NKE Options History — November 2017

In November 2017, NKE traded between $55.08 and $60.44. ATM implied volatility averaged 22.3%, placing in the 43.3% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 2.9% (HV 20d: 19.4%). Max pain ranged from $53.00 to $57.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.92.

Notable Days

  • 2017-11-17: Highest Volume — 65,674 contracts
  • 2017-11-07: Largest IV drop — 16.9% change
  • 2017-11-30: Highest IV Rank — 76.9%
  • 2017-11-09: Largest Expected Move — 5.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.46$55.08$60.44$55.08$60.44
Max Pain$55.57$53.00$57.50$53.00$57.50
ATM IV22.3%18.3%27.9%20.2%27.9%
Expected Move5.3%4.7%5.9%5.6%5.2%
HV 20d19.4%15.5%22.6%20.2%15.6%
HV 60d18.0%16.2%19.9%19.9%16.9%
IV Rank43.3%18.7%76.9%30.2%76.9%
IV Percentile62.4%33.3%95.6%51.6%95.6%
Term Structure0.7%-7.0%11.1%0.6%-2.0%
VWIV18.9%17.0%21.6%21.6%20.0%
Skew 25d1.5%-23.9%6.9%-23.9%6.3%
Skew 10d7.5%3.7%14.9%14.8%14.9%
Call IV 25d22.9%16.3%49.7%49.7%24.0%
Put IV 25d24.4%19.1%42.3%25.8%30.3%
Bid-Ask Spread %12.843.3743.9813.634.68
Gamma HHI0.130.100.190.100.14
Net GEX12.6M257.0K26.5M257.0K19.7M
Net DEX-451.1M-885.0M-159.2M-159.2M-717.2M
Net VEX-4.9M-5.5M-4.2M-5.5M-4.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.920.361.711.320.54
Total Volume25,209.9529,95765,67421,59627,635
Total OI601,664.333538,082652,651627,568559,674

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-11-01$55.08$53.0020.2%5.6%20.2%30.2%21.6%-23.9%0.6%257.0K-159.2M-5.5M1.3213.639,31012,286256,272371,296
2017-11-02$55.12$55.0021.0%5.5%20.3%35.2%18.8%0.7%0.2%539.7K-182.3M-5.5M1.216.547,8959,559258,293375,846
2017-11-03$55.66$55.0024.5%5.5%20.4%56.5%19.0%6.9%-2.9%4.4M-279.5M-5.3M1.3211.8014,16418,716259,467377,865
2017-11-06$56.00$55.0024.6%5.6%19.0%57.3%21.6%2.1%0.4%8.0M-319.8M-5.3M0.7322.9713,5079,834256,059365,195
2017-11-07$55.09$55.0020.5%5.6%20.3%31.9%19.8%2.5%-0.8%1.5M-162.9M-5.3M0.737.0013,83210,114259,444367,654
2017-11-08$55.66$55.0019.7%5.8%19.9%27.3%20.0%2.5%0.3%7.5M-268.2M-5.2M1.7112.648,75014,926262,311369,534
2017-11-09$56.14$55.0020.7%5.9%19.6%33.3%20.8%2.5%0.2%14.1M-367.8M-5.2M1.195.198,1399,706265,375373,091
2017-11-10$56.09$55.0019.3%5.7%19.7%24.9%19.8%2.5%1.2%13.8M-363.9M-5.1M0.868.349,2037,913265,486373,858
2017-11-13$55.77$55.0019.4%5.6%20.0%25.1%18.9%3.1%4.2%11.8M-282.1M-5.1M1.6214.574,8307,815261,897365,524
2017-11-14$55.99$55.0019.3%5.6%19.8%24.7%18.3%3.2%2.5%15.8M-312.2M-5.1M0.794.296,8985,431262,088365,737
2017-11-15$56.63$55.0018.3%5.3%20.0%18.7%19.1%2.9%11.1%23.6M-430.8M-5.0M0.7120.6212,1078,582265,025365,570
2017-11-16$57.24$55.0018.5%5.0%20.1%20.1%17.6%2.6%5.9%26.5M-545.9M-4.8M0.8022.3224,73319,664266,870368,038
2017-11-17$59.19$55.0019.2%4.7%22.6%23.9%17.3%2.8%7.5%9.8M-885.0M-4.4M0.3616.4848,40417,270274,261378,390
2017-11-20$59.26$55.0022.3%4.9%22.5%42.9%17.6%4.0%-0.7%11.8M-552.2M-4.4M0.6415.5318,17011,567223,438314,644
2017-11-21$59.32$55.0023.5%4.7%22.1%50.2%17.2%3.6%-0.1%14.1M-588.0M-4.4M0.5616.1320,27311,383229,169315,203
2017-11-22$59.12$57.5026.1%5.0%20.7%65.9%17.8%2.2%0.0%13.5M-550.5M-4.6M0.9411.9410,6799,988236,046315,763
2017-11-24$59.32$57.0024.0%4.7%17.5%53.4%17.4%0.8%-7.0%16.0M-597.3M-4.5M0.6943.985,8754,082238,721319,241
2017-11-27$59.62$57.0027.7%5.0%16.3%76.0%17.7%-1.6%-2.7%17.0M-625.6M-4.2M0.463.9314,8336,868234,902308,884
2017-11-28$59.48$57.5025.2%4.8%15.5%60.6%17.0%2.4%-1.1%16.3M-592.0M-4.4M0.943.379,7089,131240,579310,925
2017-11-29$60.34$57.5027.4%5.2%15.6%74.1%18.6%2.5%-1.6%17.7M-690.4M-4.4M1.313.6715,40820,221242,776314,540
2017-11-30$60.44$57.5027.9%5.2%15.6%76.9%20.0%6.3%-2.0%19.7M-717.2M-4.3M0.544.6817,9729,663244,080315,594