NKE Options History — November 2021

In November 2021, NKE traded between $166.42 and $177.93. ATM implied volatility averaged 27.7%, placing in the 43.0% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 4.1% (HV 20d: 23.6%). Max pain ranged from $155.00 to $165.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.59.

Notable Days

  • 2021-11-03: Highest Volume — 127,685 contracts
  • 2021-11-22: Largest IV spike — 16.2% change
  • 2021-11-26: Highest IV Rank — 99.7%
  • 2021-11-26: Largest Expected Move — 9.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$171.30$166.42$177.93$166.42$170.38
Max Pain$158.57$155.00$165.00$155.00$165.00
ATM IV27.7%20.5%39.5%20.8%38.7%
Expected Move7.5%6.0%9.5%6.0%9.0%
HV 20d23.6%17.8%27.1%18.4%26.6%
HV 60d24.9%22.6%25.8%22.6%25.8%
IV Rank43.0%8.3%99.7%9.6%95.6%
IV Percentile53.3%10.7%99.2%12.7%98.0%
Term Structure1.9%-2.4%8.3%-0.3%-1.0%
VWIV27.1%21.9%34.7%21.9%32.2%
Skew 25d1.7%-0.1%4.5%2.0%4.5%
Skew 10d3.6%-0.5%9.6%4.8%9.6%
Call IV 25d27.7%20.4%39.7%20.4%36.9%
Put IV 25d29.3%22.4%43.1%22.4%41.4%
Bid-Ask Spread %13.562.5529.882.5516.52
Gamma HHI0.150.100.560.140.12
Net GEX90.9M37.7M260.8M84.3M52.2M
Net DEX-2.27B-3.31B-1.43B-2.07B-1.56B
Net VEX-10.6M-11.3M-10.3M-10.7M-10.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.131.740.511.74
Total Volume53,851.71426,445127,68535,11634,774
Total OI549,419.476489,876588,613525,385511,688

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-11-01$166.42$155.0020.8%6.0%18.4%9.6%21.9%2.0%-0.3%84.3M-2.07B-10.7M0.512.5523,33311,783280,522244,863
2021-11-02$167.81$155.0020.5%6.1%17.8%8.3%22.4%1.5%0.4%90.9M-2.27B-10.5M0.243.2147,33211,338287,157248,420
2021-11-03$172.76$155.0021.1%6.3%18.7%11.2%23.3%1.5%0.1%110.5M-2.88B-10.4M0.133.11112,77614,909296,251250,346
2021-11-04$175.07$155.0021.0%7.0%18.1%10.7%25.8%1.8%0.3%115.8M-3.01B-10.6M0.317.5954,86016,868303,645254,893
2021-11-05$177.93$155.0023.2%7.5%18.3%21.4%27.5%0.7%0.1%114.0M-3.31B-10.4M0.225.4673,72916,250307,195258,509
2021-11-08$172.02$155.0025.0%7.8%22.4%29.8%28.8%1.3%2.3%87.3M-2.51B-10.7M0.4113.1144,89218,404297,364250,731
2021-11-09$173.63$155.0025.3%7.9%21.9%31.1%28.0%0.9%2.5%97.9M-2.71B-11.0M0.2516.0245,89811,610309,193257,350
2021-11-10$168.15$155.0024.6%7.8%25.1%27.9%28.6%2.1%3.0%77.9M-2.03B-11.3M0.5929.8833,24819,625321,739259,676
2021-11-11$167.30$155.0024.5%7.7%25.2%27.7%27.4%2.0%2.7%68.0M-1.97B-10.8M0.6722.3816,91211,322322,230263,500
2021-11-12$168.96$155.0024.6%7.5%25.4%28.1%26.9%1.3%2.7%81.4M-2.18B-10.8M0.4720.7526,44012,361323,467264,422
2021-11-15$168.61$155.0026.0%7.7%25.4%34.9%27.3%1.7%6.0%75.3M-2.12B-10.7M0.3214.5327,5978,946309,930257,787
2021-11-16$172.00$160.0025.8%7.5%25.5%33.9%26.5%1.1%5.9%97.3M-2.56B-10.7M0.3517.8137,46913,170318,196260,908
2021-11-17$172.04$160.0024.8%7.1%25.5%28.9%25.4%1.3%7.8%98.6M-2.55B-10.3M0.6617.7217,18811,383318,415263,327
2021-11-18$171.31$160.0026.3%7.0%24.6%36.3%25.4%0.4%8.1%90.7M-2.43B-10.5M0.2915.9043,70912,616320,134265,099
2021-11-19$174.71$160.0028.7%7.3%25.2%47.7%26.2%-0.1%8.3%260.8M-2.84B-10.5M0.2410.3573,56317,695322,743265,870
2021-11-22$174.95$160.0033.3%7.4%25.2%70.0%26.5%0.7%-1.9%82.8M-2.13B-10.4M0.446.2840,19117,695266,398223,478
2021-11-23$171.98$165.0035.9%7.6%26.2%82.1%28.4%2.0%-1.9%71.7M-1.81B-10.6M1.2314.4417,32821,352278,582227,642
2021-11-24$172.14$165.0035.9%7.5%25.9%82.2%27.9%2.5%-1.7%62.9M-1.81B-10.3M1.2621.2019,51424,621276,392231,092
2021-11-26$168.63$165.0039.5%9.5%27.1%99.7%34.7%3.4%-2.4%37.7M-1.43B-10.8M1.5512.4110,37516,070280,343238,835
2021-11-29$170.51$165.0036.4%7.9%26.7%84.8%28.5%2.9%-0.6%51.0M-1.58B-10.3M0.5313.4227,27614,464264,930234,547
2021-11-30$170.38$165.0038.7%9.0%26.6%95.6%32.2%4.5%-1.0%52.2M-1.56B-10.5M1.7416.5212,68922,085272,999238,689