NKE Options History — April 2022

In April 2022, NKE traded between $121.02 and $137.01. ATM implied volatility averaged 30.6%, placing in the 35.4% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded below realized volatility by 7.0% (HV 20d: 37.7%). Max pain ranged from $135.00 to $140.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.70.

Notable Days

  • 2022-04-14: Highest Volume — 123,516 contracts
  • 2022-04-26: Largest IV spike — 12.7% change
  • 2022-04-26: Highest IV Rank — 60.0%
  • 2022-04-26: Largest Expected Move — 11.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$129.50$121.02$137.01$132.85$125.02
Max Pain$135.50$135.00$140.00$140.00$135.00
ATM IV30.6%24.7%38.9%26.0%38.4%
Expected Move8.8%7.2%11.4%7.6%11.3%
HV 20d37.7%31.3%44.2%44.2%43.4%
HV 60d35.4%32.9%39.6%34.1%39.6%
IV Rank35.4%17.6%60.0%21.6%58.5%
IV Percentile68.6%46.8%89.3%53.2%88.5%
Term Structure-0.2%-1.3%0.5%0.5%-0.6%
VWIV31.1%25.3%42.1%27.7%42.1%
Skew 25d5.4%3.6%8.3%3.9%7.4%
Skew 10d11.2%8.2%16.2%9.0%14.7%
Call IV 25d28.6%24.2%35.5%25.1%35.5%
Put IV 25d34.0%27.8%43.5%29.0%43.0%
Bid-Ask Spread %7.884.2015.3515.356.40
Gamma HHI0.070.040.220.060.22
Net GEX-4.4M-27.8M22.1M-4.7M22.1M
Net DEX400.8M-363.2M972.4M189.8M553.8M
Net VEX-8.6M-9.4M-7.8M-8.6M-8.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.361.140.860.99
Total Volume47,051.921,784123,51639,81531,886
Total OI495,750.15447,182535,741510,855517,763

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-04-01$132.85$140.0026.0%7.6%44.2%21.6%27.7%3.9%0.5%-4.7M189.8M-8.6M0.8615.3521,38318,432263,989246,866
2022-04-04$133.79$140.0024.7%7.2%40.2%17.6%25.3%3.6%0.3%-5.5M146.5M-8.6M0.8711.1131,44027,244249,548238,812
2022-04-05$132.23$135.0027.5%7.9%38.8%26.1%26.8%4.1%0.1%-9.8M319.6M-8.7M0.528.6016,9198,867258,520243,382
2022-04-06$128.40$135.0029.2%8.3%37.3%31.1%29.1%5.0%-0.2%-21.7M658.1M-8.3M1.0812.9524,40026,311263,927244,828
2022-04-07$129.84$135.0027.9%8.0%37.3%27.3%28.1%4.5%0.4%-16.7M504.0M-8.4M0.689.8921,88814,845269,271249,023
2022-04-08$128.56$135.0027.4%7.9%36.0%25.8%28.9%4.8%0.2%-17.0M641.4M-8.4M0.7912.9722,64717,975273,092254,547
2022-04-11$125.19$135.0029.8%8.5%33.9%32.8%28.8%5.1%-0.1%-27.8M966.2M-7.8M0.667.6422,45614,817260,630244,785
2022-04-12$124.83$135.0030.3%8.6%33.5%34.4%30.1%5.2%-0.1%-23.9M959.4M-7.8M0.688.3542,64728,963267,205243,398
2022-04-13$127.71$135.0027.7%7.7%31.3%26.8%28.3%3.9%-0.5%-16.8M653.9M-8.3M0.715.2123,82016,909277,289251,599
2022-04-14$133.91$135.0027.8%8.0%34.9%26.9%28.4%3.9%0.0%6.8M-55.0M-9.0M0.386.9189,30734,209280,930254,811
2022-04-18$131.42$135.0029.3%8.4%33.8%31.5%29.8%4.7%0.2%4.2M129.5M-9.0M0.705.2720,52214,308235,129212,053
2022-04-19$137.01$135.0028.8%8.3%36.4%29.9%29.9%5.0%-0.5%18.3M-363.2M-9.4M0.425.8737,64615,969239,053216,915
2022-04-20$136.24$135.0028.6%8.2%34.8%29.4%28.7%5.0%-0.1%21.2M-297.4M-9.3M0.604.2021,60812,900245,621221,477
2022-04-21$135.57$135.0030.2%8.6%34.8%34.0%30.3%5.3%0.2%19.6M-247.6M-9.4M1.145.3419,65922,388252,235223,919
2022-04-22$129.56$135.0032.9%9.4%38.3%42.2%31.1%5.9%0.1%-6.8M386.0M-9.1M0.567.3633,34018,609258,676233,391
2022-04-25$127.84$135.0034.5%9.9%38.4%46.9%36.0%7.5%-1.1%-5.5M512.7M-8.5M0.835.5221,67317,898244,303220,166
2022-04-26$121.02$135.0038.9%11.4%42.4%60.0%39.0%8.1%-1.3%-14.5M972.4M-7.8M0.484.6128,72813,718248,790224,072
2022-04-27$121.90$135.0037.6%11.1%40.2%56.3%37.7%8.3%-0.9%-11.5M902.2M-7.9M0.646.4413,3138,471262,277227,709
2022-04-28$127.10$135.0035.2%10.2%43.7%49.0%36.5%6.8%-0.9%1.3M484.5M-8.8M0.367.5346,15016,773265,401229,601
2022-04-29$125.02$135.0038.4%11.3%43.4%58.5%42.1%7.4%-0.6%22.1M553.8M-8.9M0.996.4016,02215,864282,852234,911