NKE Options History — October 2021

In October 2021, NKE traded between $146.99 and $166.99. ATM implied volatility averaged 20.9%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded below realized volatility by 6.2% (HV 20d: 27.1%). Max pain ranged from $150.00 to $155.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.54.

Notable Days

2021-10-21: Highest Volume — 98,796 contracts
2021-10-04: Largest IV spike — 10.4% change
2021-10-04: Highest IV Rank — 25.6%
2021-10-04: Largest Expected Move — 6.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$156.88	$146.99	$166.99	$147.83	$166.99
Max Pain	$153.21	$150.00	$155.00	$150.00	$155.00
ATM IV	20.9%	18.8%	24.4%	22.1%	20.3%
Expected Move	6.0%	5.5%	6.9%	6.4%	5.8%
HV 20d	27.1%	18.6%	31.2%	29.0%	18.6%
HV 60d	22.1%	21.1%	22.6%	21.1%	22.6%
IV Rank	9.0%	0.0%	25.6%	14.3%	7.5%
IV Percentile	9.4%	0.0%	30.2%	15.9%	8.7%
Term Structure	0.1%	-1.3%	1.4%	-0.1%	0.7%
VWIV	21.8%	19.5%	25.4%	23.1%	20.9%
Skew 25d	2.6%	1.2%	4.3%	3.6%	2.1%
Skew 10d	5.4%	2.6%	9.6%	8.4%	4.1%
Call IV 25d	20.5%	18.8%	22.8%	22.1%	19.3%
Put IV 25d	23.0%	20.6%	26.9%	25.6%	21.4%
Bid-Ask Spread %	9.95	2.46	34.95	2.46	2.94
Gamma HHI	0.17	0.11	0.28	0.24	0.14
Net GEX	58.8M	-5.2M	101.3M	49.0M	99.9M
Net DEX	-1.10B	-2.28B	182.4M	182.4M	-2.28B
Net VEX	-10.1M	-11.2M	-8.9M	-8.9M	-10.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.54	0.18	1.04	0.80	0.67
Total Volume	55,247.238	27,164	98,796	58,306	44,720
Total OI	576,911.143	494,404	657,697	657,697	550,107

Daily Data (21 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
2021-10-01	$147.83	$150.00	22.1%	6.4%	29.0%	14.3%	23.1%	3.6%	-0.1%	49.0M	182.4M	-8.9M	0.80	2.46	32,445	25,861	353,856	303,841
2021-10-04	$146.99	$155.00	24.4%	6.9%	29.0%	25.6%	25.4%	4.3%	-1.3%	-5.2M	171.8M	-9.0M	0.92	20.90	21,233	19,541	302,570	283,970
2021-10-05	$149.87	$155.00	22.3%	6.5%	30.3%	15.2%	23.6%	2.8%	0.5%	14.6M	-182.7M	-9.2M	0.38	12.64	57,845	21,779	308,758	289,561
2021-10-06	$148.58	$155.00	23.8%	6.6%	30.1%	22.4%	24.0%	2.7%	-0.2%	9.8M	-7.9M	-9.5M	0.46	13.37	26,145	12,085	313,964	295,324
2021-10-07	$151.93	$155.00	21.7%	6.3%	30.2%	12.1%	23.0%	2.1%	-0.0%	41.1M	-524.9M	-9.4M	0.46	14.83	51,890	23,670	321,523	301,480
2021-10-08	$152.45	$155.00	22.7%	6.4%	30.3%	17.1%	22.5%	1.5%	0.1%	75.8M	-615.2M	-9.4M	0.75	16.81	34,956	26,098	326,788	305,625
2021-10-11	$150.38	$155.00	22.8%	6.5%	29.1%	17.3%	22.8%	4.0%	-0.1%	13.8M	-247.6M	-9.1M	0.40	7.89	37,060	14,690	302,217	281,339
2021-10-12	$153.28	$155.00	20.6%	6.3%	30.1%	6.8%	24.2%	3.4%	1.4%	37.7M	-703.2M	-9.7M	0.51	14.43	42,561	21,703	313,494	288,195
2021-10-13	$156.48	$155.00	22.4%	6.2%	31.2%	15.6%	22.4%	4.0%	-0.8%	66.4M	-1.21B	-9.8M	0.36	34.95	71,546	26,006	322,201	292,590
2021-10-14	$156.96	$155.00	20.8%	6.0%	31.2%	7.9%	22.3%	3.9%	-0.5%	76.1M	-1.32B	-9.8M	0.49	25.15	60,513	29,372	327,739	300,647
2021-10-15	$157.75	$155.00	19.0%	5.5%	31.1%	0.0%	19.5%	2.9%	0.3%	101.3M	-1.45B	-10.2M	0.58	4.01	25,453	14,817	335,933	310,654
2021-10-18	$159.09	$150.00	19.9%	5.7%	30.3%	4.3%	20.9%	2.2%	-0.1%	49.4M	-1.31B	-10.4M	0.51	4.09	31,540	16,021	252,515	241,889
2021-10-19	$157.36	$150.00	19.9%	5.7%	30.3%	4.3%	20.0%	1.2%	-0.1%	48.3M	-1.16B	-10.6M	0.19	3.64	48,737	9,087	259,472	247,057
2021-10-20	$158.15	$150.00	20.1%	5.8%	30.0%	5.2%	20.5%	1.4%	-0.9%	72.7M	-1.34B	-10.9M	0.39	2.73	30,808	11,981	284,344	254,405
2021-10-21	$161.91	$150.00	19.4%	5.5%	30.9%	2.1%	20.0%	2.1%	0.4%	90.5M	-1.81B	-10.9M	0.18	3.49	84,029	14,767	288,304	256,960
2021-10-22	$163.61	$150.00	19.8%	5.6%	21.3%	3.7%	20.3%	1.8%	0.2%	80.1M	-1.96B	-11.2M	0.39	5.37	37,802	14,632	294,632	259,315
2021-10-25	$164.16	$150.00	19.4%	5.6%	20.2%	2.3%	21.0%	2.4%	0.8%	78.8M	-1.90B	-10.8M	1.04	2.60	16,399	17,026	280,290	244,998
2021-10-26	$163.93	$152.50	19.1%	5.6%	18.6%	0.4%	20.2%	2.0%	0.7%	77.3M	-1.85B	-11.0M	0.76	2.92	15,416	11,748	284,354	249,173
2021-10-27	$162.64	$155.00	18.8%	5.8%	19.2%	0.0%	21.3%	1.9%	1.3%	72.6M	-1.73B	-10.9M	0.89	9.49	15,525	13,740	287,609	252,093
2021-10-28	$164.10	$155.00	19.7%	5.8%	18.6%	4.5%	20.6%	1.8%	0.4%	84.9M	-1.92B	-10.7M	0.32	4.19	21,852	7,093	290,899	254,449
2021-10-29	$166.99	$155.00	20.3%	5.8%	18.6%	7.5%	20.9%	2.1%	0.7%	99.9M	-2.28B	-10.6M	0.67	2.94	26,837	17,883	294,779	255,328