NKE Options History — December 2019

In December 2019, NKE traded between $92.42 and $101.48. ATM implied volatility averaged 22.7%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 8.4% (HV 20d: 14.3%). Max pain ranged from $85.00 to $95.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.69.

Notable Days

  • 2019-12-20: Highest Volume — 188,972 contracts
  • 2019-12-20: Largest IV drop — 35.2% change
  • 2019-12-03: Highest IV Rank — 37.0%
  • 2019-12-04: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$98.27$92.42$101.48$93.67$101.20
Max Pain$90.36$85.00$95.00$92.50$95.00
ATM IV22.7%16.7%27.1%25.8%17.6%
Expected Move6.6%4.7%9.1%8.5%5.0%
HV 20d14.3%12.7%16.4%12.7%13.3%
HV 60d17.3%15.2%18.4%18.2%15.2%
IV Rank21.7%0.0%37.0%32.4%6.0%
IV Percentile40.3%0.0%64.3%58.7%4.8%
Term Structure-0.6%-1.9%0.7%-0.9%0.2%
VWIV23.4%16.8%32.2%30.0%17.7%
Skew 25d2.6%0.4%3.8%3.6%2.4%
Skew 10d6.0%0.5%10.8%8.0%5.4%
Call IV 25d21.4%15.9%25.4%23.5%16.7%
Put IV 25d24.0%17.4%28.7%27.1%19.1%
Bid-Ask Spread %2.991.457.352.872.72
Gamma HHI0.170.100.720.120.12
Net GEX42.5M16.3M190.3M27.1M31.2M
Net DEX-645.3M-943.5M-231.5M-337.3M-682.4M
Net VEX-3.2M-3.4M-3.0M-3.0M-3.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.321.150.571.07
Total Volume44,041.38110,301188,97220,47412,190
Total OI354,662.762298,261482,338298,261369,241

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-12-02$93.67$92.5025.8%8.5%12.7%32.4%30.0%3.6%-0.9%27.1M-337.3M-3.0M0.572.8713,0807,394134,055164,206
2019-12-03$92.42$92.5027.1%9.1%13.9%37.0%32.2%3.7%-0.9%16.3M-231.5M-3.2M0.703.619,2186,445140,282167,233
2019-12-04$93.63$92.5026.1%9.1%14.4%33.2%32.0%3.7%-0.9%30.2M-353.5M-3.2M0.742.376,4424,740141,914169,470
2019-12-05$95.78$85.0025.2%7.0%16.0%30.1%24.7%0.5%-0.7%41.6M-563.7M-3.2M0.372.5528,32110,555143,387171,733
2019-12-06$97.15$85.0024.8%6.7%16.4%28.7%23.8%3.7%-0.9%30.3M-692.0M-3.1M0.663.1024,14715,945145,635175,413
2019-12-09$96.77$85.0025.2%6.9%16.1%30.1%24.9%3.6%-0.7%29.0M-556.8M-3.1M1.091.9011,78412,826139,407171,078
2019-12-10$96.99$87.5025.4%7.0%16.1%30.8%25.1%3.8%-1.0%28.5M-567.1M-3.2M1.042.396,7387,024143,899178,872
2019-12-11$97.13$87.5025.9%7.1%15.9%32.6%25.1%3.8%-1.3%28.6M-576.7M-3.2M0.591.956,4593,842145,677182,544
2019-12-12$97.83$87.5025.4%7.1%15.1%30.9%25.3%3.5%-1.0%30.2M-645.6M-3.2M0.782.5716,93013,182147,503184,029
2019-12-13$97.94$87.5024.4%6.8%15.1%27.3%24.1%3.2%-1.2%36.4M-650.9M-3.1M1.151.9912,16713,956149,443190,824
2019-12-16$98.94$87.5024.2%6.8%14.2%26.5%24.6%2.3%-0.8%23.9M-646.5M-3.0M0.553.2854,87830,133140,744184,424
2019-12-17$99.63$90.0025.1%7.1%13.9%29.6%24.9%2.2%-0.8%35.4M-768.0M-3.2M0.622.3425,21415,698171,040201,340
2019-12-18$100.67$90.0026.1%7.5%13.8%33.2%25.6%2.4%-1.9%38.5M-887.4M-3.2M0.511.4549,76025,280178,418208,279
2019-12-19$100.91$90.0026.1%7.6%13.2%33.4%26.3%1.7%-1.6%43.8M-943.5M-3.3M0.554.9988,44848,812197,080217,490
2019-12-20$100.01$90.0016.9%4.8%13.5%0.1%17.0%0.4%0.3%190.3M-879.7M-3.1M0.542.99122,41166,561236,137246,201
2019-12-23$100.03$92.5016.7%4.8%13.4%0.0%17.2%1.6%0.7%53.5M-679.1M-3.2M0.532.3432,31017,200177,668196,788
2019-12-24$100.01$95.0016.8%4.8%13.4%0.6%16.8%1.5%0.5%52.3M-663.7M-3.4M0.543.3014,8728,073181,243206,460
2019-12-26$100.63$95.0016.7%4.7%13.4%0.1%17.2%1.9%0.1%56.2M-730.8M-3.2M0.407.3517,7337,007182,090209,721
2019-12-27$101.48$95.0017.2%4.9%13.4%2.9%17.1%2.0%0.5%38.9M-841.7M-3.2M0.324.4225,6148,194183,518212,455
2019-12-30$100.91$95.0018.4%5.2%13.3%10.8%19.5%2.5%0.1%29.5M-654.5M-3.2M1.152.3510,81812,468161,274199,703
2019-12-31$101.20$95.0017.6%5.0%13.3%6.0%17.7%2.4%0.2%31.2M-682.4M-3.2M1.072.725,8876,303162,661206,580