NKE Options History — August 2019

In August 2019, NKE traded between $79.17 and $85.37. ATM implied volatility averaged 26.5%, placing in the 35.5% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 0.4% (HV 20d: 26.1%). Max pain ranged from $82.50 to $85.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.19.

Notable Days

  • 2019-08-23: Highest Volume — 35,410 contracts
  • 2019-08-23: Largest IV spike — 16.1% change
  • 2019-08-28: Highest IV Rank — 51.9%
  • 2019-08-14: Largest Expected Move — 8.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$81.97$79.17$85.37$83.37$84.62
Max Pain$84.45$82.50$85.00$85.00$84.00
ATM IV26.5%23.1%31.2%23.6%30.0%
Expected Move7.2%6.3%8.2%7.1%6.7%
HV 20d26.1%18.6%32.2%18.6%29.3%
HV 60d24.0%22.3%25.2%22.3%23.9%
IV Rank35.5%23.1%51.9%25.4%47.8%
IV Percentile58.7%38.5%88.1%46.0%81.0%
Term Structure0.6%-1.7%5.1%-0.8%-1.5%
VWIV25.4%22.7%28.3%25.0%24.3%
Skew 25d4.5%3.8%5.2%4.1%4.9%
Skew 10d8.6%4.9%12.0%8.2%9.3%
Call IV 25d24.5%21.3%29.4%21.9%27.8%
Put IV 25d29.0%25.3%34.4%26.0%32.7%
Bid-Ask Spread %4.582.6715.375.843.04
Gamma HHI0.090.060.180.060.07
Net GEX-6.9M-26.0M15.2M-26.0M9.9M
Net DEX67.5M-273.3M340.8M161.7M-185.5M
Net VEX-3.3M-3.5M-3.2M-3.3M-3.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.190.482.541.601.63
Total Volume15,734.2737,10235,41030,6108,970
Total OI293,098.409268,659309,143292,314300,392

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-08-01$83.37$85.0023.6%7.1%18.6%25.4%25.0%4.1%-0.8%-26.0M161.7M-3.3M1.605.8411,76918,841124,364167,950
2019-08-02$81.28$85.0024.9%7.4%20.1%30.2%26.1%4.2%-0.9%-12.7M340.8M-3.2M2.174.2410,38922,532127,812172,958
2019-08-05$79.17$85.0028.5%7.8%19.7%43.1%28.2%4.1%-1.7%-13.4M283.6M-3.2M1.783.675,74410,203124,123157,677
2019-08-06$81.22$85.0027.0%7.6%22.5%37.5%26.2%4.6%-0.7%-13.0M168.0M-3.4M1.812.814,6538,444125,293160,732
2019-08-07$81.20$85.0027.3%7.7%22.6%38.7%25.6%4.6%-0.8%-14.2M175.7M-3.4M0.573.1112,1726,968127,500164,951
2019-08-08$82.95$85.0023.8%6.9%24.1%26.3%25.9%4.3%0.4%-9.5M20.9M-3.5M1.293.555,1916,697136,415165,025
2019-08-09$82.28$85.0024.7%7.0%23.7%29.2%24.6%4.6%-0.8%-14.0M82.8M-3.4M1.193.174,9615,898138,054167,526
2019-08-12$81.57$85.0025.8%7.4%23.5%33.3%26.6%5.0%0.2%-9.5M121.6M-3.4M1.373.255,1066,988133,173162,659
2019-08-13$83.19$85.0024.7%7.1%25.0%29.2%23.3%4.5%-0.1%-3.3M-168.4K-3.4M0.892.727,7886,933135,993166,628
2019-08-14$81.17$85.0027.4%8.2%25.9%39.1%28.2%4.9%1.1%-10.3M153.9M-3.4M1.583.205,6298,870138,983167,750
2019-08-15$79.81$85.0027.0%7.8%26.3%37.6%28.3%5.1%0.3%-16.5M255.0M-3.3M2.542.853,3158,413139,324169,343
2019-08-16$80.33$85.0024.5%7.1%26.6%28.6%24.7%4.4%0.6%-18.4M219.2M-3.3M0.872.715,4874,796140,044169,099
2019-08-19$81.17$85.0023.1%6.7%26.9%23.6%22.9%4.1%4.8%-6.4M63.4M-3.2M1.032.774,6974,856121,456147,203
2019-08-20$80.70$85.0023.8%6.8%26.6%25.6%24.0%4.1%4.1%-7.4M93.4M-3.2M1.542.673,3165,115123,747150,146
2019-08-21$82.58$85.0023.1%6.6%28.2%23.1%22.7%3.8%4.3%-823.4K-40.3M-3.3M0.482.9614,8047,145125,059151,167
2019-08-22$83.49$84.0024.2%6.7%28.5%26.5%23.9%4.0%5.1%5.4M-119.5M-3.3M0.558.546,5933,599130,564154,388
2019-08-23$80.52$83.5028.1%7.7%30.7%40.6%26.9%4.2%3.1%-11.2M108.4M-3.3M0.6715.3721,20414,206132,300155,522
2019-08-26$81.91$82.5029.6%7.5%31.6%46.3%26.6%4.9%-0.7%-1.7M-6.0M-3.4M0.713.744,1522,950131,384154,720
2019-08-27$82.15$83.0030.9%7.6%31.6%50.8%25.4%5.0%-0.8%-130.4K-27.0M-3.4M0.5314.238,2344,325133,926156,222
2019-08-28$83.31$83.0031.2%7.1%32.2%51.9%25.5%5.2%-1.2%6.0M-112.3M-3.4M0.783.216,6685,185138,618157,750
2019-08-29$85.37$83.0029.5%6.3%30.6%45.7%23.8%5.0%-0.9%15.2M-273.3M-3.4M0.643.2113,5868,762140,168160,057
2019-08-30$84.62$84.0030.0%6.7%29.3%47.8%24.3%4.9%-1.5%9.9M-185.5M-3.4M1.633.043,4145,556136,366164,026