NKE Options History — May 2019

In May 2019, NKE traded between $77.37 and $86.20. ATM implied volatility averaged 23.5%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 3.4% (HV 20d: 20.1%). Max pain ranged from $82.50 to $87.50. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.08.

Notable Days

  • 2019-05-06: Highest Volume — 65,693 contracts
  • 2019-05-06: Largest IV spike — 27.7% change
  • 2019-05-31: Highest IV Rank — 56.5%
  • 2019-05-29: Largest Expected Move — 7.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$82.89$77.37$86.20$86.20$77.37
Max Pain$82.95$82.50$87.50$87.50$82.50
ATM IV23.5%17.8%32.3%19.4%32.3%
Expected Move6.3%4.9%7.1%5.3%7.1%
HV 20d20.1%16.6%22.6%16.6%22.6%
HV 60d21.3%20.2%22.5%20.2%22.5%
IV Rank25.0%4.8%56.5%10.4%56.5%
IV Percentile47.0%7.1%91.7%24.2%91.7%
Term Structure1.2%-1.8%8.3%-1.2%-1.5%
VWIV21.9%16.8%24.9%18.8%24.2%
Skew 25d3.9%2.4%5.0%2.4%4.8%
Skew 10d7.8%3.9%10.2%5.7%9.6%
Call IV 25d21.7%16.4%30.6%17.6%30.6%
Put IV 25d25.6%19.2%35.4%20.0%35.4%
Bid-Ask Spread %4.102.496.575.533.28
Gamma HHI0.090.070.160.110.11
Net GEX2.2M-25.7M16.8M16.8M-15.7M
Net DEX-89.2M-283.5M251.1M-283.5M251.1M
Net VEX-3.5M-3.7M-3.2M-3.2M-3.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.080.562.360.731.45
Total Volume26,444.6829,88365,69323,18624,601
Total OI319,214.5273,838352,617273,838323,354

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-05-01$86.20$87.5019.4%5.3%16.6%10.4%18.8%2.4%-1.2%16.8M-283.5M-3.2M0.735.5313,3979,789148,353125,485
2019-05-02$85.33$85.0019.6%5.6%17.0%11.2%18.4%3.2%-0.4%12.3M-212.2M-3.2M1.704.1110,12117,173154,724130,314
2019-05-03$85.81$85.0017.8%4.9%16.9%4.8%16.8%2.8%0.3%14.6M-250.1M-3.3M1.253.049,43611,761157,545137,548
2019-05-06$83.69$82.5022.8%6.5%19.1%22.5%22.0%3.5%-0.3%4.0M-106.8M-3.3M0.566.2042,24223,451152,289134,761
2019-05-07$82.16$82.5024.9%7.0%20.1%30.0%24.3%4.6%-0.4%985.4K-15.7M-3.5M1.124.5523,14025,846173,219148,073
2019-05-08$83.02$82.5023.4%6.8%20.4%24.8%22.7%4.6%-0.3%-1.8M-75.7M-3.7M0.653.5115,1579,835177,496159,210
2019-05-09$82.92$82.5023.9%7.1%20.3%26.6%24.2%4.4%-0.3%-4.6M-60.4M-3.7M0.755.9415,66511,783178,150159,949
2019-05-10$83.88$82.5021.4%6.2%20.8%17.6%22.1%3.6%0.3%8.7M-177.4M-3.6M0.675.6611,3227,616180,746162,374
2019-05-13$82.34$82.5023.7%7.0%20.9%25.7%24.2%4.5%0.6%2.0M-36.3M-3.5M0.794.4520,60716,343172,784149,776
2019-05-14$83.61$82.5021.9%6.5%21.5%19.4%21.9%3.7%0.9%9.3M-162.1M-3.7M0.943.7910,71510,084186,400162,283
2019-05-15$84.08$82.5020.4%5.8%21.3%13.8%21.1%3.9%-0.1%13.4M-209.3M-3.6M0.662.686,0833,995188,160163,911
2019-05-16$84.27$82.5019.6%5.6%20.6%11.1%20.2%3.5%-0.1%15.3M-225.9M-3.6M0.762.4912,0749,166188,165164,245
2019-05-17$84.60$82.5020.5%6.0%20.5%14.2%20.8%3.6%0.9%15.0M-230.2M-3.6M0.754.8116,77212,531186,890165,727
2019-05-20$82.81$82.5022.4%6.5%20.6%21.1%22.5%3.9%5.2%5.5M-116.9M-3.5M2.363.385,66513,364150,371144,072
2019-05-21$83.73$82.5020.4%5.9%21.2%14.0%20.4%3.3%6.6%9.1M-175.0M-3.5M0.854.499,2117,874151,555155,014
2019-05-22$83.23$82.5021.4%6.1%19.9%17.5%21.3%3.6%6.9%5.7M-131.9M-3.5M2.163.658,68718,768153,520156,375
2019-05-23$82.60$82.5025.0%6.8%19.7%30.3%23.7%4.1%6.0%-7.7M-57.8M-3.6M1.753.139,43416,509154,879166,123
2019-05-24$82.42$82.5024.0%6.0%19.1%27.0%20.8%3.4%8.3%-25.7M-12.1M-3.6M1.203.198,44610,151156,675174,779
2019-05-28$81.33$82.5029.3%6.4%19.4%45.9%22.0%4.9%-1.8%-5.6M18.9M-3.4M1.022.964,8894,994146,155156,099
2019-05-29$78.84$82.5031.3%7.1%21.7%52.9%24.9%5.0%-0.9%-13.3M180.0M-3.3M0.816.5722,62818,267146,305158,540
2019-05-30$79.30$82.5031.2%6.8%21.5%52.5%23.5%4.6%-1.6%-9.0M126.9M-3.4M0.892.7711,74110,450157,476162,850
2019-05-31$77.37$82.5032.3%7.1%22.6%56.5%24.2%4.8%-1.5%-15.7M251.1M-3.3M1.453.2810,05614,545158,205165,149