NKE Options History — July 2022

In July 2022, NKE traded between $101.34 and $115.06. ATM implied volatility averaged 34.2%, placing in the 45.9% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded below realized volatility by 11.0% (HV 20d: 45.1%). Max pain ranged from $105.00 to $111.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.90.

Notable Days

2022-07-26: Highest Volume — 79,280 contracts
2022-07-27: Largest IV drop — 10.9% change
2022-07-01: Highest IV Rank — 57.2%
2022-07-05: Largest Expected Move — 10.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$107.06	$101.34	$115.06	$101.34	$115.06
Max Pain	$105.30	$105.00	$111.00	$111.00	$105.00
ATM IV	34.2%	29.8%	38.0%	38.0%	29.8%
Expected Move	9.7%	8.4%	10.6%	10.5%	8.4%
HV 20d	45.1%	34.5%	51.0%	48.0%	36.9%
HV 60d	45.9%	44.2%	47.2%	46.6%	45.3%
IV Rank	45.9%	32.9%	57.2%	57.2%	32.9%
IV Percentile	60.6%	44.0%	73.0%	73.0%	44.0%
Term Structure	0.0%	-0.8%	0.7%	0.6%	0.6%
VWIV	34.7%	31.0%	37.0%	36.4%	33.3%
Skew 25d	6.0%	5.5%	6.7%	6.3%	5.5%
Skew 10d	12.6%	10.7%	14.0%	13.7%	12.5%
Call IV 25d	31.6%	27.3%	35.4%	35.4%	27.3%
Put IV 25d	37.6%	32.8%	41.7%	41.7%	32.8%
Bid-Ask Spread %	5.31	2.59	9.95	3.91	4.75
Gamma HHI	0.09	0.07	0.21	0.09	0.10
Net GEX	955.8K	-28.1M	21.5M	-28.1M	14.5M
Net DEX	426.4M	-124.3M	1.03B	1.03B	-124.3M
Net VEX	-7.0M	-7.7M	-6.5M	-6.6M	-7.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.90	0.57	1.28	0.79	1.08
Total Volume	38,629.45	21,079	79,280	62,022	36,901
Total OI	523,865.85	450,889	663,753	663,753	476,439

Daily Data (20 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
2022-07-01	$101.34	$111.00	38.0%	10.5%	48.0%	57.2%	36.4%	6.3%	0.6%	-28.1M	1.03B	-6.6M	0.79	3.91	34,611	27,411	366,113	297,640
2022-07-05	$104.06	$105.00	37.6%	10.6%	49.5%	56.1%	36.8%	6.4%	0.3%	-7.4M	687.6M	-6.9M	0.75	9.95	24,629	18,582	312,825	244,445
2022-07-06	$104.65	$105.00	36.5%	10.3%	49.7%	53.0%	36.4%	5.5%	-0.4%	-1.3M	628.5M	-6.9M	0.74	8.21	17,078	12,554	318,717	247,977
2022-07-07	$107.89	$105.00	34.9%	9.8%	51.0%	48.2%	35.7%	6.2%	-0.0%	10.6M	361.2M	-7.4M	0.57	8.72	26,027	14,886	320,069	248,669
2022-07-08	$108.09	$105.00	33.8%	9.5%	50.8%	44.9%	35.3%	5.5%	-0.0%	7.0M	338.9M	-7.3M	0.76	6.11	20,944	15,918	322,107	253,324
2022-07-11	$105.00	$105.00	35.8%	10.3%	50.8%	50.8%	36.8%	6.0%	0.2%	-2.5M	624.9M	-6.8M	0.76	8.32	19,812	14,981	311,239	242,039
2022-07-12	$103.40	$105.00	36.9%	10.3%	49.9%	54.0%	36.8%	6.5%	-0.8%	-11.3M	755.9M	-6.5M	0.95	5.39	12,394	11,770	311,924	248,048
2022-07-13	$105.09	$105.00	36.3%	10.4%	47.9%	52.2%	37.0%	6.2%	0.1%	-4.5M	612.5M	-6.8M	0.89	6.94	16,994	15,101	314,611	249,230
2022-07-14	$103.22	$105.00	35.8%	10.0%	48.0%	50.7%	35.4%	6.0%	-0.8%	-14.5M	755.6M	-6.5M	0.87	5.79	18,104	15,817	317,562	252,878
2022-07-15	$104.73	$105.00	33.4%	9.6%	47.4%	43.7%	33.9%	5.5%	0.1%	-18.9M	648.4M	-6.6M	0.82	4.01	27,431	22,562	320,985	254,801
2022-07-18	$103.77	$105.00	34.3%	9.8%	41.9%	46.4%	34.4%	6.2%	0.0%	-3.3M	503.3M	-6.5M	0.91	3.95	17,897	16,204	257,578	193,311
2022-07-19	$109.19	$105.00	33.1%	9.5%	45.8%	42.7%	33.9%	6.5%	-0.1%	14.7M	145.7M	-7.3M	0.90	4.04	27,550	24,674	264,002	197,661
2022-07-20	$111.15	$105.00	32.3%	9.3%	46.0%	40.4%	33.8%	5.9%	0.1%	19.4M	19.0M	-7.6M	0.85	3.78	22,601	19,164	268,797	209,022
2022-07-21	$111.18	$105.00	31.8%	9.1%	43.6%	38.9%	32.9%	5.9%	-0.2%	21.5M	23.2M	-7.7M	1.10	2.59	13,037	14,335	273,156	216,542
2022-07-22	$109.00	$105.00	32.3%	9.2%	43.2%	40.5%	32.2%	5.7%	0.7%	8.8M	229.5M	-7.4M	1.26	3.89	11,302	14,228	276,208	221,802
2022-07-25	$108.98	$105.00	33.1%	9.4%	40.2%	42.7%	33.2%	6.2%	0.4%	6.8M	258.9M	-7.3M	1.28	3.54	9,669	12,417	264,691	205,718
2022-07-26	$105.23	$105.00	35.3%	10.1%	41.6%	49.4%	35.2%	6.7%	-0.3%	-7.5M	534.9M	-6.8M	0.85	3.48	42,855	36,425	267,523	210,283
2022-07-27	$108.18	$105.00	31.5%	9.0%	34.5%	37.9%	31.0%	6.4%	0.4%	-1.7M	385.4M	-6.5M	0.61	4.91	13,106	7,973	246,013	212,587
2022-07-28	$111.90	$105.00	30.8%	8.8%	36.3%	35.8%	32.9%	6.1%	0.1%	16.6M	110.3M	-6.9M	1.16	3.83	20,623	24,022	247,327	213,454
2022-07-29	$115.06	$105.00	29.8%	8.4%	36.9%	32.9%	33.3%	5.5%	0.6%	14.5M	-124.3M	-7.3M	1.08	4.75	17,702	19,199	250,692	225,747