NKE Options History — February 2019

In February 2019, NKE traded between $81.35 and $86.10. ATM implied volatility averaged 23.6%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 10.9% (HV 20d: 12.7%). Max pain ranged from $77.50 to $82.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 1.14.

Notable Days

2019-02-12: Highest Volume — 50,055 contracts
2019-02-19: Largest IV spike — 18.8% change
2019-02-21: Highest IV Rank — 47.1%
2019-02-11: Largest Expected Move — 6.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$84.10	$81.35	$86.10	$81.35	$85.70
Max Pain	$79.61	$77.50	$82.50	$77.50	$82.50
ATM IV	23.6%	19.0%	29.7%	21.0%	28.9%
Expected Move	5.6%	5.3%	6.0%	5.8%	5.7%
HV 20d	12.7%	11.3%	14.5%	14.5%	12.4%
HV 60d	32.6%	31.2%	33.6%	33.6%	31.2%
IV Rank	25.3%	9.0%	47.1%	16.1%	44.3%
IV Percentile	44.9%	11.1%	82.1%	27.8%	79.4%
Term Structure	0.9%	-1.9%	6.8%	-0.5%	-1.9%
VWIV	20.0%	18.5%	23.0%	21.2%	19.8%
Skew 25d	3.7%	2.8%	5.1%	2.9%	3.9%
Skew 10d	7.9%	5.5%	18.9%	6.7%	7.3%
Call IV 25d	21.9%	17.8%	28.1%	19.7%	26.8%
Put IV 25d	25.5%	20.7%	33.2%	22.6%	30.8%
Bid-Ask Spread %	8.30	2.77	29.22	2.77	5.60
Gamma HHI	0.20	0.12	0.37	0.17	0.14
Net GEX	38.0M	22.1M	58.5M	31.0M	27.8M
Net DEX	-489.3M	-790.3M	-332.2M	-379.3M	-456.3M
Net VEX	-3.0M	-3.2M	-2.8M	-3.0M	-3.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.14	0.19	2.86	1.49	0.78
Total Volume	20,195.263	8,216	50,055	11,521	25,915
Total OI	262,906.158	236,219	296,958	258,752	275,824

Daily Data (19 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
2019-02-01	$81.35	$77.50	21.0%	5.8%	14.5%	16.1%	21.2%	2.9%	-0.5%	31.0M	-379.3M	-3.0M	1.49	2.77	4,633	6,888	138,682	120,070
2019-02-04	$81.91	$77.50	19.6%	5.6%	13.2%	11.2%	19.6%	2.8%	-0.2%	38.0M	-408.0M	-2.9M	1.15	4.23	3,821	4,395	136,276	110,885
2019-02-05	$82.88	$77.50	19.0%	5.6%	12.6%	9.0%	19.9%	2.8%	0.4%	45.6M	-496.0M	-2.9M	0.69	3.98	7,718	5,330	137,997	111,958
2019-02-06	$82.49	$77.50	19.3%	5.5%	12.7%	10.0%	20.9%	2.9%	-0.1%	43.0M	-452.5M	-2.9M	1.81	3.86	4,186	7,558	140,953	114,444
2019-02-07	$82.24	$77.50	20.7%	5.9%	12.8%	15.0%	23.0%	3.1%	-0.2%	39.0M	-423.1M	-2.9M	2.86	3.98	3,346	9,561	142,848	118,391
2019-02-08	$82.09	$77.50	20.4%	5.8%	12.7%	14.1%	21.5%	3.4%	-0.3%	38.3M	-402.7M	-2.9M	1.20	5.28	4,772	5,727	143,603	121,727
2019-02-11	$83.58	$77.50	20.8%	6.0%	13.3%	15.4%	20.4%	3.3%	5.0%	50.9M	-538.3M	-2.8M	0.91	5.03	6,904	6,295	142,121	116,496
2019-02-12	$84.67	$77.50	20.4%	5.9%	13.6%	13.8%	19.7%	3.5%	5.1%	58.5M	-657.1M	-2.8M	0.19	5.98	41,986	8,069	144,511	120,540
2019-02-13	$85.30	$80.00	20.3%	5.8%	12.2%	13.6%	20.5%	3.4%	5.4%	51.5M	-678.2M	-2.9M	0.77	19.66	9,746	7,511	147,332	123,827
2019-02-14	$84.80	$80.00	21.0%	5.7%	12.7%	16.2%	18.5%	3.0%	6.2%	53.8M	-619.1M	-2.9M	0.26	11.31	29,088	7,589	150,558	126,791
2019-02-15	$85.35	$80.00	21.8%	5.5%	12.3%	18.8%	18.6%	3.2%	6.8%	45.2M	-790.3M	-2.9M	0.69	29.22	16,091	11,103	167,725	129,233
2019-02-19	$84.76	$80.00	25.8%	5.3%	11.3%	33.4%	18.5%	5.0%	-0.9%	28.8M	-421.2M	-2.9M	1.13	16.52	10,499	11,906	131,442	104,777
2019-02-20	$84.83	$80.00	27.3%	5.5%	11.3%	38.8%	19.3%	5.1%	-0.9%	29.0M	-417.9M	-3.0M	0.91	12.32	5,962	5,443	137,494	112,316
2019-02-21	$83.81	$80.00	29.7%	5.9%	12.4%	47.1%	20.9%	5.1%	-1.2%	22.1M	-332.2M	-3.0M	1.17	14.10	19,471	22,875	139,828	114,457
2019-02-22	$84.74	$82.50	28.4%	5.5%	12.7%	42.5%	19.1%	4.4%	-1.5%	24.9M	-404.6M	-3.1M	1.26	2.92	11,478	14,476	146,540	125,924
2019-02-25	$85.27	$82.50	27.5%	5.4%	12.8%	39.2%	19.6%	3.9%	-1.3%	28.4M	-436.1M	-3.1M	1.19	3.46	6,576	7,834	142,016	119,538
2019-02-26	$85.95	$82.50	27.9%	5.5%	12.5%	40.9%	19.5%	3.8%	-1.3%	32.6M	-491.2M	-3.1M	1.42	3.66	6,397	9,090	144,307	121,301
2019-02-27	$86.10	$82.50	28.1%	5.6%	12.5%	41.6%	20.4%	4.1%	-1.1%	33.0M	-493.0M	-3.2M	1.78	3.79	4,849	8,622	146,242	126,243
2019-02-28	$85.70	$82.50	28.9%	5.7%	12.4%	44.3%	19.8%	3.9%	-1.9%	27.8M	-456.3M	-3.1M	0.78	5.60	14,550	11,365	147,597	128,227