NKE Options History — June 2021

In June 2021, NKE traded between $128.74 and $155.80. ATM implied volatility averaged 28.0%, placing in the 31.4% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 4.8% (HV 20d: 23.2%). Max pain ranged from $135.00 to $140.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.91.

Notable Days

  • 2021-06-25: Highest Volume — 497,154 contracts
  • 2021-06-25: Largest IV drop — 16.7% change
  • 2021-06-18: Highest IV Rank — 45.3%
  • 2021-06-18: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$136.10$128.74$155.80$134.46$154.20
Max Pain$135.32$135.00$140.00$135.00$140.00
ATM IV28.0%21.2%31.5%30.4%21.8%
Expected Move7.7%5.9%9.0%6.4%6.0%
HV 20d23.2%12.4%52.5%22.8%52.3%
HV 60d26.0%21.5%36.2%25.7%36.2%
IV Rank31.4%2.1%45.3%40.3%4.7%
IV Percentile40.8%0.4%61.5%55.2%1.2%
Term Structure-1.1%-5.6%0.7%-1.4%0.1%
VWIV27.6%21.1%32.4%22.8%21.1%
Skew 25d1.7%-2.3%4.8%3.5%0.4%
Skew 10d3.1%0.2%5.8%1.4%1.6%
Call IV 25d27.8%22.0%31.3%29.3%22.3%
Put IV 25d29.5%22.4%34.3%32.8%22.7%
Bid-Ask Spread %13.642.6236.337.654.31
Gamma HHI0.100.080.170.110.13
Net GEX7.0M-42.3M86.4M-7.1M68.6M
Net DEX-530.3M-3.03B257.5M-189.4M-2.18B
Net VEX-6.6M-7.5M-6.0M-6.1M-7.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.910.383.280.800.77
Total Volume78,732.13624,382497,15430,29268,991
Total OI441,812366,305546,469366,305546,469

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-06-01$134.46$135.0030.4%6.4%22.8%40.3%22.8%3.5%-1.4%-7.1M-189.4M-6.1M0.807.6516,82013,472180,152186,153
2021-06-02$134.12$135.0031.5%6.0%22.2%45.0%21.5%1.3%-1.1%-11.5M-151.5M-6.3M0.986.1112,31012,072189,279190,066
2021-06-03$134.04$135.0030.0%7.9%22.0%38.5%29.4%4.8%-5.6%-10.8M-178.0M-6.1M3.287.8510,36934,006195,057191,723
2021-06-04$133.75$135.0029.2%7.9%21.9%35.2%27.8%0.0%-2.3%-16.9M-52.8M-6.3M0.8416.8125,04921,028198,119209,323
2021-06-07$133.85$135.0028.9%8.1%17.7%34.0%28.2%3.7%0.7%2.5M-196.4M-6.2M0.522.9519,78110,379193,213191,594
2021-06-08$133.43$135.0029.8%8.1%17.6%37.8%28.4%4.5%-1.2%-1.2M-182.8M-6.3M0.386.7922,0028,302199,872197,679
2021-06-09$131.81$135.0029.8%8.3%18.0%37.8%29.4%2.0%-0.7%-16.3M-21.8M-6.4M0.8935.1533,21529,454209,353201,864
2021-06-10$131.03$135.0029.1%8.1%16.4%34.7%28.5%1.2%-1.0%-22.1M57.1M-6.4M1.0523.6024,34725,559220,563207,610
2021-06-11$131.85$135.0028.1%7.9%16.6%30.5%28.3%3.8%-1.0%-9.0M-64.0M-6.5M0.9036.3321,37519,177229,462213,947
2021-06-14$130.90$135.0029.3%8.3%15.8%35.6%29.5%1.7%-0.4%-9.7M14.8M-6.4M0.6423.5721,63613,832223,245204,698
2021-06-15$130.42$135.0029.1%8.3%15.8%37.8%29.2%1.9%-1.4%-14.3M57.6M-6.7M1.1322.8720,83323,588234,259211,684
2021-06-16$130.58$135.0029.3%8.4%15.8%39.0%29.9%2.2%-1.9%-12.6M9.8M-6.8M0.4417.0026,75111,898242,694219,622
2021-06-17$129.33$135.0029.0%8.4%12.8%37.7%30.0%1.2%-1.2%-37.3M164.3M-6.8M0.6029.0332,43519,587253,786222,566
2021-06-18$128.74$135.0030.7%9.0%12.4%45.3%32.4%1.2%-1.7%-42.3M257.5M-7.0M1.478.2727,37640,128266,105228,067
2021-06-21$129.95$135.0028.8%8.6%12.9%36.7%30.7%1.5%-1.3%8.4M-105.6M-6.9M0.812.6230,72724,941206,195191,046
2021-06-22$132.46$135.0028.4%8.6%14.3%34.9%30.5%-2.3%-0.9%21.1M-348.4M-7.1M0.697.1231,36221,518216,101204,626
2021-06-23$133.42$135.0027.7%8.5%14.5%31.8%30.0%0.9%-1.2%26.8M-440.4M-7.2M0.7216.6334,23124,480221,000214,498
2021-06-24$133.50$135.0028.1%8.8%12.6%33.6%31.2%0.8%-1.0%30.5M-478.8M-7.5M1.1510.4569,25379,868236,570222,399
2021-06-25$153.83$135.0023.4%6.9%52.3%12.3%25.7%1.8%-0.2%62.6M-3.03B-6.0M0.555.63320,102177,052267,337260,163
2021-06-28$152.67$135.0021.2%5.9%52.5%2.1%21.1%0.3%0.2%58.4M-2.08B-6.7M0.945.4062,39258,940261,349237,056
2021-06-29$155.80$137.0021.9%5.9%52.0%5.2%21.7%0.5%0.1%86.4M-2.53B-6.5M0.533.8785,95545,514274,913248,387
2021-06-30$154.20$140.0021.8%6.0%52.3%4.7%21.1%0.4%0.1%68.6M-2.18B-7.1M0.774.3138,95430,037286,155260,314