NKE Options History — April 2015

In April 2015, NKE traded between $49.27 and $50.56. ATM implied volatility averaged 16.7%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 0.9% (HV 20d: 15.8%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.88.

Notable Days

  • 2015-04-23: Highest Volume — 56,506 contracts
  • 2015-04-20: Largest IV drop — 6.6% change
  • 2015-04-17: Highest IV Rank — 25.8%
  • 2015-04-08: Largest Expected Move — 5.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.99$49.27$50.56$49.80$49.42
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV16.7%15.8%17.6%16.9%17.2%
Expected Move4.8%4.5%5.2%4.7%5.0%
HV 20d15.8%11.4%20.8%20.8%12.1%
HV 60d18.6%16.9%20.0%20.0%17.0%
IV Rank19.6%14.3%25.8%21.0%23.4%
IV Percentile28.4%16.7%42.5%29.8%38.9%
Term Structure0.3%-0.3%1.1%0.2%-0.2%
VWIV16.9%15.8%18.1%16.8%17.9%
Skew 25d1.9%1.6%2.3%2.3%2.1%
Skew 10d4.0%2.6%5.6%5.6%4.1%
Call IV 25d16.1%15.3%17.1%16.1%16.5%
Put IV 25d18.0%17.0%18.8%18.4%18.6%
Bid-Ask Spread %10.46-10.3317.3212.1914.19
Gamma HHI0.220.110.580.160.14
Net GEX-10.4M-62.8M22.3M-15.0M-11.0M
Net DEX-218.4M-311.4M-79.2M-163.8M-120.8M
Net VEX-2.3M-2.5M-2.1M-2.5M-2.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.880.131.500.791.33
Total Volume30,764.38117,82656,50629,40032,598
Total OI371,212.19282,574439,196423,086321,468

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-04-01$49.80$50.0016.9%4.7%20.8%21.0%16.8%2.3%0.2%-15.0M-163.8M-2.5M0.7912.1916,40612,994165,808257,278
2015-04-02$49.89$50.0016.4%4.9%20.6%17.9%17.7%1.8%0.3%-11.5M-185.4M-2.4M1.509.6810,81416,230168,152259,146
2015-04-06$49.93$50.0017.0%5.0%19.5%21.8%17.2%1.8%0.6%-19.7M-183.3M-2.3M1.1612.108,2409,586159,714252,634
2015-04-07$49.82$50.0017.2%4.9%19.4%23.3%17.0%2.2%-0.0%-23.0M-163.9M-2.3M0.977.3310,92610,570160,752253,688
2015-04-08$50.42$50.0017.1%5.2%19.4%22.7%18.1%1.8%0.9%-15.3M-272.7M-2.3M0.139.8521,2962,740162,946255,910
2015-04-09$50.33$50.0017.3%5.1%18.7%23.5%17.7%1.9%1.0%-14.1M-295.6M-2.3M0.879.5712,27610,730174,326256,310
2015-04-10$50.00$50.0017.3%5.1%18.1%23.6%17.9%1.9%1.1%-22.1M-241.9M-2.3M0.909.1015,05413,612176,794257,172
2015-04-13$49.66$50.0016.8%4.8%17.6%20.7%17.4%2.1%0.4%-24.8M-169.9M-2.3M0.818.0416,92413,634175,948234,832
2015-04-14$49.72$50.0017.0%4.9%17.5%22.0%17.4%1.9%0.4%-27.4M-186.0M-2.2M0.819.6915,65212,752179,590238,406
2015-04-15$49.88$50.0016.2%4.6%17.5%16.3%16.1%1.9%-0.0%-41.8M-232.6M-2.2M0.418.7928,20811,462182,882239,494
2015-04-16$49.99$50.0016.6%4.7%17.2%18.9%16.7%1.7%0.0%-62.8M-277.9M-2.4M0.7711.3315,37211,814196,914241,316
2015-04-17$49.27$50.0017.6%5.1%17.9%25.8%17.2%1.7%-0.3%-808.5K-79.2M-2.3M0.88-10.3318,93616,602196,340242,856
2015-04-20$49.98$50.0016.4%4.7%12.9%18.2%16.4%1.7%0.2%11.4M-244.9M-2.2M0.5612.1622,20812,442154,950127,624
2015-04-21$50.16$50.0016.2%4.6%12.9%16.7%16.3%1.9%-0.0%14.7M-257.3M-2.2M0.9613.1812,10011,618155,126129,834
2015-04-22$50.09$50.0015.8%4.5%12.6%14.4%15.8%2.0%0.4%13.6M-247.9M-2.2M1.0813.6611,95612,970156,110132,080
2015-04-23$50.56$50.0015.8%4.5%11.5%14.3%16.2%1.8%-0.3%19.4M-311.4M-2.1M0.8816.0830,09426,412158,406133,364
2015-04-24$50.48$50.0015.9%4.5%11.5%15.0%16.4%1.6%-0.0%22.3M-289.0M-2.2M0.8912.0317,01015,064164,890149,150
2015-04-27$50.43$50.0016.2%4.7%11.4%16.7%16.8%1.6%0.2%5.5M-262.8M-2.2M0.6110.6521,81013,374156,552143,462
2015-04-28$49.87$50.0016.6%4.8%11.5%19.4%16.3%2.2%0.2%-9.2M-180.7M-2.2M0.7313.0121,46815,738157,758147,062
2015-04-29$50.09$50.0016.2%4.7%11.5%16.8%16.2%1.9%0.2%-7.8M-219.7M-2.3M1.4517.3214,82621,534165,594152,818
2015-04-30$49.42$50.0017.2%5.0%12.1%23.4%17.9%2.1%-0.2%-11.0M-120.8M-2.3M1.3314.1913,96818,630167,200154,268