NKE Options History — August 2021

In August 2021, NKE traded between $164.69 and $173.52. ATM implied volatility averaged 24.3%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 9.9% (HV 20d: 14.4%). Max pain ranged from $150.00 to $170.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.09.

Notable Days

  • 2021-08-26: Highest Volume — 63,844 contracts
  • 2021-08-19: Largest IV spike — 17.6% change
  • 2021-08-26: Highest IV Rank — 55.1%
  • 2021-08-19: Largest Expected Move — 7.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$169.91$164.69$173.52$168.53$164.69
Max Pain$166.59$150.00$170.00$150.00$170.00
ATM IV24.3%19.8%32.2%21.0%31.9%
Expected Move5.9%5.3%7.0%5.6%5.7%
HV 20d14.4%12.3%15.4%13.6%15.4%
HV 60d32.6%32.0%33.6%33.6%32.8%
IV Rank21.3%2.5%55.1%7.6%53.9%
IV Percentile27.5%0.8%73.8%6.3%73.8%
Term Structure1.6%-1.8%10.8%-1.0%-1.8%
VWIV21.4%18.9%25.3%20.3%20.8%
Skew 25d3.1%1.8%4.4%3.3%2.9%
Skew 10d7.3%3.4%13.1%8.1%8.1%
Call IV 25d23.7%18.6%32.1%20.8%31.6%
Put IV 25d26.8%21.6%34.8%24.2%34.6%
Bid-Ask Spread %16.163.4438.564.4410.05
Gamma HHI0.130.090.240.240.10
Net GEX37.8M-5.2M96.9M96.9M7.8M
Net DEX-1.70B-2.62B-668.0M-2.13B-668.0M
Net VEX-7.7M-8.4M-7.1M-8.1M-8.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.090.342.511.220.66
Total Volume33,152.40914,67763,84433,43254,386
Total OI431,853.818359,450473,741437,449422,389

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-08-02$168.53$150.0021.0%5.6%13.6%7.6%20.3%3.3%-1.0%96.9M-2.13B-8.1M1.224.4415,05718,375222,081215,368
2021-08-03$171.17$150.0021.6%5.6%14.4%10.0%20.8%2.7%-0.7%74.1M-2.39B-7.8M1.093.4420,20022,094217,134221,237
2021-08-04$172.00$155.0021.4%5.6%14.3%9.1%21.0%2.9%0.3%69.5M-2.45B-7.7M0.704.2716,67111,740220,583229,140
2021-08-05$173.52$165.0020.1%6.0%14.4%3.8%21.7%2.1%0.4%62.9M-2.62B-7.3M1.1915.2212,86715,356225,075237,932
2021-08-06$172.89$165.0019.9%6.0%14.7%2.6%22.0%2.1%0.3%60.0M-2.54B-7.5M0.9322.2616,84415,584228,427241,430
2021-08-09$172.22$165.0020.5%6.2%14.9%5.5%21.7%3.1%0.9%44.1M-2.12B-7.2M1.2314.8212,36315,186201,616224,770
2021-08-10$172.36$165.0020.5%6.1%14.8%5.5%21.4%2.4%1.0%42.3M-2.10B-7.6M1.0714.4811,43312,219208,032228,143
2021-08-11$171.22$170.0019.9%6.0%15.2%2.8%21.5%3.5%1.1%39.6M-2.00B-7.7M1.1914.666,7177,960211,233234,199
2021-08-12$170.58$170.0019.9%5.9%15.4%2.7%21.6%1.8%0.7%36.9M-1.96B-7.4M1.0721.0712,81113,727216,691238,210
2021-08-13$171.28$170.0019.8%5.8%14.3%2.5%21.0%2.6%0.8%39.9M-2.02B-7.3M2.5112.297,19918,056217,417239,536
2021-08-16$172.09$170.0021.2%6.1%12.3%8.5%21.0%3.3%6.6%43.4M-2.11B-7.1M0.9738.5620,67020,052209,176230,584
2021-08-17$170.39$170.0022.5%6.5%12.5%13.7%23.6%3.4%6.9%38.4M-1.89B-7.6M1.7032.579,03915,369211,567238,184
2021-08-18$169.29$170.0021.9%6.3%12.9%11.2%23.3%3.5%7.9%36.2M-1.69B-7.9M1.8336.747,72214,156218,629241,501
2021-08-19$165.55$170.0025.7%7.0%14.6%27.6%25.3%3.8%5.7%27.7M-1.26B-7.7M1.4130.8821,03029,738220,789244,948
2021-08-20$167.82$170.0024.6%5.9%14.1%22.6%21.8%4.4%10.8%8.4M-1.53B-7.6M1.1328.2513,91915,736222,774250,967
2021-08-23$169.62$170.0028.3%5.6%14.2%38.4%20.6%3.5%-1.2%21.0M-1.06B-7.7M1.2010.0012,66015,217163,516195,934
2021-08-24$170.10$170.0029.4%5.6%14.2%43.3%20.1%4.0%-1.2%25.6M-1.12B-7.6M0.935.8012,12511,230167,470202,097
2021-08-25$169.98$170.0030.4%5.4%14.1%47.4%18.9%3.4%-0.9%23.7M-1.11B-7.5M0.7516.0510,1757,607173,526212,166
2021-08-26$167.06$170.0032.2%5.8%15.4%55.1%21.9%2.8%-1.3%-5.2M-840.5M-7.9M0.427.3444,97318,871177,768217,272
2021-08-27$167.75$170.0030.5%5.4%15.4%47.8%20.0%2.7%-1.4%15.2M-917.9M-8.0M0.418.6130,30612,488180,056220,074
2021-08-30$167.93$170.0030.4%5.3%15.2%47.4%19.9%3.9%1.0%22.3M-970.0M-8.0M0.343.7536,96412,461187,534213,609
2021-08-31$164.69$170.0031.9%5.7%15.4%53.9%20.8%2.9%-1.8%7.8M-668.0M-8.4M0.6610.0532,73821,648206,123216,266