward Price	134.56
Call Breakeven Price	139.89
Put Breakeven Price	96.78
Option Breakeven Price	117.36

Data from Quantcha