NKE Options History — November 2018

In November 2018, NKE traded between $71.34 and $78.10. ATM implied volatility averaged 28.0%, placing in the 65.9% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 0.9% (HV 20d: 27.2%). Max pain ranged from $75.00 to $77.50. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 1.04.

Notable Days

  • 2018-11-30: Highest Volume — 25,401 contracts
  • 2018-11-19: Largest IV spike — 20.9% change
  • 2018-11-20: Highest IV Rank — 100.0%
  • 2018-11-20: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$74.84$71.34$78.10$76.65$75.31
Max Pain$76.19$75.00$77.50$77.50$75.00
ATM IV28.0%22.3%34.1%24.7%32.0%
Expected Move8.9%7.7%10.0%7.7%10.0%
HV 20d27.2%23.0%35.4%35.2%25.3%
HV 60d25.9%25.1%27.1%25.2%27.1%
IV Rank65.9%33.3%100.0%47.2%87.9%
IV Percentile76.8%48.4%100.0%59.5%97.2%
Term Structure0.8%-2.1%7.3%0.7%-1.6%
VWIV30.8%26.4%34.6%27.1%33.6%
Skew 25d3.8%2.8%5.0%4.0%5.0%
Skew 10d7.8%2.9%12.7%7.9%2.9%
Call IV 25d26.4%20.7%32.8%23.2%30.4%
Put IV 25d30.3%24.0%37.2%27.3%35.5%
Bid-Ask Spread %7.623.4511.226.667.71
Gamma HHI0.090.070.140.110.08
Net GEX10.3M-2.6M29.0M17.5M9.8M
Net DEX-388.9M-681.3M-164.9M-527.2M-459.5M
Net VEX-3.5M-3.9M-3.2M-3.9M-3.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.040.411.711.070.41
Total Volume17,130.95210,59225,40116,42125,401
Total OI419,113.048377,039454,473435,251393,320

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-11-01$76.65$77.5024.7%7.7%35.2%47.2%27.1%4.0%0.7%17.5M-527.2M-3.9M1.076.667,9328,489219,230216,021
2018-11-02$76.67$77.5025.6%8.0%35.2%52.3%29.0%2.8%0.2%20.6M-531.6M-3.9M0.9211.069,9379,106220,289216,913
2018-11-05$77.43$75.0025.5%8.6%35.4%52.0%29.1%4.1%1.0%17.3M-591.4M-3.7M0.429.8516,5086,883212,759212,771
2018-11-06$76.55$75.0024.7%8.3%35.4%46.9%29.3%4.3%0.1%18.8M-523.4M-3.7M1.526.145,0747,689223,548214,596
2018-11-07$78.10$75.0022.3%7.7%24.9%33.3%26.4%3.3%-0.4%28.6M-681.3M-3.6M0.559.9312,7967,032224,387216,587
2018-11-08$77.62$77.5022.4%7.8%25.0%33.7%27.3%3.6%1.0%29.0M-614.6M-3.7M1.3111.224,5796,013228,774218,499
2018-11-09$76.55$77.5023.9%8.0%25.3%42.6%28.6%3.0%0.8%18.7M-485.5M-3.7M0.9610.5111,55911,116228,690220,030
2018-11-12$75.34$77.5025.4%8.7%25.9%51.4%29.7%4.5%5.1%9.7M-358.9M-3.7M0.818.786,4635,242224,379219,689
2018-11-13$75.10$77.5025.1%8.8%23.7%49.7%28.9%4.9%5.7%6.4M-325.0M-3.6M0.849.256,5345,485225,144221,387
2018-11-14$75.41$77.5026.1%9.0%23.4%55.3%31.3%4.4%5.2%8.0M-352.6M-3.6M1.398.966,2188,630227,247222,218
2018-11-15$74.29$77.5027.1%8.9%23.7%60.8%30.9%3.6%5.0%-2.6M-238.6M-3.5M1.499.358,91313,318229,139224,838
2018-11-16$74.92$77.5025.9%8.6%23.0%54.0%30.3%2.8%7.3%-1.4M-323.5M-3.4M1.208.267,9029,462231,090223,383
2018-11-19$72.35$77.5031.3%9.3%25.9%85.2%31.7%4.3%-1.2%952.4K-222.3M-3.4M0.926.347,4886,896174,839202,200
2018-11-20$71.34$75.0034.1%10.0%25.4%100.0%34.6%4.4%-1.8%683.3K-164.9M-3.4M1.103.5511,02412,137177,498202,139
2018-11-21$72.43$75.0033.0%9.5%26.1%93.8%32.7%3.9%-1.7%7.5M-249.0M-3.3M1.195.056,8358,103182,927206,871
2018-11-23$71.49$75.0034.0%9.9%26.5%99.1%33.7%3.8%-1.9%2.5M-182.5M-3.2M1.3710.974,9786,810185,306208,703
2018-11-26$72.75$75.0032.1%9.6%26.5%88.4%31.5%3.7%-1.6%3.1M-271.4M-3.3M0.683.4910,6907,251176,464201,132
2018-11-27$72.14$75.0031.6%9.7%26.6%85.8%33.0%3.3%-1.6%3.9M-246.9M-3.2M1.713.456,52611,152182,566202,326
2018-11-28$74.59$75.0031.1%9.5%26.5%82.6%33.7%3.4%-1.0%8.8M-408.6M-3.3M1.014.978,6718,759184,798205,132
2018-11-29$74.61$75.0031.0%9.7%25.8%82.3%33.9%3.5%-2.1%8.6M-407.7M-3.3M0.884.627,5306,619186,243207,302
2018-11-30$75.31$75.0032.0%10.0%25.3%87.9%33.6%5.0%-1.6%9.8M-459.5M-3.3M0.417.7117,9897,412185,018208,302