NKE Options History — May 2015

In May 2015, NKE traded between $50.05 and $52.49. ATM implied volatility averaged 17.1%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 3.3% (HV 20d: 13.7%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 1.34.

Notable Days

  • 2015-05-15: Highest Volume — 62,522 contracts
  • 2015-05-26: Largest IV spike — 22.3% change
  • 2015-05-28: Highest IV Rank — 56.4%
  • 2015-05-07: Largest Expected Move — 5.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.39$50.05$52.49$50.35$50.93
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV17.1%14.4%22.4%16.4%22.3%
Expected Move4.6%4.2%5.0%4.5%4.5%
HV 20d13.7%12.6%14.7%13.8%12.6%
HV 60d16.1%15.5%17.2%17.2%15.5%
IV Rank22.3%5.0%56.4%17.8%56.0%
IV Percentile29.2%1.6%75.0%26.6%73.8%
Term Structure1.5%-0.7%6.1%-0.1%-0.1%
VWIV16.4%15.1%18.3%15.9%16.1%
Skew 25d2.3%1.6%3.9%2.1%3.8%
Skew 10d4.6%3.0%6.9%6.2%5.9%
Call IV 25d16.1%13.7%21.5%15.7%21.0%
Put IV 25d18.4%15.8%25.4%17.7%24.8%
Bid-Ask Spread %12.486.4218.8610.3813.56
Gamma HHI0.200.130.920.160.15
Net GEX28.3M1.3M268.4M15.9M1.3M
Net DEX-312.6M-480.3M-218.5M-262.0M-228.5M
Net VEX-2.2M-2.4M-2.0M-2.3M-2.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.340.333.271.032.30
Total Volume29,399.212,38062,52242,33622,498
Total OI306,737.6271,768331,042331,042309,084

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-05-01$50.35$50.0016.4%4.5%13.8%17.8%15.9%2.1%-0.1%15.9M-262.0M-2.3M1.0310.3820,83821,498168,490162,552
2015-05-04$50.41$50.0016.1%4.8%13.8%16.0%16.6%2.5%0.1%16.3M-261.4M-2.3M0.339.379,3363,044161,070145,172
2015-05-05$50.22$50.0016.7%4.9%13.9%19.7%17.6%2.4%-0.2%16.2M-247.6M-2.3M1.389.059,29812,836163,408146,034
2015-05-06$50.05$50.0017.0%4.9%13.3%21.6%18.3%2.8%-0.1%12.9M-218.5M-2.4M1.0311.4010,44810,772163,850148,624
2015-05-07$50.74$50.0016.9%5.0%14.1%21.1%17.6%2.4%0.1%22.2M-304.6M-2.3M1.019.9013,78613,876164,546149,716
2015-05-08$51.22$50.0015.6%4.8%14.2%12.5%16.8%2.0%0.2%25.5M-378.1M-2.2M0.449.3524,46210,798166,986152,906
2015-05-11$51.40$50.0015.6%4.4%13.9%12.5%16.9%1.9%0.0%22.1M-356.3M-2.2M1.2711.6010,50613,344159,576150,934
2015-05-12$51.20$50.0015.9%4.9%14.1%14.7%17.7%2.0%1.4%19.5M-303.7M-2.2M1.9612.878,09615,860162,864159,890
2015-05-13$51.08$50.0015.5%4.8%14.1%12.1%16.9%2.0%1.2%18.9M-292.2M-2.2M1.6311.959,18014,948162,994160,532
2015-05-14$51.71$50.0015.0%4.3%14.7%8.8%15.8%2.0%-0.0%22.3M-371.8M-2.1M0.9010.7428,81225,992163,236162,052
2015-05-15$52.49$50.0014.4%4.2%14.1%5.0%15.7%2.3%0.0%268.4M-480.3M-2.1M0.956.4231,98630,536165,916158,482
2015-05-18$52.38$50.0014.5%4.2%13.6%5.5%15.6%1.8%4.3%12.3M-331.7M-2.1M0.7313.319,0526,640133,856137,912
2015-05-19$52.32$50.0014.7%4.2%13.6%7.1%15.3%1.9%5.2%11.5M-326.1M-2.0M0.5515.9110,5525,822135,416140,998
2015-05-20$52.35$50.0015.4%4.4%13.6%11.6%15.7%1.9%5.3%10.6M-336.8M-2.1M0.6218.3128,55817,668140,608144,044
2015-05-21$52.32$50.0016.5%4.4%13.3%18.4%16.1%1.9%6.0%16.9M-358.1M-2.2M2.2418.866,66014,920153,252146,336
2015-05-22$52.23$50.0017.3%4.3%13.3%24.0%15.1%1.6%6.1%16.3M-351.2M-2.1M1.3314.6412,95217,268153,938147,564
2015-05-26$51.71$50.0021.2%4.6%13.9%49.1%16.4%1.8%1.0%15.8M-311.2M-2.2M1.7912.247,13012,754151,748141,100
2015-05-27$51.44$50.0022.2%4.5%13.4%55.7%16.0%2.9%0.0%13.6M-281.3M-2.2M1.9616.9411,79823,098152,464143,540
2015-05-28$51.16$50.0022.4%4.6%13.5%56.4%16.0%3.9%-0.7%7.3M-251.5M-2.3M3.2712.737,11023,252151,700151,362
2015-05-29$50.93$50.0022.3%4.5%12.6%56.0%16.1%3.8%-0.1%1.3M-228.5M-2.2M2.3013.566,82615,672153,030156,054