NKE Options History — August 2017

In August 2017, NKE traded between $52.47 and $60.16. ATM implied volatility averaged 19.4%, placing in the 29.9% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded below realized volatility by 0.0% (HV 20d: 19.4%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 11 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 1.19.

Notable Days

  • 2017-08-18: Highest Volume — 103,090 contracts
  • 2017-08-28: Largest IV spike — 21.7% change
  • 2017-08-29: Highest IV Rank — 90.1%
  • 2017-08-21: Largest Expected Move — 5.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.85$52.47$60.16$59.86$52.81
Max Pain$58.65$55.00$60.00$59.50$55.00
ATM IV19.4%15.9%27.7%16.5%26.2%
Expected Move5.0%4.5%5.5%4.6%4.9%
HV 20d19.4%15.5%23.6%18.3%22.2%
HV 60d28.7%27.3%30.2%27.7%30.0%
IV Rank29.9%4.5%90.1%9.2%79.2%
IV Percentile39.7%4.8%98.4%12.7%87.7%
Term Structure1.5%-2.0%8.8%-0.3%-1.6%
VWIV17.8%16.1%19.9%16.5%17.9%
Skew 25d2.5%1.7%4.1%1.7%2.3%
Skew 10d5.4%3.2%8.0%3.7%4.0%
Call IV 25d18.4%15.0%27.6%16.0%25.6%
Put IV 25d20.9%17.2%31.6%17.7%27.9%
Bid-Ask Spread %6.951.7914.6414.236.28
Gamma HHI0.160.110.500.180.11
Net GEX-3.8M-60.4M15.1M12.4M-4.3M
Net DEX-191.4M-637.7M286.8M-593.1M231.0M
Net VEX-4.9M-5.2M-4.7M-4.7M-5.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.190.242.400.651.26
Total Volume30,223.7838,494103,09018,03258,641
Total OI530,312.174496,489572,371509,466572,371

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-08-01$59.86$59.5016.5%4.6%18.3%9.2%16.5%1.7%-0.3%12.4M-593.1M-4.7M0.6514.2310,8967,136229,051280,415
2017-08-02$59.83$59.5016.9%4.5%16.9%12.0%18.1%1.8%-0.9%13.7M-588.9M-4.8M1.586.317,74612,270233,587281,891
2017-08-03$60.16$57.5016.6%4.8%16.5%9.6%16.9%2.1%-0.2%15.1M-637.7M-4.7M1.4012.798,24911,523236,203288,247
2017-08-04$59.76$60.0016.1%4.6%16.1%6.3%16.2%1.7%-0.5%12.8M-585.4M-4.7M1.392.046,7629,384237,395290,694
2017-08-07$59.87$60.0015.9%4.6%15.6%4.5%16.4%2.1%0.1%11.5M-573.2M-4.7M1.241.793,7894,705233,251281,966
2017-08-08$59.43$60.0015.9%4.6%15.5%5.0%16.1%2.0%0.0%8.6M-505.3M-4.7M1.616.578,04912,944233,580282,048
2017-08-09$59.86$60.0016.5%4.8%15.6%9.2%17.1%2.1%0.3%10.7M-562.8M-4.8M2.113.614,92110,384237,353284,761
2017-08-10$59.17$60.0018.4%5.2%16.1%22.9%19.5%2.6%-0.4%3.5M-440.6M-4.9M1.724.354,7668,217238,479289,635
2017-08-11$59.05$60.0018.2%5.1%16.1%21.2%19.4%3.0%-0.8%3.3M-414.1M-4.9M1.432.856,5439,383238,746293,128
2017-08-14$59.82$60.0016.3%4.7%16.6%7.8%17.2%2.4%1.6%11.7M-543.4M-4.7M0.594.5410,0205,904235,481289,991
2017-08-15$58.49$60.0018.4%5.3%18.6%23.1%18.4%2.8%-0.2%235.2K-342.2M-4.8M1.815.4011,70721,158241,162291,836
2017-08-16$58.57$60.0018.1%5.2%18.6%20.5%17.7%3.0%0.1%-2.7M-340.5M-4.8M1.008.3418,61918,623244,402301,185
2017-08-17$57.54$60.0018.6%5.1%17.9%24.2%18.4%3.2%3.5%-11.7M-204.7M-5.0M2.4014.4011,82228,420246,234301,714
2017-08-18$55.07$60.0019.1%5.3%22.3%27.6%18.9%2.5%1.0%-26.8M146.9M-4.9M1.4014.6442,97660,114247,930305,956
2017-08-21$53.63$57.5019.9%5.5%23.3%33.9%19.9%2.8%4.9%-12.4M192.7M-4.9M0.886.4328,96025,491229,240267,249
2017-08-22$54.15$57.5019.1%5.1%23.6%28.1%17.9%2.1%6.8%-10.8M115.5M-5.1M1.209.0913,12915,782241,334276,857
2017-08-23$53.72$57.5019.0%5.1%23.4%27.0%18.3%3.1%7.0%-16.0M186.5M-5.0M0.524.3410,8835,627244,600284,794
2017-08-24$53.90$57.5019.6%5.0%23.5%31.1%17.6%2.5%8.3%-18.5M164.5M-5.1M0.655.0910,1646,578246,058286,274
2017-08-25$53.93$57.5020.6%4.9%23.0%39.1%17.8%2.5%8.8%-60.4M167.1M-5.1M1.044.417,2367,533248,936288,652
2017-08-28$53.76$57.5025.1%4.9%22.7%71.4%17.2%3.4%-2.0%-9.9M151.7M-5.0M0.244.9618,4604,482241,474278,242
2017-08-29$52.65$57.5027.7%5.3%22.2%90.1%18.4%4.1%-1.5%-10.4M286.6M-4.9M0.499.6642,18020,647253,694280,349
2017-08-30$52.47$55.0027.0%5.1%22.2%84.6%17.9%2.4%-0.4%-6.2M286.8M-5.1M0.707.6324,83017,494272,513288,222
2017-08-31$52.81$55.0026.2%4.9%22.2%79.2%17.9%2.3%-1.6%-4.3M231.0M-5.2M1.266.2825,97032,671277,528294,843