NKE Options History — June 2018

In June 2018, NKE traded between $71.63 and $80.02. ATM implied volatility averaged 26.1%, placing in the 57.7% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 9.0% (HV 20d: 17.1%). Max pain ranged from $65.00 to $70.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.91.

Notable Days

  • 2018-06-29: Highest Volume — 161,554 contracts
  • 2018-06-29: Largest IV drop — 26.9% change
  • 2018-06-25: Highest IV Rank — 82.8%
  • 2018-06-25: Largest Expected Move — 9.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$74.25$71.63$80.02$72.65$80.02
Max Pain$66.71$65.00$70.00$70.00$70.00
ATM IV26.1%21.9%30.7%25.2%21.9%
Expected Move7.2%5.3%9.2%5.3%6.1%
HV 20d17.1%13.6%41.1%17.8%41.1%
HV 60d22.6%19.1%28.9%23.3%28.9%
IV Rank57.7%34.5%82.8%52.3%34.5%
IV Percentile73.3%52.0%96.8%69.0%52.0%
Term Structure-1.1%-1.6%-0.2%-1.6%-0.2%
VWIV25.6%18.7%32.1%18.7%22.1%
Skew 25d2.6%2.1%4.0%2.5%2.3%
Skew 10d5.4%4.1%8.0%6.3%5.7%
Call IV 25d25.0%21.2%29.1%24.5%21.2%
Put IV 25d27.6%23.6%32.6%27.0%23.6%
Bid-Ask Spread %4.172.737.666.354.83
Gamma HHI0.130.080.440.120.44
Net GEX22.2M5.4M48.8M28.0M48.8M
Net DEX-827.2M-1.43B-514.6M-772.6M-1.43B
Net VEX-3.3M-3.7M-2.8M-3.7M-2.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.910.431.280.630.65
Total Volume31,456.38112,631161,55417,695161,554
Total OI400,769.429353,934457,860408,892457,860

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-06-01$72.65$70.0025.2%5.3%17.8%52.3%18.7%2.5%-1.6%28.0M-772.6M-3.7M0.636.3510,8766,819195,892213,000
2018-06-04$73.78$65.0024.5%6.4%17.8%48.5%22.9%2.5%-0.8%29.2M-883.3M-3.4M0.763.198,8466,762193,156207,908
2018-06-05$73.95$65.0024.9%6.5%17.2%50.7%23.1%2.7%-1.1%29.1M-900.3M-3.4M1.125.5211,05312,408194,525210,273
2018-06-06$74.58$65.0024.4%6.4%16.5%48.1%23.0%2.4%-1.0%29.0M-962.2M-3.3M1.174.3713,73016,131196,624211,455
2018-06-07$74.87$65.0024.7%6.6%15.8%49.8%23.3%2.6%-1.1%27.6M-980.8M-3.3M0.847.6612,27510,338200,875213,541
2018-06-08$74.85$65.0024.2%6.5%15.8%47.0%23.3%2.5%-0.9%25.2M-981.1M-3.3M0.823.918,0976,675202,331216,075
2018-06-11$74.74$65.0024.5%6.6%15.9%48.8%23.9%2.4%-1.3%29.7M-959.6M-3.2M1.072.936,0906,541200,773213,062
2018-06-12$74.22$65.0024.6%6.5%16.4%48.9%23.9%2.2%-1.5%32.5M-925.4M-3.1M1.283.595,9987,694202,100214,544
2018-06-13$74.36$65.0024.8%6.7%16.4%50.1%23.7%2.2%-1.5%31.6M-932.2M-3.3M1.084.707,0857,656203,226215,579
2018-06-14$74.78$65.0025.0%6.9%13.6%51.2%24.1%2.5%-1.1%31.5M-969.9M-3.2M0.963.6610,88110,472204,745217,910
2018-06-15$75.65$67.5025.2%7.0%13.6%52.6%24.2%2.1%-1.4%20.2M-1.08B-3.1M0.663.8719,20912,743208,027220,403
2018-06-18$75.61$67.5026.0%7.3%13.6%57.1%25.4%2.2%-0.8%16.1M-784.0M-3.2M0.663.1212,0047,981170,640183,294
2018-06-19$74.21$67.5026.8%7.6%15.6%61.3%26.5%2.4%-0.3%13.7M-676.5M-3.4M1.213.068,86810,695176,097186,045
2018-06-20$74.82$67.5026.8%7.7%15.7%61.5%27.0%2.5%-0.9%14.0M-717.0M-3.3M1.182.736,3267,453177,340190,318
2018-06-21$73.94$67.5028.0%8.1%16.5%67.8%28.2%2.7%-0.7%9.9M-640.9M-3.4M1.053.067,8118,181178,287192,129
2018-06-22$73.64$67.5027.6%8.0%16.1%65.9%28.4%2.6%-1.0%5.4M-609.0M-3.5M1.042.897,9918,342180,403195,937
2018-06-25$72.47$67.5030.7%9.2%17.2%82.8%32.1%4.0%-1.3%7.8M-524.1M-3.6M0.433.8630,13112,810175,521193,195
2018-06-26$72.72$67.5028.7%8.6%15.7%71.9%30.3%2.8%-1.2%13.2M-602.2M-3.4M0.832.8417,21814,312187,785197,308
2018-06-27$71.63$68.0030.5%9.2%15.4%81.4%31.9%3.2%-1.5%12.2M-514.6M-3.5M0.917.5015,88714,456198,894205,656
2018-06-28$71.86$68.0030.0%9.0%15.3%78.5%31.2%3.5%-1.5%12.6M-524.4M-3.7M0.643.8354,86635,319203,377210,048
2018-06-29$80.02$70.0021.9%6.1%41.1%34.5%22.1%2.3%-0.2%48.8M-1.43B-2.8M0.654.8397,67663,878225,116232,744