NKE Options History — October 2017

In October 2017, NKE traded between $50.77 and $56.76. ATM implied volatility averaged 20.7%, placing in the 33.2% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 5.2% (HV 20d: 15.5%). Max pain ranged from $52.50 to $55.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 1.33.

Notable Days

  • 2017-10-25: Highest Volume — 107,669 contracts
  • 2017-10-04: Largest IV spike — 11.4% change
  • 2017-10-04: Highest IV Rank — 43.5%
  • 2017-10-24: Largest Expected Move — 6.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.83$50.77$56.76$51.85$55.00
Max Pain$53.05$52.50$55.00$55.00$53.00
ATM IV20.7%18.2%22.4%19.5%18.2%
Expected Move5.8%4.8%6.6%4.8%5.8%
HV 20d15.5%13.1%20.6%13.1%20.5%
HV 60d18.3%17.5%19.9%18.2%19.9%
IV Rank33.2%17.8%43.5%26.2%17.8%
IV Percentile55.4%30.6%65.1%48.4%30.6%
Term Structure-0.8%-2.2%1.8%-0.4%1.8%
VWIV20.6%16.8%23.7%16.8%23.3%
Skew 25d1.7%1.2%2.6%1.3%2.6%
Skew 10d3.5%2.5%6.2%2.9%6.2%
Call IV 25d20.2%17.1%21.6%18.9%17.1%
Put IV 25d21.9%19.7%23.5%20.1%19.7%
Bid-Ask Spread %10.001.8648.954.8923.29
Gamma HHI0.140.100.250.140.10
Net GEX-13.8M-31.5M29.0M-27.6M-1.1M
Net DEX179.1M-582.8M559.3M412.7M-145.1M
Net VEX-5.807661610956363e+33B-1.2776855544104e+35B-5.2M-5.2M-5.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.330.653.150.842.07
Total Volume41,204.90920,988107,66924,39429,617
Total OI676,806.273568,771734,658674,089617,557

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-10-02$51.85$55.0019.5%4.8%13.1%26.2%16.8%1.3%-0.4%-27.6M412.7M-5.2M0.844.8913,22811,166295,291378,798
2017-10-03$51.44$55.0020.1%4.8%13.2%29.5%17.2%1.5%-0.8%-30.8M490.7M-5.2M1.086.8412,34413,377296,318379,257
2017-10-04$52.05$54.5022.4%4.9%13.9%43.5%17.3%2.1%-1.0%-23.7M352.7M-5.2M0.868.1022,86519,626299,753377,997
2017-10-05$52.16$55.0021.5%5.7%13.7%38.1%19.9%1.7%-0.9%-21.1M324.5M-5.2M0.966.1610,73310,255308,199384,312
2017-10-06$52.44$52.5021.2%5.6%13.8%36.5%19.6%1.7%-0.7%-10.1M259.3M-5.3M1.194.949,85011,736311,787387,109
2017-10-09$51.55$52.5021.4%5.6%14.0%37.8%19.7%1.6%-1.6%-26.0M424.2M-5.2M1.154.2913,07014,998305,212376,275
2017-10-10$51.49$52.5021.1%5.8%13.7%35.4%20.7%1.9%-1.2%-25.6M439.4M-5.2M2.6112.228,00220,884309,198377,970
2017-10-11$51.03$52.5021.6%6.0%13.8%39.0%20.6%1.6%-0.9%-31.4M533.9M-5.2M0.922.0421,44619,774312,009386,578
2017-10-12$50.77$52.5021.3%6.0%13.6%37.1%21.0%1.3%-0.6%-31.5M559.3M-5.2M1.202.3118,77622,511322,456387,745
2017-10-13$50.99$52.5022.3%6.3%13.8%42.9%21.4%1.9%-0.2%-28.5M524.9M-5.3M1.1413.0319,42522,096324,586397,367
2017-10-16$51.35$52.5020.8%5.9%14.2%33.7%21.1%1.4%-0.6%-26.9M451.6M-5.2M1.076.0212,57413,499321,871395,252
2017-10-17$51.97$52.5019.9%5.7%15.0%28.5%20.1%1.3%-0.6%-19.0M299.0M-5.3M0.881.8813,67812,099325,142399,698
2017-10-18$52.29$52.5020.1%5.8%15.0%29.8%20.5%1.2%-1.1%-21.2M236.1M-5.4M0.651.8614,0409,062326,871401,147
2017-10-19$52.68$52.5020.8%6.0%15.1%33.6%21.4%1.8%-1.3%-14.6M127.0M-5.3M0.962.6421,96721,051328,174401,465
2017-10-20$53.06$52.5020.4%6.0%15.4%31.5%20.8%2.0%-1.4%29.0M12.2M-5.3M1.422.0220,25828,678331,312403,346
2017-10-23$53.76$52.5020.8%6.3%16.1%33.9%22.3%1.6%-0.8%158.5K-76.5M-5.3M1.383.5222,23630,619240,538328,233
2017-10-24$53.41$52.5022.3%6.6%15.9%42.8%23.1%1.9%-1.0%-6.4M16.8M-5.4M1.599.0725,41040,343246,732346,100
2017-10-25$54.89$53.0021.1%5.9%16.9%35.7%21.3%2.1%-0.8%896.1K-254.2M-5.4M1.8213.7838,21669,453256,525369,105
2017-10-26$56.76$53.0019.2%5.7%20.2%24.0%20.3%1.8%-1.0%9.1M-582.8M-5.2M1.1434.0434,99439,996268,373393,006
2017-10-27$55.93$53.0019.6%6.2%20.0%26.6%23.7%1.7%-2.2%2.1M-276.1M-1.2776855544104e+35B1.2848.9521,29427,285274,462396,560
2017-10-30$55.30$53.0019.6%6.0%20.6%26.7%21.5%2.3%0.9%270.1K-188.3M-5.5M3.158.1610,59633,381247,858352,194
2017-10-31$55.00$53.0018.2%5.8%20.5%17.8%23.3%2.6%1.8%-1.1M-145.1M-5.5M2.0723.299,65019,967252,640364,917