NKE Options History — March 2022

In March 2022, NKE traded between $117.69 and $139.15. ATM implied volatility averaged 40.2%, placing in the 66.5% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded below realized volatility by 0.3% (HV 20d: 40.5%). Max pain ranged from $135.00 to $150.00. Net GEX was positive for 8 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.86.

Notable Days

2022-03-22: Highest Volume — 196,913 contracts
2022-03-22: Largest IV drop — 36.3% change
2022-03-01: Highest IV Rank — 100.0%
2022-03-08: Largest Expected Move — 13.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$129.76	$117.69	$139.15	$131.68	$135.29
Max Pain	$142.39	$135.00	$150.00	$148.00	$140.00
ATM IV	40.2%	24.1%	52.3%	47.3%	26.3%
Expected Move	10.0%	7.2%	13.3%	11.1%	7.7%
HV 20d	40.5%	28.0%	45.9%	28.0%	44.3%
HV 60d	31.9%	27.0%	34.4%	27.0%	34.1%
IV Rank	66.5%	16.0%	100.0%	100.0%	22.4%
IV Percentile	83.0%	42.5%	100.0%	100.0%	55.2%
Term Structure	-1.6%	-3.3%	0.7%	-1.6%	0.1%
VWIV	35.9%	25.6%	44.6%	37.5%	27.5%
Skew 25d	6.2%	3.7%	9.7%	8.8%	3.7%
Skew 10d	13.0%	8.2%	18.7%	17.4%	8.4%
Call IV 25d	37.9%	23.3%	47.1%	42.8%	25.0%
Put IV 25d	44.2%	27.0%	56.0%	51.5%	28.8%
Bid-Ask Spread %	11.41	4.77	22.01	7.25	11.21
Gamma HHI	0.06	0.05	0.09	0.07	0.05
Net GEX	-7.3M	-24.2M	21.2M	-18.0M	5.2M
Net DEX	710.4M	-406.6M	1.57B	1.21B	-37.2M
Net VEX	-8.3M	-8.9M	-7.0M	-8.3M	-8.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.86	0.44	1.68	0.80	0.88
Total Volume	61,010.217	27,070	196,913	33,203	29,309
Total OI	529,934.261	458,973	583,355	497,105	505,921

Daily Data (23 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
2022-03-01	$131.68	$148.00	47.3%	11.1%	28.0%	100.0%	37.5%	8.8%	-1.6%	-18.0M	1.21B	-8.3M	0.80	7.25	18,445	14,758	261,101	236,004
2022-03-02	$135.97	$147.00	43.8%	9.5%	30.9%	88.0%	34.4%	8.1%	-2.7%	-12.1M	894.3M	-8.9M	1.30	7.46	13,657	17,776	268,033	241,803
2022-03-03	$133.62	$146.00	45.3%	10.2%	31.1%	93.1%	37.4%	7.2%	-2.4%	-18.7M	1.10B	-8.7M	1.29	9.52	11,810	15,260	271,168	249,775
2022-03-04	$131.04	$146.00	47.9%	10.9%	30.9%	100.0%	37.8%	6.8%	-2.7%	-24.2M	1.29B	-8.6M	0.44	6.98	30,015	13,216	272,985	255,277
2022-03-07	$124.81	$150.00	51.8%	12.8%	34.4%	100.0%	44.0%	8.9%	-3.2%	-22.4M	1.51B	-7.5M	0.70	5.78	34,261	24,088	259,242	242,987
2022-03-08	$121.32	$146.00	52.3%	13.3%	35.1%	100.0%	44.6%	9.7%	-2.7%	-23.1M	1.57B	-7.0M	0.89	4.77	39,458	35,034	270,465	243,600
2022-03-09	$127.06	$145.00	48.6%	11.4%	40.2%	89.0%	39.9%	7.1%	-1.9%	-21.5M	1.15B	-8.2M	0.93	14.59	24,028	22,295	281,056	246,033
2022-03-10	$126.16	$141.00	49.4%	11.4%	39.1%	91.4%	41.4%	8.8%	-3.3%	-23.0M	1.19B	-8.2M	1.11	15.02	15,764	17,436	286,351	251,080
2022-03-11	$122.71	$141.00	48.3%	11.3%	39.7%	87.9%	41.9%	7.9%	-2.5%	-23.2M	1.39B	-7.8M	1.62	9.17	16,357	26,546	289,695	255,547
2022-03-14	$117.69	$140.00	50.3%	12.1%	40.9%	94.1%	41.9%	8.5%	-2.7%	-20.5M	1.56B	-7.0M	1.68	13.02	26,215	43,949	282,955	247,110
2022-03-15	$119.72	$145.00	49.2%	11.9%	41.4%	90.9%	43.9%	6.8%	-2.7%	-23.3M	1.42B	-7.4M	1.06	14.89	30,295	32,074	288,200	256,036
2022-03-16	$124.66	$145.00	46.0%	11.0%	43.5%	81.3%	41.2%	5.9%	-2.2%	-19.7M	1.06B	-8.2M	0.83	22.01	30,757	25,446	297,394	257,959
2022-03-17	$127.13	$145.00	45.0%	10.9%	44.1%	78.3%	39.6%	5.8%	-2.8%	-12.2M	863.7M	-8.4M	0.75	15.48	22,482	16,828	307,434	265,393
2022-03-18	$131.24	$145.00	43.4%	10.4%	45.7%	73.5%	40.4%	4.9%	-3.2%	-160.0K	432.9M	-8.8M	0.56	14.01	46,169	25,937	311,679	268,667
2022-03-21	$129.34	$140.00	44.5%	10.8%	45.8%	76.6%	38.1%	3.7%	-2.1%	-995.1K	321.3M	-8.7M	0.75	20.53	104,199	78,647	235,372	223,601
2022-03-22	$133.60	$140.00	28.3%	8.1%	45.8%	28.4%	29.3%	4.3%	-0.4%	19.1M	-69.9M	-8.8M	0.60	11.22	123,173	73,740	283,735	276,289
2022-03-23	$133.63	$140.00	28.5%	8.2%	45.8%	29.0%	30.0%	4.7%	-0.1%	20.2M	-28.2M	-8.8M	0.68	10.30	49,606	33,776	294,069	277,259
2022-03-24	$132.17	$140.00	28.9%	8.2%	45.9%	30.1%	27.9%	4.3%	-0.1%	6.9M	168.3M	-8.6M	0.64	8.77	34,244	21,824	297,566	282,076
2022-03-25	$133.42	$135.00	26.2%	7.7%	45.7%	22.1%	27.2%	4.8%	0.2%	397.0K	34.9M	-8.5M	0.60	12.30	30,456	18,136	297,209	286,146
2022-03-28	$134.60	$135.00	25.7%	7.7%	45.3%	20.6%	27.2%	5.2%	0.7%	3.7M	26.1M	-8.4M	0.67	10.49	18,293	12,241	245,412	233,118
2022-03-29	$139.15	$135.00	24.1%	7.2%	45.2%	16.0%	25.6%	3.8%	0.4%	21.2M	-406.6M	-8.6M	0.46	9.64	36,132	16,624	249,149	237,281
2022-03-30	$138.39	$140.00	24.5%	7.3%	43.9%	17.2%	26.3%	3.9%	0.7%	18.6M	-302.7M	-8.8M	0.46	7.96	22,274	10,205	256,436	242,820
2022-03-31	$135.29	$140.00	26.3%	7.7%	44.3%	22.4%	27.5%	3.7%	0.1%	5.2M	-37.2M	-8.7M	0.88	11.21	15,576	13,733	261,031	244,890