Symbol:    
NIKE Inc 
Options Root:  Open Help    NKE  
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Current1 WK AGO1 MO AGO52 wk Hi/Date52 wk Low/Date
  HISTORICAL VOLATILITY Open Help
10 days49.00%27.33%19.96%139.04% - 25-Mar7.96% - 19-Dec
20 days39.05%22.86%21.43%107.75% - 06-Apr8.79% - 22-Jan
30 days32.71%23.31%21.63%91.60% - 06-Apr9.33% - 22-Jan
  IMPLIED VOLATILITY Open Help
IV Index call Open Help32.43%38.51%28.77%113.14% - 18-Mar15.87% - 17-Jan
IV Index put Open Help33.10%38.06%28.84%113.62% - 18-Mar16.00% - 17-Jan
IV Index mean Open Help32.76%38.28%28.81%113.38% - 18-Mar15.94% - 17-Jan
HISTORICAL 30-DAYS CORRELATION AGAINST S&P 500 Index (SPX)Open Help
30 days18.16%52.57%21.44%92.83% - 12-Mar12.65% - 22-Nov
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Implied Vola (%) Open HelpCall Delta Open HelpOption Value Open HelpChange (%)Call
Bid/Ask Mean 
Open Help
Expiry Open HelpStrike Open HelpDaysPut
Bid/Ask
Mean 
Open Help
 Change (%)  Option Value Open HelpPut Delta Open HelpImplied Vola (%) Open Help
34.15%57.57% 3.30002.34
(243.75)
3.300Oct 02, 2020 126.092.295-7.65
(-76.93)
2.2950-42.63%35.49%
34.84%51.74% 2.83001.95
(221.59)
2.830Oct 02, 2020 127.092.695-8.01
(-74.81)
2.6950-48.26%34.55%
35.00%46.06% 2.37501.73
(265.38)
2.375Oct 02, 2020 128.093.275-8.40
(-71.95)
3.2750-53.93%35.13%
33.65%40.04% 1.86001.30
(232.14)
1.860Oct 02, 2020 129.093.900-8.60
(-68.80)
3.9000-59.32%35.59%
31.81%56.58% 3.95002.67
(209.80)
3.950Oct 09, 2020 126.0162.845-7.35
(-72.11)
2.8450-43.43%31.89%
32.20%51.89% 3.47502.47
(247.50)
3.475Oct 09, 2020 127.0163.450-7.68
(-68.99)
3.4500-48.09%33.04%
32.56%47.31% 3.04502.08
(215.54)
3.045Oct 09, 2020 128.0163.875-8.07
(-67.57)
3.8750-52.79%32.05%
31.45%42.45% 2.50501.69
(205.49)
2.505Oct 09, 2020 129.0164.375-8.32
(-65.55)
4.3750-57.61%31.29%
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