NKE Options History — January 2019

In January 2019, NKE traded between $73.01 and $81.51. ATM implied volatility averaged 24.9%, placing in the 30.0% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded below realized volatility by 12.8% (HV 20d: 37.7%). Max pain ranged from $65.00 to $78.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 1.16.

Notable Days

  • 2019-01-18: Highest Volume — 57,759 contracts
  • 2019-01-22: Largest IV spike — 12.6% change
  • 2019-01-03: Highest IV Rank — 53.0%
  • 2019-01-03: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$78.07$73.01$81.51$73.88$81.51
Max Pain$75.19$65.00$78.00$65.00$77.50
ATM IV24.9%21.7%31.3%30.1%21.8%
Expected Move7.1%5.9%9.0%8.8%5.9%
HV 20d37.7%15.5%49.4%49.0%15.6%
HV 60d35.2%33.7%38.2%37.9%33.7%
IV Rank30.0%18.7%53.0%48.8%18.8%
IV Percentile51.9%31.0%88.1%83.7%31.0%
Term Structure-0.3%-1.1%0.7%-0.2%-0.4%
VWIV25.3%21.3%31.7%31.7%22.0%
Skew 25d3.7%3.0%4.6%4.2%3.7%
Skew 10d7.7%6.1%12.5%8.7%6.7%
Call IV 25d23.2%19.8%29.4%28.2%19.9%
Put IV 25d26.9%22.8%34.0%32.4%23.5%
Bid-Ask Spread %4.553.146.874.213.14
Gamma HHI0.150.070.280.080.17
Net GEX15.8M2.5M31.0M4.9M31.0M
Net DEX-513.7M-1.05B-292.8M-428.8M-389.0M
Net VEX-2.8M-3.0M-2.7M-2.8M-3.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.160.292.131.770.99
Total Volume20,862.5244,62257,75915,10421,233
Total OI352,035201,709455,247405,054251,531

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-01-02$73.88$65.0030.1%8.8%49.0%48.8%31.7%4.2%-0.2%4.9M-428.8M-2.8M1.774.215,4599,645185,497219,557
2019-01-03$73.01$72.5031.3%9.0%48.2%53.0%31.5%4.6%-0.5%2.5M-351.9M-2.9M1.694.0811,01318,558187,298222,791
2019-01-04$74.63$72.5028.7%8.0%49.0%43.5%29.3%4.6%-0.5%6.5M-481.3M-2.8M1.384.827,47010,335187,067225,781
2019-01-07$75.97$72.5028.0%8.1%49.4%41.2%27.0%3.9%0.3%8.1M-553.3M-2.8M1.564.495,8249,076183,802220,614
2019-01-08$76.76$72.5027.1%7.6%48.9%37.9%26.7%3.7%-0.6%11.3M-624.5M-2.7M0.904.4010,8589,750187,426226,616
2019-01-09$76.59$75.0026.8%7.4%48.3%36.7%26.9%4.0%-0.9%11.4M-621.8M-2.8M2.134.215,39011,466193,682230,596
2019-01-10$76.38$75.0026.5%7.4%48.1%35.8%27.1%4.1%-1.0%9.5M-601.7M-2.8M1.296.876,3048,113194,720236,004
2019-01-11$75.99$75.0025.2%7.3%48.1%31.2%25.2%3.7%0.2%6.3M-573.0M-2.7M1.224.207,9249,649196,524237,522
2019-01-14$76.19$75.0025.2%7.2%47.6%31.2%25.4%3.8%-1.1%7.4M-581.9M-2.7M1.063.497,5387,974195,159229,711
2019-01-15$77.81$75.0023.1%6.6%47.7%23.6%23.8%3.2%-0.3%14.5M-716.6M-2.7M0.934.5711,83611,015197,306232,722
2019-01-16$77.78$75.0023.2%6.7%45.1%24.0%22.9%3.6%-0.6%17.5M-731.3M-2.7M0.624.4713,5598,404207,557236,137
2019-01-17$78.83$75.0022.4%6.4%44.6%21.0%23.4%3.6%0.3%29.3M-856.0M-2.7M0.805.6816,22112,901211,835236,757
2019-01-18$80.41$77.5021.7%6.3%42.0%18.7%21.3%3.7%-0.4%25.8M-1.05B-2.7M0.295.6344,81012,949214,176241,071
2019-01-22$80.58$77.5024.5%7.1%40.6%28.6%25.3%3.8%-0.4%16.4M-313.7M-2.8M0.695.2915,36710,568106,03695,673
2019-01-23$80.49$77.5023.9%6.9%32.8%26.5%24.1%3.3%0.2%17.4M-314.7M-2.9M0.714.829,5296,728112,569101,571
2019-01-24$80.33$77.5022.7%6.7%24.3%22.1%22.6%3.4%0.4%17.3M-302.6M-2.9M0.774.2016,69512,860116,836104,650
2019-01-25$80.66$77.5021.8%6.2%15.5%19.1%21.7%3.0%0.7%23.2M-342.4M-2.9M0.724.6115,26010,947128,001110,192
2019-01-28$80.23$78.0022.8%6.7%15.8%22.6%24.2%3.1%-0.2%22.3M-293.1M-3.0M1.874.441,6113,011131,041107,166
2019-01-29$80.24$78.0023.3%6.8%15.7%24.2%23.8%3.3%-0.7%21.7M-292.8M-3.0M1.363.993,6905,033132,692109,887
2019-01-30$81.19$78.0022.3%6.5%15.8%20.6%24.4%3.3%-0.7%27.7M-369.9M-3.0M1.663.894,3327,208134,477112,485
2019-01-31$81.51$77.5021.8%5.9%15.6%18.8%22.0%3.7%-0.4%31.0M-389.0M-3.0M0.993.1410,69210,541135,924115,607