NKE Options History — February 2022

In February 2022, NKE traded between $136.01 and $148.78. ATM implied volatility averaged 33.1%, placing in the 57.7% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 9.8% (HV 20d: 23.3%). Max pain ranged from $150.00 to $160.00. Net GEX was positive for 5 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.87.

Notable Days

  • 2022-02-14: Highest Volume — 69,788 contracts
  • 2022-02-22: Largest IV spike — 22.2% change
  • 2022-02-23: Highest IV Rank — 100.0%
  • 2022-02-22: Largest Expected Move — 10.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$142.85$136.01$148.78$148.06$136.01
Max Pain$155.53$150.00$160.00$155.00$150.00
ATM IV33.1%25.2%45.1%26.1%43.9%
Expected Move9.0%7.5%10.8%7.6%10.0%
HV 20d23.3%17.5%27.4%25.6%27.4%
HV 60d25.5%24.4%26.6%26.0%26.6%
IV Rank57.7%26.9%100.0%30.2%95.1%
IV Percentile75.6%50.4%100.0%53.2%99.2%
Term Structure1.8%-2.2%7.4%0.3%-1.6%
VWIV31.2%26.9%36.0%27.1%34.1%
Skew 25d5.9%4.4%8.7%5.4%7.4%
Skew 10d12.6%8.2%18.6%11.6%16.0%
Call IV 25d31.3%24.0%41.9%25.2%40.5%
Put IV 25d37.2%28.5%49.9%30.6%47.9%
Bid-Ask Spread %12.997.3619.737.3613.19
Gamma HHI0.080.070.170.080.07
Net GEX-5.9M-25.9M30.5M10.1M-11.4M
Net DEX509.2M-33.2M917.4M30.3M898.4M
Net VEX-9.3M-9.9M-8.6M-9.6M-8.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.870.371.290.730.89
Total Volume36,900.52619,94269,78826,99635,982
Total OI481,059.421428,577537,300444,176481,999

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-02-01$148.06$155.0026.1%7.6%25.6%30.2%27.1%5.4%0.3%10.1M30.3M-9.6M0.737.3615,57411,422243,637200,539
2022-02-02$148.78$155.0025.5%7.5%25.0%27.9%27.0%4.4%0.9%14.7M-33.2M-9.7M0.737.3914,64310,669247,901205,137
2022-02-03$145.48$155.0028.4%8.7%25.0%40.1%31.5%5.0%0.6%-3.9M266.3M-9.5M0.7716.1914,25510,969249,683208,451
2022-02-04$145.72$155.0026.7%8.3%25.1%33.1%29.5%4.9%0.8%-3.3M300.5M-9.4M0.7913.8216,13212,702250,369210,783
2022-02-07$145.01$155.0027.4%8.4%23.9%36.0%29.5%4.6%1.5%-6.5M355.6M-9.3M0.7513.9014,44810,907244,344207,667
2022-02-08$143.41$155.0026.3%8.1%17.5%31.2%28.6%5.2%2.1%-13.5M545.5M-9.1M0.3716.3835,47513,031246,718211,516
2022-02-09$146.18$155.0025.2%7.8%19.0%26.9%26.9%4.5%2.2%20.4M199.0M-9.4M0.7014.1439,91927,840256,457214,774
2022-02-10$144.31$155.0027.5%8.5%18.4%36.4%29.3%4.9%2.6%30.5M455.0M-9.5M1.2915.7413,27717,071274,760223,028
2022-02-11$140.27$155.0031.9%9.6%20.0%54.4%32.1%6.6%2.5%-21.3M910.5M-9.2M1.2114.8618,93722,882276,566229,787
2022-02-14$141.63$155.0034.3%10.0%20.4%64.7%33.3%6.2%5.3%-13.2M686.8M-9.4M1.0419.7334,16935,619256,533224,941
2022-02-15$144.95$160.0031.7%9.2%21.8%53.7%32.0%4.7%5.8%-4.7M367.1M-9.9M0.7114.1914,53210,272280,601249,342
2022-02-16$146.62$160.0031.8%9.1%22.2%53.9%33.8%5.3%6.0%1.6M197.4M-9.9M1.1516.519,25910,683281,453250,961
2022-02-17$143.16$160.0035.0%9.7%23.2%67.3%34.7%6.6%5.7%-16.3M584.9M-9.7M0.9314.2112,41811,518282,534253,753
2022-02-18$143.55$160.0034.9%9.3%23.2%67.2%31.5%6.7%7.4%-9.3M557.8M-9.7M0.8413.5814,83412,503284,176253,124
2022-02-22$138.08$160.0042.7%10.8%26.6%99.5%36.0%6.2%-1.8%-16.5M780.2M-8.7M0.997.5323,91823,698219,563209,014
2022-02-23$137.13$155.0045.1%10.1%26.4%100.0%34.5%7.0%-2.2%-20.3M888.6M-8.6M1.047.9822,66423,539232,591218,549
2022-02-24$136.95$150.0044.8%10.1%26.2%98.5%35.1%8.7%-2.0%-22.5M917.4M-8.9M1.0811.4819,10520,696244,502228,371
2022-02-25$138.80$150.0040.0%8.3%26.6%80.4%27.1%7.6%-1.5%-25.9M765.8M-8.8M0.538.7229,86715,681251,369234,636
2022-02-28$136.01$150.0043.9%10.0%27.4%95.1%34.1%7.4%-1.6%-11.4M898.4M-8.8M0.8913.1919,03716,945254,544227,455