NKE Options History — October 2018

In October 2018, NKE traded between $71.67 and $84.42. ATM implied volatility averaged 24.8%, placing in the 47.8% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded below realized volatility by 3.1% (HV 20d: 27.9%). Max pain ranged from $77.50 to $82.50. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.98.

Notable Days

2018-10-10: Highest Volume — 45,429 contracts
2018-10-10: Largest IV spike — 20.3% change
2018-10-29: Highest IV Rank — 78.1%
2018-10-29: Largest Expected Move — 9.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$76.72	$71.67	$84.42	$84.42	$75.41
Max Pain	$79.67	$77.50	$82.50	$80.00	$77.50
ATM IV	24.8%	19.5%	30.1%	19.8%	26.3%
Expected Move	7.3%	5.7%	9.6%	5.7%	8.2%
HV 20d	27.9%	16.3%	35.9%	17.8%	35.9%
HV 60d	21.9%	16.1%	25.0%	16.1%	25.0%
IV Rank	47.8%	17.5%	78.1%	18.7%	56.6%
IV Percentile	64.2%	28.2%	94.8%	33.3%	69.4%
Term Structure	-0.4%	-1.7%	0.6%	-0.3%	0.2%
VWIV	25.3%	19.7%	32.4%	20.1%	28.3%
Skew 25d	3.2%	1.4%	7.5%	1.4%	3.8%
Skew 10d	6.1%	1.8%	10.3%	2.8%	10.3%
Call IV 25d	23.6%	19.0%	27.9%	19.6%	25.6%
Put IV 25d	26.9%	20.7%	33.4%	21.0%	29.4%
Bid-Ask Spread %	6.54	3.67	10.92	6.07	10.92
Gamma HHI	0.08	0.06	0.15	0.10	0.07
Net GEX	5.8M	-14.3M	30.1M	30.1M	7.2M
Net DEX	-393.2M	-1.04B	-126.2M	-1.04B	-402.9M
Net VEX	-3.6M	-3.8M	-3.3M	-3.3M	-3.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.98	0.25	1.43	0.80	0.25
Total Volume	27,989	16,911	45,429	24,342	41,071
Total OI	447,004.826	398,644	490,039	449,528	410,882

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2018-10-01	$84.42	$80.00	19.8%	5.7%	17.8%	18.7%	20.1%	1.4%	-0.3%	30.1M	-1.04B	-3.3M	0.80	6.07	13,554	10,788	229,333	220,195
2018-10-02	$82.71	$80.00	20.2%	5.8%	16.3%	21.1%	20.1%	1.5%	0.1%	18.9M	-831.8M	-3.3M	0.51	8.84	19,153	9,853	229,278	222,323
2018-10-03	$82.59	$80.00	19.5%	5.7%	16.3%	17.5%	19.7%	1.7%	-0.1%	18.6M	-818.2M	-3.3M	1.09	7.16	12,198	13,323	233,647	223,548
2018-10-04	$80.09	$82.50	21.8%	6.3%	19.8%	30.4%	21.9%	2.5%	-0.3%	8.0M	-575.2M	-3.4M	0.82	4.11	18,680	15,270	236,039	222,747
2018-10-05	$79.97	$82.50	22.2%	6.3%	19.8%	33.0%	21.6%	2.5%	-0.4%	10.0M	-574.0M	-3.4M	0.81	10.03	15,144	12,197	240,930	223,619
2018-10-08	$80.44	$82.50	23.1%	6.4%	18.4%	37.8%	22.8%	2.4%	-0.6%	11.7M	-638.8M	-3.4M	0.91	7.43	18,166	16,551	227,247	218,584
2018-10-09	$80.81	$82.50	22.8%	6.6%	18.4%	36.0%	22.7%	2.5%	0.4%	15.0M	-700.2M	-3.5M	1.02	4.11	9,827	10,015	235,694	227,495
2018-10-10	$75.15	$82.50	27.4%	7.8%	31.2%	62.6%	26.4%	2.6%	-0.2%	2.9M	-175.7M	-3.5M	0.88	7.49	24,170	21,259	238,116	229,695
2018-10-11	$74.90	$80.00	28.1%	8.0%	31.0%	66.8%	27.4%	3.3%	-0.4%	667.6K	-168.1M	-3.7M	0.80	7.14	19,063	15,181	246,236	231,847
2018-10-12	$75.78	$80.00	26.1%	7.6%	31.5%	55.2%	26.3%	3.2%	0.6%	5.6M	-253.6M	-3.6M	0.92	5.11	14,225	13,074	251,704	233,696
2018-10-15	$75.36	$80.00	25.3%	7.3%	31.5%	50.4%	25.1%	3.2%	-1.0%	3.9M	-224.7M	-3.5M	1.43	3.67	10,094	14,428	239,188	232,182
2018-10-16	$77.47	$80.00	22.8%	6.6%	32.0%	36.1%	23.2%	2.8%	-1.0%	10.2M	-414.2M	-3.6M	1.00	5.59	16,429	16,430	241,470	233,737
2018-10-17	$76.50	$80.00	23.3%	6.7%	32.1%	38.9%	23.8%	3.2%	-0.6%	6.0M	-322.7M	-3.5M	1.11	6.18	11,624	12,956	244,475	239,513
2018-10-18	$75.64	$80.00	25.7%	7.4%	31.4%	53.0%	25.7%	3.6%	-1.7%	979.8K	-274.6M	-3.6M	1.10	5.95	13,352	14,641	246,589	238,252
2018-10-19	$74.26	$80.00	25.0%	7.2%	31.7%	48.8%	24.6%	3.5%	-0.3%	-14.3M	-136.8M	-3.6M	1.10	6.61	17,690	19,533	249,076	240,963
2018-10-22	$74.96	$77.50	24.8%	7.4%	32.2%	47.8%	25.8%	3.2%	0.4%	1.2M	-304.1M	-3.7M	1.19	3.99	8,292	9,849	191,941	206,703
2018-10-23	$73.51	$77.50	25.9%	7.7%	32.2%	54.3%	26.5%	3.5%	-0.3%	-1.2M	-206.3M	-3.7M	1.17	4.22	12,183	14,223	194,724	208,585
2018-10-24	$73.47	$77.50	27.0%	8.4%	32.3%	60.5%	28.8%	5.3%	-1.2%	-596.4K	-210.9M	-3.8M	1.13	6.40	7,946	8,965	196,652	210,714
2018-10-25	$73.30	$77.50	27.0%	8.1%	32.1%	60.5%	27.9%	3.5%	0.3%	-769.7K	-209.0M	-3.6M	1.04	6.51	9,734	10,153	198,620	211,480
2018-10-26	$71.97	$77.50	28.4%	8.9%	32.1%	68.6%	30.7%	3.9%	-0.2%	-4.7M	-126.2M	-3.6M	1.31	8.60	12,208	15,976	199,689	212,830
2018-10-29	$71.67	$77.50	30.1%	9.6%	32.1%	78.1%	32.4%	7.5%	-1.7%	78.2K	-127.2M	-3.7M	1.11	9.05	11,958	13,249	191,967	211,376
2018-10-30	$74.17	$77.50	28.2%	9.0%	35.0%	67.3%	31.6%	3.5%	-0.1%	4.3M	-307.9M	-3.7M	1.07	5.14	9,202	9,870	194,986	212,544
2018-10-31	$75.41	$77.50	26.3%	8.2%	35.9%	56.6%	28.3%	3.8%	0.2%	7.2M	-402.9M	-3.7M	0.25	10.92	32,832	8,239	196,901	213,981