NKE Options History — June 2019

In June 2019, NKE traded between $78.00 and $85.58. ATM implied volatility averaged 29.8%, placing in the 47.6% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 3.3% (HV 20d: 26.5%). Max pain ranged from $82.50 to $82.50. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 1.09.

Notable Days

2019-06-27: Highest Volume — 109,270 contracts
2019-06-28: Largest IV drop — 32.2% change
2019-06-03: Highest IV Rank — 57.4%
2019-06-27: Largest Expected Move — 9.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$83.07	$78.00	$85.58	$78.00	$83.59
Max Pain	$82.50	$82.50	$82.50	$82.50	$82.50
ATM IV	29.8%	20.9%	32.5%	32.5%	20.9%
Expected Move	8.2%	6.0%	9.6%	7.2%	6.0%
HV 20d	26.5%	22.8%	28.9%	22.8%	24.6%
HV 60d	23.1%	21.1%	24.5%	22.6%	22.0%
IV Rank	47.6%	15.7%	57.4%	57.4%	15.7%
IV Percentile	80.8%	32.5%	91.7%	91.7%	32.5%
Term Structure	-1.2%	-1.8%	0.4%	-1.4%	0.4%
VWIV	28.5%	21.0%	33.2%	24.4%	21.0%
Skew 25d	4.4%	2.7%	4.9%	4.5%	2.7%
Skew 10d	9.8%	6.4%	16.3%	9.8%	6.4%
Call IV 25d	27.5%	19.7%	29.8%	29.8%	19.7%
Put IV 25d	31.9%	22.4%	34.3%	34.3%	22.4%
Bid-Ask Spread %	2.39	1.73	3.64	3.64	3.03
Gamma HHI	0.09	0.07	0.12	0.08	0.08
Net GEX	2.5M	-10.3M	14.3M	-10.3M	14.3M
Net DEX	-162.2M	-380.2M	174.9M	174.9M	-207.9M
Net VEX	-3.4M	-3.5M	-3.2M	-3.4M	-3.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.09	0.70	2.58	0.70	1.05
Total Volume	25,874.2	9,230	109,270	12,656	87,745
Total OI	319,244.6	261,067	376,360	313,829	376,360

Daily Data (20 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
2019-06-03	$78.00	$82.50	32.5%	7.2%	22.8%	57.4%	24.4%	4.5%	-1.4%	-10.3M	174.9M	-3.4M	0.70	3.64	7,443	5,213	151,454	162,375
2019-06-04	$81.23	$82.50	31.0%	6.6%	26.6%	51.9%	24.2%	4.8%	-1.3%	-2.0M	-49.1M	-3.5M	0.91	2.97	9,308	8,491	152,916	163,793
2019-06-05	$82.81	$82.50	30.5%	6.4%	26.8%	49.9%	23.1%	4.9%	-1.5%	3.1M	-173.6M	-3.5M	0.86	2.81	7,788	6,718	154,684	165,865
2019-06-06	$82.55	$82.50	30.3%	8.0%	26.6%	49.4%	27.6%	4.5%	-1.7%	1.7M	-154.5M	-3.5M	0.83	3.04	6,344	5,269	157,042	168,326
2019-06-07	$83.51	$82.50	29.5%	8.0%	26.9%	46.6%	27.9%	4.7%	-1.6%	7.5M	-237.1M	-3.4M	1.11	2.12	8,047	8,936	156,585	168,685
2019-06-10	$82.55	$82.50	30.0%	8.2%	26.9%	48.4%	27.9%	4.6%	-1.2%	-418.5K	-128.1M	-3.4M	1.25	2.18	4,900	6,135	152,884	165,860
2019-06-11	$83.26	$82.50	29.8%	8.3%	26.2%	47.4%	28.1%	4.6%	-0.5%	2.5M	-187.9M	-3.4M	1.33	2.12	4,598	6,126	154,087	166,465
2019-06-12	$82.62	$82.50	30.4%	8.3%	25.8%	49.7%	29.5%	4.7%	-1.4%	-2.0M	-128.6M	-3.4M	1.21	1.73	5,014	6,057	155,217	168,222
2019-06-13	$83.38	$82.50	30.0%	8.3%	25.9%	48.2%	28.9%	4.5%	-1.3%	1.9M	-195.1M	-3.3M	1.17	1.86	6,173	7,203	156,285	169,521
2019-06-14	$83.51	$82.50	29.7%	8.3%	25.9%	47.3%	28.9%	4.5%	-0.9%	5.6M	-203.3M	-3.3M	1.10	2.42	4,401	4,829	156,516	171,386
2019-06-17	$82.26	$82.50	30.1%	8.5%	26.3%	48.6%	30.8%	4.7%	-1.1%	-3.2M	-90.6M	-3.2M	2.58	1.88	5,370	13,861	153,293	165,560
2019-06-18	$84.40	$82.50	30.0%	8.5%	26.9%	48.3%	30.3%	4.3%	-1.3%	8.0M	-256.1M	-3.3M	1.31	1.84	10,886	14,287	155,536	176,728
2019-06-19	$83.63	$82.50	31.2%	8.9%	26.8%	52.5%	30.2%	4.7%	-1.7%	1.5M	-185.6M	-3.3M	0.85	2.19	8,011	6,793	156,303	177,924
2019-06-20	$85.26	$82.50	29.5%	8.5%	27.6%	46.4%	29.3%	4.7%	-1.5%	14.0M	-337.1M	-3.2M	0.82	2.46	14,081	11,592	156,336	178,444
2019-06-21	$85.58	$82.50	28.5%	8.3%	27.4%	43.1%	29.8%	4.1%	-1.8%	6.4M	-380.2M	-3.2M	1.22	1.96	9,553	11,670	158,940	181,068
2019-06-24	$84.52	$82.50	29.9%	9.1%	27.8%	47.9%	31.9%	4.1%	-1.0%	1.5M	-182.5M	-3.2M	0.98	2.75	11,589	11,304	112,711	148,356
2019-06-25	$82.49	$82.50	30.7%	9.3%	28.9%	50.7%	30.8%	3.9%	-1.4%	-3.0M	-60.2M	-3.3M	0.71	2.44	17,093	12,112	118,774	152,955
2019-06-26	$82.63	$82.50	30.8%	9.5%	26.3%	51.1%	31.4%	4.3%	-1.3%	-1.0M	-81.1M	-3.4M	0.71	2.56	19,510	13,764	129,267	158,919
2019-06-27	$83.69	$82.50	30.8%	9.6%	26.5%	51.2%	33.2%	4.2%	-1.5%	4.4M	-179.8M	-3.5M	1.19	1.85	49,943	59,327	142,174	167,076
2019-06-28	$83.59	$82.50	20.9%	6.0%	24.6%	15.7%	21.0%	2.7%	0.4%	14.3M	-207.9M	-3.4M	1.05	3.03	42,860	44,885	171,847	204,513