NKE Options History — May 2013

In May 2013, NKE traded between $30.83 and $32.95. ATM implied volatility averaged 19.4%, placing in the 23.7% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 3.0% (HV 20d: 16.4%). Max pain ranged from $28.75 to $32.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 22 of 22 days. Put/call ratio averaged 0.86.

Notable Days

  • 2013-05-10: Highest Volume — 37,852 contracts
  • 2013-05-06: Largest IV spike — 19.2% change
  • 2013-05-01: Highest IV Rank — 39.7%
  • 2013-05-29: Largest Expected Move — 6.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.02$30.83$32.95$31.68$30.83
Max Pain$31.31$28.75$32.50$28.75$31.25
ATM IV19.4%16.8%23.3%23.3%21.3%
Expected Move5.3%4.6%6.1%5.3%5.9%
HV 20d16.4%14.0%18.7%15.4%18.3%
HV 60d27.0%26.3%27.9%26.3%27.9%
IV Rank23.7%12.7%39.7%39.7%31.2%
IV Percentile38.6%9.5%67.5%67.5%57.9%
Term Structure4.2%0.1%5.6%0.1%5.6%
VWIV19.3%17.8%22.4%18.1%21.3%
Skew 25d2.8%1.9%4.1%2.8%3.4%
Skew 10d6.4%4.4%7.9%7.2%5.9%
Call IV 25d17.9%16.4%20.3%17.5%20.3%
Put IV 25d20.7%18.3%23.8%20.3%23.8%
Bid-Ask Spread %5.923.7610.724.275.95
Gamma HHI0.250.130.540.200.17
Net GEX6.3M413.2K15.9M6.2M1.3M
Net DEX-219.4M-328.7M-81.4M-236.7M-81.4M
Net VEX-1.1M-1.4M-1.0M-1.0M-1.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.860.293.271.141.30
Total Volume13,234.3642,13037,85216,1345,258
Total OI264,420.636242,774293,338242,774287,938

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-05-01$31.68$28.7523.3%5.3%15.4%39.7%18.1%2.8%0.1%6.2M-236.7M-1.0M1.144.277,5548,580128,220114,554
2013-05-02$31.66$28.7519.4%5.3%15.4%23.5%18.3%2.7%0.1%5.9M-234.2M-1.1M0.443.762,6801,192130,374119,166
2013-05-03$32.27$28.7516.8%4.6%16.0%12.7%17.9%1.9%0.9%6.4M-262.5M-1.0M0.295.4010,4763,026131,276119,492
2013-05-06$31.98$31.2520.0%5.0%16.0%25.9%18.6%2.6%4.1%6.2M-245.4M-1.0M0.297.957,5302,214131,076119,064
2013-05-07$31.95$31.2520.2%5.0%16.0%27.0%18.4%2.8%4.1%6.2M-247.5M-1.1M0.355.573,3541,180135,474119,932
2013-05-08$31.95$31.2516.8%5.0%16.0%13.0%18.2%2.7%4.2%6.6M-249.0M-1.1M0.559.051,374756136,716120,492
2013-05-09$31.87$31.2518.4%5.3%15.4%19.3%18.5%2.7%4.4%6.3M-246.6M-1.1M0.5910.722,6261,560136,878120,842
2013-05-10$32.38$31.2517.5%5.1%15.5%15.9%19.6%2.5%4.5%6.6M-276.6M-1.0M0.297.6729,3148,538138,054121,152
2013-05-13$32.33$31.2520.4%5.3%14.0%27.6%18.8%2.3%4.4%11.7M-287.1M-1.1M0.465.944,7882,206153,218126,468
2013-05-14$32.95$31.2519.9%5.2%14.6%25.8%18.5%2.1%4.6%11.1M-328.7M-1.1M0.437.3920,0548,660154,112127,662
2013-05-15$32.91$31.2520.4%5.2%14.7%27.9%19.4%2.3%4.8%11.2M-323.3M-1.1M0.546.3611,2486,106158,538132,488
2013-05-16$32.22$32.5018.1%5.2%16.4%18.5%19.0%2.8%4.9%12.7M-256.6M-1.1M0.575.7412,2426,922154,398133,874
2013-05-17$32.66$32.5017.9%5.1%16.5%17.5%17.8%2.9%5.1%15.9M-305.8M-1.2M0.625.0012,3127,646156,584136,754
2013-05-20$32.66$32.5017.9%5.1%16.5%17.3%19.8%2.6%5.2%4.9M-205.9M-1.1M1.155.721,6741,926126,672123,736
2013-05-21$32.62$32.5017.8%5.1%16.5%17.2%18.2%2.2%5.6%4.9M-204.4M-1.1M0.785.382,7562,140126,970124,380
2013-05-22$32.23$32.5017.9%5.1%17.3%17.5%18.1%2.5%5.5%4.3M-178.3M-1.2M0.704.464,7203,298127,482125,034
2013-05-23$31.66$32.5019.4%5.6%18.4%23.6%19.5%2.8%5.2%2.9M-146.6M-1.2M3.274.162,1426,998127,848126,728
2013-05-24$31.39$32.5020.9%6.0%18.7%29.8%22.1%3.8%4.5%2.5M-131.0M-1.2M2.424.858,69621,070128,252128,514
2013-05-28$31.64$31.2521.1%6.1%18.4%30.7%22.1%4.1%4.9%2.1M-143.4M-1.2M1.855.654,8368,942129,218136,414
2013-05-29$31.46$31.2521.2%6.1%17.7%31.2%22.4%3.8%5.1%1.3M-130.8M-1.3M0.294.776,8121,980131,108141,274
2013-05-30$31.20$31.2520.6%5.9%17.9%28.7%20.4%3.6%5.5%413.2K-105.5M-1.3M0.544.4115,4488,322126,808142,020
2013-05-31$30.83$31.2521.3%5.9%18.3%31.2%21.3%3.4%5.6%1.3M-81.4M-1.4M1.305.952,2862,972138,280149,658