NKE Options History — June 2022

In June 2022, NKE traded between $102.33 and $122.89. ATM implied volatility averaged 45.4%, placing in the 79.3% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 0.5% (HV 20d: 44.8%). Max pain ranged from $112.00 to $130.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.84.

Notable Days

  • 2022-06-28: Highest Volume — 267,811 contracts
  • 2022-06-28: Largest IV drop — 22.5% change
  • 2022-06-16: Highest IV Rank — 98.4%
  • 2022-06-27: Largest Expected Move — 16.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$112.56$102.33$122.89$119.10$102.33
Max Pain$117.90$112.00$130.00$130.00$112.00
ATM IV45.4%38.8%51.8%44.3%40.1%
Expected Move13.0%10.1%16.5%10.1%11.3%
HV 20d44.8%39.2%52.1%47.6%50.1%
HV 60d43.5%41.5%46.7%43.5%46.6%
IV Rank79.3%59.7%98.4%76.2%63.7%
IV Percentile91.7%76.2%99.6%92.5%79.0%
Term Structure-1.7%-3.3%0.2%-2.4%0.2%
VWIV45.6%37.2%59.6%37.2%39.7%
Skew 25d7.6%5.3%9.5%7.7%6.0%
Skew 10d15.8%11.1%19.9%15.6%12.0%
Call IV 25d42.2%36.9%47.8%40.9%37.7%
Put IV 25d49.8%42.2%56.9%48.6%43.7%
Bid-Ask Spread %4.992.319.633.183.56
Gamma HHI0.080.070.090.080.09
Net GEX-747.2K-34.6M19.8M14.5M-34.6M
Net DEX376.5M-267.9M973.3M48.5M948.3M
Net VEX-8.4M-9.7M-6.6M-9.4M-6.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.341.600.750.87
Total Volume61,299.57123,573267,81129,67068,418
Total OI553,276.143472,275658,614545,810658,614

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$119.10$130.0044.3%10.1%47.6%76.2%37.2%7.7%-2.4%14.5M48.5M-9.4M0.753.1816,95012,720303,430242,380
2022-06-02$122.89$115.0042.4%11.2%48.2%70.5%40.2%6.9%-2.3%19.8M-267.9M-9.7M0.594.4641,93024,866305,630246,812
2022-06-03$120.81$120.0043.2%11.7%42.8%72.8%40.8%6.8%-2.4%10.7M18.1M-9.7M0.928.4021,85320,027302,354260,247
2022-06-06$120.11$120.0043.6%11.8%41.7%74.0%41.7%7.8%-1.6%9.0M16.9M-9.5M1.602.3111,55318,525294,138243,242
2022-06-07$121.85$120.0042.0%11.7%39.9%69.3%42.1%7.3%-0.9%10.2M-132.6M-9.5M0.768.6614,81011,243296,499247,587
2022-06-08$122.75$120.0041.9%11.4%39.2%68.9%41.3%6.8%-2.0%13.2M-253.4M-9.6M0.928.8916,75215,349299,864247,821
2022-06-09$119.12$120.0043.9%12.0%40.7%74.9%39.3%7.4%-2.2%3.6M54.3M-9.5M0.585.4020,01311,631304,892252,779
2022-06-10$115.21$120.0045.6%12.7%42.8%80.2%43.2%6.3%-1.8%-592.3K354.7M-9.1M1.334.9815,44220,553313,928253,892
2022-06-13$109.93$120.0051.4%14.6%42.8%97.5%51.3%9.5%-2.2%-5.3M660.1M-8.5M0.776.1316,79512,921308,035245,939
2022-06-14$110.92$120.0049.5%14.1%42.9%91.6%49.4%8.7%-2.5%-4.4M574.0M-8.5M0.878.1512,59910,974312,866247,301
2022-06-15$113.67$120.0046.0%13.2%42.5%81.3%45.8%8.0%-1.5%70.6K388.0M-8.7M0.509.6318,1038,989314,648249,513
2022-06-16$106.67$120.0051.8%15.0%43.5%98.4%51.0%9.1%-3.3%-11.2M864.7M-7.7M0.713.6220,23014,454316,883249,268
2022-06-17$107.38$115.0049.3%14.4%43.1%91.1%49.5%8.3%-2.5%-521.9K828.2M-7.7M0.774.8020,24915,669320,396251,490
2022-06-21$108.92$115.0047.1%14.1%43.4%84.4%49.0%7.6%-1.4%1.2M434.8M-7.7M0.342.7830,19110,395265,748206,527
2022-06-22$104.83$115.0048.2%14.7%45.5%87.9%50.7%8.0%-1.4%-4.7M702.0M-7.0M0.663.4521,57314,139273,760210,059
2022-06-23$107.85$115.0048.0%14.8%46.7%87.3%53.7%8.3%-1.6%2.2M469.6M-7.6M0.913.8829,14126,571279,000212,422
2022-06-24$112.55$115.0046.1%14.3%49.1%81.5%51.0%8.5%-1.8%7.8M78.9M-8.3M0.763.4940,70431,053286,474224,947
2022-06-27$110.52$115.0050.1%16.5%47.0%93.4%59.6%9.3%-0.6%5.4M274.7M-8.1M1.342.8979,820107,151284,020224,107
2022-06-28$103.11$115.0038.8%11.7%52.1%59.7%40.6%5.3%-0.0%-29.2M973.3M-6.6M0.953.00137,449130,362326,374287,536
2022-06-29$103.31$114.0039.5%11.5%50.2%61.7%40.3%5.6%-0.5%-22.7M870.5M-6.9M0.803.0563,92051,204356,681290,696
2022-06-30$102.33$112.0040.1%11.3%50.1%63.7%39.7%6.0%0.2%-34.6M948.3M-6.7M0.873.5636,63831,780362,632295,982