NKE Options History — May 2017

In May 2017, NKE traded between $51.63 and $55.12. ATM implied volatility averaged 17.1%, placing in the 9.8% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 6.2% (HV 20d: 10.9%). Max pain ranged from $55.00 to $55.50. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.86.

Notable Days

  • 2017-05-19: Highest Volume — 65,195 contracts
  • 2017-05-30: Largest IV spike — 17.9% change
  • 2017-05-31: Highest IV Rank — 43.2%
  • 2017-05-17: Largest Expected Move — 4.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.37$51.63$55.12$55.12$52.92
Max Pain$55.07$55.00$55.50$55.50$55.00
ATM IV17.1%15.2%23.0%16.1%23.0%
Expected Move4.5%4.2%4.9%4.6%4.5%
HV 20d10.9%9.3%12.6%9.8%12.6%
HV 60d21.0%20.1%22.0%22.0%20.1%
IV Rank9.8%0.0%43.2%2.8%43.2%
IV Percentile15.1%0.0%67.1%1.2%67.1%
Term Structure1.5%-0.8%6.0%0.2%-0.8%
VWIV16.0%14.9%18.0%15.8%15.8%
Skew 25d1.9%0.8%3.0%2.1%2.0%
Skew 10d3.6%0.3%5.5%3.8%3.2%
Call IV 25d16.2%14.4%23.1%15.2%22.0%
Put IV 25d18.1%16.0%24.8%17.3%24.0%
Bid-Ask Spread %11.735.0018.7717.2810.06
Gamma HHI0.150.110.210.130.14
Net GEX-9.3M-21.4M161.2K-1.6M-6.0M
Net DEX121.0M-47.9M364.4M-47.9M85.1M
Net VEX-4.4M-5.0M-4.1M-4.2M-5.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.860.461.490.590.86
Total Volume23,509.8189,85265,19518,90826,866
Total OI477,192.273421,733538,516421,733534,354

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-05-01$55.12$55.5016.1%4.6%9.8%2.8%15.8%2.1%0.2%-1.6M-47.9M-4.2M0.5917.2811,9057,003195,352226,381
2017-05-02$55.08$55.5015.7%4.5%9.7%0.9%15.7%1.8%-0.4%161.2K-45.9M-4.2M0.7910.986,2054,901200,432228,207
2017-05-03$54.60$55.5015.6%4.4%9.3%0.2%15.8%1.9%0.3%-4.3M15.0M-4.1M0.5615.9212,2416,840201,490228,137
2017-05-04$54.50$55.0015.5%4.3%9.3%0.0%15.4%2.2%-0.3%-4.8M28.9M-4.2M0.5911.969,1565,402204,267230,892
2017-05-05$53.95$55.0015.5%4.3%9.9%0.0%15.4%1.9%0.2%-14.4M104.6M-4.1M0.8412.9020,43717,181205,990232,098
2017-05-08$54.25$55.0015.2%4.2%10.1%0.0%14.9%1.6%-0.7%-7.5M44.2M-4.2M0.8710.5011,3199,891211,501238,408
2017-05-09$54.87$55.0015.3%4.4%10.9%0.5%15.3%1.8%-0.0%-1.1M-41.2M-4.3M0.5012.5112,6406,330213,573241,551
2017-05-10$54.59$55.0015.3%4.4%11.1%0.6%15.4%1.9%-0.2%-2.3M-3.3M-4.3M0.838.645,3834,469217,432245,810
2017-05-11$54.24$55.0015.6%4.4%10.4%2.0%16.0%1.6%-0.6%-7.1M55.9M-4.3M1.3410.5111,87215,879218,145246,731
2017-05-12$54.15$55.0015.4%4.4%10.4%1.1%16.0%1.9%-0.2%-6.2M63.9M-4.4M1.067.885,0015,319222,448251,871
2017-05-15$53.74$55.0016.1%4.7%10.4%5.0%15.4%1.7%0.4%-9.6M122.7M-4.2M1.1013.149,22410,159217,681247,953
2017-05-16$52.78$55.0015.9%4.6%11.3%3.9%15.9%1.5%0.7%-17.9M241.3M-4.1M0.9212.0914,98813,845220,281250,129
2017-05-17$52.04$55.0017.3%4.9%12.0%11.3%18.0%2.5%1.9%-21.0M330.9M-4.2M1.1414.5610,82412,391225,978254,368
2017-05-18$51.75$55.0017.3%4.7%10.7%11.3%17.1%2.4%4.6%-21.4M364.4M-4.1M1.2710.1912,31315,644229,157257,984
2017-05-19$51.72$55.0017.6%4.7%10.6%13.4%16.7%1.5%4.6%-19.9M356.6M-4.2M0.4614.7544,58420,611234,034263,413
2017-05-22$51.63$55.0017.4%4.7%10.6%11.9%16.4%1.9%4.4%-15.1M253.8M-4.6M0.647.6317,58311,297238,536253,670
2017-05-23$52.17$55.0017.4%4.6%11.7%11.8%16.0%2.7%4.2%-10.1M175.9M-4.8M0.607.6017,25510,330246,672259,427
2017-05-24$51.99$55.0017.2%4.5%11.7%11.1%15.7%0.8%6.0%-12.3M200.8M-4.8M1.4918.779,25913,791248,012263,021
2017-05-25$52.42$55.0019.0%4.5%12.0%21.0%16.1%3.0%4.4%-8.2M145.7M-4.9M1.0514.2413,15813,852252,864271,331
2017-05-26$52.59$55.0019.3%4.3%12.2%22.6%15.1%1.8%5.5%-8.5M128.9M-5.0M0.6610.929,6586,419259,041279,475
2017-05-30$52.95$55.0022.7%4.6%12.6%42.0%17.1%1.7%-0.8%-6.3M82.1M-5.0M0.695.008,1835,608254,020276,113
2017-05-31$52.92$55.0023.0%4.5%12.6%43.2%15.8%2.0%-0.8%-6.0M85.1M-5.0M0.8610.0614,48012,386255,335279,019