NKE Options History — January 2020

In January 2020, NKE traded between $96.13 and $104.58. ATM implied volatility averaged 18.1%, placing in the 11.9% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 7.6% (HV 20d: 10.5%). Max pain ranged from $95.00 to $105.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.78.

Notable Days

  • 2020-01-22: Highest Volume — 94,938 contracts
  • 2020-01-27: Largest IV spike — 12.1% change
  • 2020-01-31: Highest IV Rank — 42.2%
  • 2020-01-31: Largest Expected Move — 6.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$101.71$96.13$104.58$101.76$96.13
Max Pain$103.57$95.00$105.00$95.00$105.00
ATM IV18.1%15.6%22.8%17.1%22.8%
Expected Move5.2%4.3%6.6%4.9%6.6%
HV 20d10.5%7.9%15.7%11.6%15.7%
HV 60d14.1%12.4%15.2%15.2%14.5%
IV Rank11.9%0.0%42.2%2.4%42.2%
IV Percentile15.1%0.0%52.4%2.0%52.4%
Term Structure0.0%-0.9%0.6%0.5%-0.4%
VWIV18.3%15.7%23.2%17.6%23.2%
Skew 25d2.5%1.8%3.5%2.7%3.5%
Skew 10d4.9%3.3%6.1%5.6%6.1%
Call IV 25d17.1%14.4%21.6%16.0%21.6%
Put IV 25d19.6%17.0%25.0%18.7%25.0%
Bid-Ask Spread %3.721.936.663.796.66
Gamma HHI0.130.060.300.130.22
Net GEX16.7M-36.0M61.9M35.8M-36.0M
Net DEX-459.8M-891.9M244.7M-728.9M244.7M
Net VEX-3.4M-3.8M-3.2M-3.2M-3.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.131.731.091.73
Total Volume27,620.8112,45994,93820,33420,637
Total OI339,747.571220,520396,103374,234321,395

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-01-02$101.76$95.0017.1%4.9%11.6%2.4%17.6%2.7%0.5%35.8M-728.9M-3.2M1.093.799,74010,594163,892210,342
2020-01-03$101.92$95.0017.5%5.0%11.3%5.1%17.8%2.7%0.3%61.9M-747.4M-3.2M0.691.9310,7167,448164,568216,354
2020-01-06$101.63$100.0017.5%5.3%9.2%5.4%19.0%2.7%0.3%23.6M-665.2M-3.2M1.012.907,8307,889153,109209,235
2020-01-07$101.88$100.0017.6%5.3%8.2%6.0%16.9%2.3%0.1%25.2M-689.1M-3.2M0.814.5212,32410,012155,764212,931
2020-01-08$101.95$105.0017.1%5.1%7.9%3.0%17.9%2.6%0.3%24.9M-679.2M-3.2M0.982.068,6308,447158,587219,449
2020-01-09$101.49$105.0017.2%5.0%8.3%3.2%18.0%2.6%0.2%19.7M-626.1M-3.2M0.502.3711,9075,937159,832222,561
2020-01-10$100.91$105.0017.0%4.9%8.7%2.0%17.0%2.6%0.2%14.1M-563.4M-3.3M0.663.4010,0946,651162,619223,528
2020-01-13$102.17$105.0016.8%5.0%9.3%0.7%17.4%2.7%0.6%22.9M-689.2M-3.2M0.842.9915,05412,697157,229216,915
2020-01-14$103.03$105.0016.9%4.6%9.6%1.5%16.7%2.8%-0.9%32.9M-773.0M-3.2M0.433.8019,3918,361162,215221,911
2020-01-15$102.61$105.0016.3%4.5%9.4%0.0%17.4%2.6%-0.6%25.7M-739.7M-3.2M0.796.4810,6108,402164,501225,606
2020-01-16$103.37$105.0015.7%4.3%9.4%0.0%15.7%2.4%-0.8%32.9M-810.3M-3.2M0.433.818,7023,757166,015229,011
2020-01-17$104.42$105.0015.6%4.4%9.4%0.0%15.8%2.6%-0.4%19.7M-891.9M-3.2M0.413.1521,1778,578166,084230,019
2020-01-21$104.44$105.0017.0%4.9%9.4%8.2%17.0%2.8%0.2%17.3M-374.6M-3.2M0.862.8911,3219,78294,604125,916
2020-01-22$104.58$105.0018.1%5.2%8.5%14.9%17.5%1.9%0.2%14.4M-382.3M-3.3M0.134.4784,30510,63397,935131,135
2020-01-23$103.12$105.0018.5%5.3%10.3%17.0%18.6%1.8%0.4%20.5M-308.2M-3.6M0.463.8440,95518,706135,963137,878
2020-01-24$102.05$105.0019.2%5.5%11.1%20.9%18.9%1.8%0.2%16.3M-183.4M-3.7M0.524.6721,55711,108143,682152,713
2020-01-27$100.06$105.0021.5%6.1%13.1%34.6%21.5%2.6%-0.2%-178.5K-51.4M-3.8M0.743.0822,33116,455142,756146,164
2020-01-28$100.62$105.0019.9%5.6%12.9%25.5%19.9%2.2%0.3%4.1M-97.3M-3.8M0.902.9110,5619,536151,839151,615
2020-01-29$99.98$105.0019.8%5.6%13.0%24.7%19.6%2.3%0.2%-3.7M-33.1M-3.8M0.983.6410,72010,462154,357156,372
2020-01-30$97.89$105.0021.2%6.0%14.8%32.8%21.4%2.8%0.2%-20.5M133.8M-3.8M1.504.6910,39015,630156,309161,789
2020-01-31$96.13$105.0022.8%6.6%15.7%42.2%23.2%3.5%-0.4%-36.0M244.7M-3.8M1.736.667,55113,086157,964163,431