NKE Options History — January 2022

In January 2022, NKE traded between $143.42 and $166.76. ATM implied volatility averaged 26.6%, placing in the 32.6% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded below realized volatility by 2.6% (HV 20d: 29.2%). Max pain ranged from $145.00 to $165.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.89.

Notable Days

  • 2022-01-10: Highest Volume — 76,739 contracts
  • 2022-01-18: Largest IV spike — 12.5% change
  • 2022-01-25: Highest IV Rank — 59.4%
  • 2022-01-25: Largest Expected Move — 9.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$150.71$143.42$166.76$164.54$147.51
Max Pain$160.13$145.00$165.00$145.00$155.00
ATM IV26.6%21.2%33.1%21.2%27.4%
Expected Move7.7%5.7%9.7%5.8%8.2%
HV 20d29.2%23.8%35.2%28.3%25.7%
HV 60d26.3%24.5%27.2%24.5%26.1%
IV Rank32.6%9.9%59.4%9.9%36.0%
IV Percentile53.7%17.5%81.3%17.5%60.3%
Term Structure0.0%-1.3%2.3%0.3%2.3%
VWIV27.6%20.9%34.5%20.9%28.9%
Skew 25d5.0%2.9%7.3%3.1%5.3%
Skew 10d11.0%6.4%15.7%7.4%11.7%
Call IV 25d25.5%20.7%30.8%20.7%27.0%
Put IV 25d30.4%23.7%37.6%23.8%32.3%
Bid-Ask Spread %8.942.0022.652.944.91
Gamma HHI0.080.060.110.100.08
Net GEX-3.4M-21.2M37.1M17.2M7.6M
Net DEX145.2M-1.22B754.1M-991.8M69.1M
Net VEX-9.0M-9.6M-8.2M-9.0M-9.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.541.390.830.60
Total Volume43,853.527,92876,73937,11029,632
Total OI516,639.4385,993600,723481,153433,266

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-01-03$164.54$145.0021.2%5.8%28.3%9.9%20.9%3.1%0.3%17.2M-991.8M-9.0M0.832.9420,30916,801241,025240,128
2022-01-04$166.76$145.0021.3%5.7%28.8%10.6%21.8%2.9%0.4%37.1M-1.22B-9.1M0.912.0034,28831,129246,553244,305
2022-01-05$163.17$155.0022.2%6.3%29.2%14.3%22.2%3.4%0.4%7.9M-620.2M-9.3M1.344.9816,03721,425261,645263,539
2022-01-06$161.36$165.0023.7%6.9%29.3%20.4%24.3%3.2%0.3%-5.0M-450.2M-9.3M1.3922.6511,85616,510264,282267,853
2022-01-07$157.33$165.0024.0%7.0%30.3%21.6%24.5%3.4%0.4%-17.6M-59.3M-8.9M1.152.6118,09420,753267,095271,805
2022-01-10$149.85$165.0025.3%7.3%34.2%27.1%26.5%5.1%0.1%-16.3M431.1M-8.2M0.549.4449,97826,761263,878269,344
2022-01-11$150.00$165.0024.1%7.0%34.3%22.2%24.4%4.3%0.3%-8.4M397.5M-8.5M0.598.2635,53420,800280,090276,906
2022-01-12$152.25$165.0024.0%6.9%34.9%21.7%25.2%4.3%0.1%6.8M151.5M-9.0M0.6010.6434,31220,683292,781283,185
2022-01-13$149.80$165.0024.7%7.2%35.0%24.7%26.1%4.3%0.4%-4.6M398.5M-8.9M0.699.8622,27915,315298,195289,108
2022-01-14$148.43$165.0024.8%7.1%35.0%25.2%25.8%5.0%0.1%-11.5M557.4M-8.8M0.9210.8524,27922,286300,367293,092
2022-01-18$146.35$165.0027.9%8.0%35.2%38.1%28.9%5.3%0.7%-11.1M485.7M-8.6M1.158.3715,08517,390297,141279,542
2022-01-19$145.73$165.0027.1%7.8%33.7%34.4%26.7%5.0%-0.7%-14.1M551.5M-8.6M0.913.7216,85015,286302,354283,273
2022-01-20$143.56$165.0027.1%7.8%24.0%34.6%27.8%5.2%-0.3%-21.2M738.8M-8.4M1.228.7323,09028,055301,794284,699
2022-01-21$143.42$165.0029.5%8.6%24.1%44.8%32.5%6.7%-0.9%-17.1M754.1M-8.7M1.3413.6520,42827,382310,015290,708
2022-01-24$145.06$160.0032.2%9.6%24.7%55.8%33.3%7.2%-1.3%-4.8M501.1M-8.9M0.569.3042,89223,937201,453184,540
2022-01-25$145.82$157.5033.1%9.7%24.5%59.4%34.5%7.3%-0.4%3.5M212.4M-9.6M0.5811.7029,36217,107230,328192,220
2022-01-26$143.87$157.5030.0%9.2%24.6%46.6%31.9%5.9%-0.4%-2.9M379.0M-9.3M1.0211.5314,70915,048236,942197,137
2022-01-27$144.60$157.5032.1%9.4%23.8%55.6%32.8%6.5%-0.9%-2.5M308.4M-9.5M0.6712.1420,04713,413240,618201,822
2022-01-28$144.88$155.0030.7%8.9%24.0%49.7%32.5%6.0%-0.1%-11.1M306.0M-9.5M0.8910.4414,77113,157244,046205,714
2022-01-31$147.51$155.0027.4%8.2%25.7%36.0%28.9%5.3%2.3%7.6M69.1M-9.6M0.604.9118,53411,098237,659195,607