NKE Options History — December 2018

In December 2018, NKE traded between $67.22 and $78.01. ATM implied volatility averaged 36.5%, placing in the 86.9% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 0.2% (HV 20d: 36.3%). Max pain ranged from $65.00 to $75.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 1.01.

Notable Days

  • 2018-12-21: Highest Volume — 98,439 contracts
  • 2018-12-21: Largest IV drop — 20.3% change
  • 2018-12-05: Highest IV Rank — 100.0%
  • 2018-12-20: Largest Expected Move — 12.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$72.79$67.22$78.01$78.01$73.99
Max Pain$66.50$65.00$75.00$75.00$65.00
ATM IV36.5%29.3%44.4%29.3%31.5%
Expected Move10.6%9.4%12.9%9.7%9.4%
HV 20d36.3%28.3%52.1%28.3%50.8%
HV 60d31.5%28.1%38.4%28.1%37.9%
IV Rank86.9%53.8%100.0%72.9%53.8%
IV Percentile97.4%88.1%100.0%88.1%88.5%
Term Structure-1.3%-3.3%-0.2%-0.2%-0.4%
VWIV37.1%33.1%44.0%34.2%33.2%
Skew 25d5.6%3.0%13.0%3.2%4.5%
Skew 10d9.2%-1.5%15.2%4.7%9.7%
Call IV 25d34.2%27.5%41.7%27.5%29.5%
Put IV 25d39.8%30.7%48.6%30.7%34.0%
Bid-Ask Spread %9.594.0044.547.315.91
Gamma HHI0.080.050.130.130.09
Net GEX6.6M-2.3M18.4M18.4M5.4M
Net DEX-315.4M-693.2M51.6M-693.2M-428.1M
Net VEX-3.2M-3.4M-2.9M-3.2M-2.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.010.482.240.611.18
Total Volume25,485.49,13298,43925,6009,673
Total OI412,733.75393,088453,732399,785401,521

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-12-03$78.01$75.0029.3%9.7%28.3%72.9%34.2%3.2%-0.2%18.4M-693.2M-3.2M0.617.3115,9179,683192,699207,086
2018-12-04$75.87$75.0033.5%11.4%29.9%96.3%38.9%3.0%-1.2%14.4M-511.2M-3.4M1.027.037,8127,937198,955212,000
2018-12-05$75.82$75.0034.2%12.1%29.6%100.0%42.2%13.0%-1.9%14.1M-508.3M-3.4M1.0244.548,1148,260198,955212,000
2018-12-06$75.47$65.0036.3%9.7%28.6%100.0%33.9%4.6%-2.2%13.5M-472.1M-3.4M0.7010.7410,7217,477200,280214,524
2018-12-07$74.04$65.0036.8%9.8%29.3%100.0%34.3%4.1%-0.2%9.6M-365.1M-3.4M0.877.785,6984,977205,109215,036
2018-12-10$72.57$65.0037.9%10.2%29.7%100.0%35.9%3.8%-2.0%5.5M-273.4M-3.3M0.485.4512,6236,110196,160209,030
2018-12-11$73.63$65.0037.0%10.1%29.8%96.1%34.9%5.2%-1.8%7.6M-349.6M-3.3M1.017.125,4275,464197,687210,145
2018-12-12$74.37$65.0035.2%9.5%30.1%87.6%33.5%4.7%-1.9%10.0M-402.9M-3.2M0.885.814,8664,266199,940211,453
2018-12-13$73.05$65.0035.5%9.8%30.6%89.0%33.1%4.6%-1.4%5.8M-303.9M-3.2M0.715.136,2794,457200,475211,819
2018-12-14$72.26$65.0036.9%10.2%30.4%95.3%34.8%5.6%-2.0%6.2M-257.1M-3.2M1.275.397,6309,698202,212211,887
2018-12-17$69.51$65.0040.0%11.3%32.9%100.0%39.7%6.0%-1.4%2.2M-102.5M-3.0M0.585.7813,2767,666198,256208,085
2018-12-18$71.30$65.0039.3%11.2%32.3%97.0%40.0%6.6%-1.1%5.4M-211.0M-3.2M1.064.007,7718,207204,825212,746
2018-12-19$68.73$65.0041.7%12.0%34.5%100.0%41.0%6.4%-1.8%845.4K-34.5M-3.0M1.219.1114,63917,726206,215216,912
2018-12-20$67.22$65.0044.4%12.9%34.6%100.0%44.0%6.9%-3.3%-849.4K51.6M-3.1M0.9216.5935,03532,074211,998223,890
2018-12-21$72.33$65.0035.4%10.2%43.8%67.7%35.8%6.5%-0.9%4.8M-296.8M-3.2M1.4411.5340,32658,113218,583235,149
2018-12-24$68.50$65.0040.5%11.8%47.4%85.7%41.7%6.8%-1.1%-2.3M-39.1M-3.1M2.2411.6312,07327,071172,771220,317
2018-12-26$72.60$65.0036.6%10.9%52.1%72.1%39.2%5.3%-0.2%1.7M-324.2M-3.1M1.249.8710,05512,478176,266223,448
2018-12-27$73.30$65.0034.9%10.5%50.7%65.7%37.8%6.7%-0.7%4.0M-393.4M-3.0M1.135.078,6329,737179,047226,554
2018-12-28$73.15$65.0032.7%9.5%50.7%58.0%33.1%4.8%-0.6%5.6M-393.7M-3.0M0.706.0418,62013,120181,762228,878
2018-12-31$73.99$65.0031.5%9.4%50.8%53.8%33.2%4.5%-0.4%5.4M-428.1M-2.9M1.185.914,4415,232183,843217,678