NKE Options History — October 2019

In October 2019, NKE traded between $89.31 and $96.40. ATM implied volatility averaged 20.7%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded below realized volatility by 0.1% (HV 20d: 20.8%). Max pain ranged from $87.50 to $95.00. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 1.02.

Notable Days

2019-10-01: Highest Volume — 41,886 contracts
2019-10-08: Largest IV spike — 10.8% change
2019-10-08: Highest IV Rank — 27.9%
2019-10-08: Largest Expected Move — 6.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$92.88	$89.31	$96.40	$92.23	$89.31
Max Pain	$91.89	$87.50	$95.00	$87.50	$91.50
ATM IV	20.7%	18.3%	24.6%	22.9%	18.9%
Expected Move	5.9%	5.2%	6.9%	6.3%	5.6%
HV 20d	20.8%	18.3%	24.0%	24.0%	18.6%
HV 60d	24.5%	23.0%	25.7%	24.5%	23.1%
IV Rank	13.8%	5.1%	27.9%	21.9%	7.2%
IV Percentile	25.4%	10.3%	44.4%	36.9%	17.1%
Term Structure	-0.2%	-1.6%	0.7%	-0.7%	-0.3%
VWIV	20.8%	18.2%	25.4%	22.4%	19.0%
Skew 25d	3.9%	3.0%	5.1%	4.3%	3.1%
Skew 10d	7.9%	6.1%	10.4%	8.6%	6.1%
Call IV 25d	18.9%	16.5%	22.3%	20.9%	17.6%
Put IV 25d	22.8%	19.9%	27.4%	25.1%	20.6%
Bid-Ask Spread %	3.27	2.12	7.06	4.63	3.28
Gamma HHI	0.15	0.05	0.43	0.12	0.05
Net GEX	20.5M	-15.1M	62.9M	25.4M	-3.4M
Net DEX	-476.2M	-942.4M	-60.0M	-521.6M	-61.5M
Net VEX	-3.1M	-3.4M	-2.8M	-3.4M	-3.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.02	0.40	1.66	1.49	0.40
Total Volume	24,237.783	13,852	41,886	41,886	21,011
Total OI	328,474.957	270,150	363,243	349,761	307,415

Daily Data (23 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
2019-10-01	$92.23	$87.50	22.9%	6.3%	24.0%	21.9%	22.4%	4.3%	-0.7%	25.4M	-521.6M	-3.4M	1.49	4.63	16,824	25,062	160,318	189,443
2019-10-02	$91.62	$87.50	24.1%	6.7%	23.6%	26.1%	24.3%	5.0%	0.1%	19.9M	-447.0M	-3.4M	1.52	3.01	12,535	19,103	163,256	191,026
2019-10-03	$91.99	$90.00	23.2%	6.5%	22.1%	22.7%	22.7%	4.6%	0.1%	24.2M	-496.1M	-3.4M	1.09	2.89	12,524	13,636	165,025	193,107
2019-10-04	$92.94	$90.00	21.4%	6.3%	22.3%	16.2%	21.2%	4.0%	-0.1%	29.2M	-620.2M	-3.3M	0.97	2.79	9,110	8,799	166,629	194,807
2019-10-07	$93.25	$92.50	22.2%	6.4%	22.3%	19.2%	21.1%	4.5%	-0.0%	26.6M	-579.9M	-3.2M	0.79	3.02	11,388	9,031	153,366	184,314
2019-10-08	$91.78	$92.50	24.6%	6.9%	21.0%	27.9%	25.4%	5.1%	-0.3%	16.8M	-419.3M	-3.3M	1.50	3.07	16,172	24,270	156,935	187,594
2019-10-09	$92.66	$92.50	23.1%	6.6%	21.1%	22.6%	23.4%	4.6%	-0.0%	24.7M	-526.2M	-3.3M	1.60	6.73	5,932	9,470	161,602	193,731
2019-10-10	$92.99	$92.50	22.9%	6.6%	20.8%	21.8%	23.4%	4.3%	0.4%	27.8M	-569.6M	-3.2M	1.66	3.29	7,088	11,740	162,163	195,436
2019-10-11	$94.16	$92.50	21.9%	6.1%	21.0%	18.3%	22.5%	4.3%	-1.6%	39.9M	-717.9M	-3.1M	0.98	7.06	15,523	15,218	163,840	199,269
2019-10-14	$94.92	$92.50	20.6%	5.9%	20.8%	13.6%	22.2%	4.5%	0.2%	42.1M	-747.9M	-3.0M	0.58	2.63	13,816	8,015	155,994	189,396
2019-10-15	$94.87	$92.50	19.5%	5.6%	20.9%	9.3%	20.0%	4.1%	0.1%	50.7M	-743.4M	-2.9M	0.71	2.12	9,222	6,585	159,001	192,470
2019-10-16	$94.92	$92.50	19.0%	5.5%	20.9%	7.7%	19.9%	3.9%	0.0%	55.6M	-760.7M	-2.9M	1.26	3.01	6,860	8,657	161,219	194,099
2019-10-17	$95.52	$92.50	18.3%	5.2%	20.7%	5.1%	18.7%	3.4%	0.1%	62.9M	-847.2M	-2.8M	0.51	2.49	12,770	6,488	162,716	196,510
2019-10-18	$96.40	$92.50	18.7%	5.3%	20.2%	6.6%	19.9%	4.0%	0.7%	16.7M	-942.4M	-2.8M	1.25	2.27	14,045	17,513	164,158	199,085
2019-10-21	$96.01	$92.50	18.8%	5.3%	20.4%	6.9%	18.2%	3.3%	-0.4%	15.8M	-534.1M	-2.8M	1.06	2.95	8,196	8,653	120,712	149,438
2019-10-22	$95.72	$92.50	19.2%	5.5%	20.1%	8.2%	18.8%	3.5%	-0.3%	15.2M	-517.4M	-2.9M	0.91	3.17	7,235	6,617	124,662	152,350
2019-10-23	$92.27	$95.00	20.1%	5.7%	20.6%	11.7%	19.3%	3.5%	-0.5%	-5.8K	-222.5M	-3.0M	1.06	2.72	16,567	17,612	128,567	156,612
2019-10-24	$91.51	$93.00	19.9%	5.7%	20.1%	10.9%	19.7%	3.3%	-0.4%	-3.0M	-176.8M	-3.0M	1.02	2.48	11,083	11,321	130,613	157,846
2019-10-25	$90.97	$92.50	18.9%	5.4%	20.2%	7.3%	18.5%	3.1%	-0.2%	-15.1M	-151.1M	-3.0M	0.73	2.46	14,781	10,726	135,028	157,988
2019-10-28	$90.67	$92.50	19.0%	5.5%	18.7%	7.6%	18.9%	3.2%	-0.1%	442.1K	-160.2M	-2.9M	0.91	3.97	13,343	12,177	129,654	150,451
2019-10-29	$89.35	$92.50	19.7%	5.7%	18.3%	10.0%	19.7%	3.0%	-0.6%	-2.9M	-60.0M	-3.0M	1.03	2.55	13,387	13,846	136,218	156,396
2019-10-30	$90.09	$91.50	19.2%	5.5%	18.5%	8.4%	18.5%	3.0%	-0.3%	1.1M	-130.3M	-3.1M	0.42	2.73	16,619	6,899	142,831	161,634
2019-10-31	$89.31	$91.50	18.9%	5.6%	18.6%	7.2%	19.0%	3.1%	-0.3%	-3.4M	-61.5M	-3.1M	0.40	3.28	14,966	6,045	145,441	161,974