NKE Options History — August 2022

In August 2022, NKE traded between $107.37 and $118.40. ATM implied volatility averaged 33.1%, placing in the 42.7% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 1.2% (HV 20d: 34.3%). Max pain ranged from $105.00 to $120.00. Net GEX was positive for 15 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.96.

Notable Days

2022-08-26: Highest Volume — 63,033 contracts
2022-08-22: Largest IV spike — 17.8% change
2022-08-31: Highest IV Rank — 71.3%
2022-08-31: Largest Expected Move — 9.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$112.82	$107.37	$118.40	$114.63	$107.37
Max Pain	$116.52	$105.00	$120.00	$105.00	$115.00
ATM IV	33.1%	28.5%	42.7%	31.5%	42.7%
Expected Move	8.9%	8.1%	9.6%	9.1%	9.6%
HV 20d	34.3%	28.9%	38.0%	36.6%	28.9%
HV 60d	41.5%	39.6%	45.0%	45.0%	39.8%
IV Rank	42.7%	29.1%	71.3%	37.9%	71.3%
IV Percentile	53.6%	35.7%	83.7%	48.8%	83.7%
Term Structure	1.5%	-1.3%	5.7%	-0.9%	-1.2%
VWIV	31.7%	28.4%	35.8%	34.5%	33.6%
Skew 25d	5.9%	4.5%	7.1%	5.9%	6.0%
Skew 10d	11.9%	9.0%	14.1%	12.7%	13.4%
Call IV 25d	30.7%	26.3%	40.2%	29.0%	40.2%
Put IV 25d	36.6%	31.4%	46.2%	34.9%	46.2%
Bid-Ask Spread %	3.79	2.03	6.80	4.74	4.25
Gamma HHI	0.09	0.05	0.24	0.10	0.06
Net GEX	8.9M	-9.9M	52.0M	13.8M	-9.9M
Net DEX	189.1M	-282.7M	669.4M	-16.9M	669.4M
Net VEX	-7.2M	-7.6M	-6.6M	-7.3M	-7.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.96	0.54	1.72	1.07	0.82
Total Volume	29,190.652	17,248	63,033	22,430	32,680
Total OI	495,564.522	452,080	541,004	452,080	532,324

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
2022-08-01	$114.63	$105.00	31.5%	9.1%	36.6%	37.9%	34.5%	5.9%	-0.9%	13.8M	-16.9M	-7.3M	1.07	4.74	10,836	11,594	243,766	208,314
2022-08-02	$112.07	$105.00	33.3%	9.6%	37.1%	43.4%	35.8%	6.6%	-1.3%	4.0M	180.5M	-7.1M	1.72	6.34	11,536	19,869	247,004	213,444
2022-08-03	$114.67	$105.00	30.5%	8.8%	37.7%	34.9%	32.9%	6.1%	-0.9%	13.0M	-20.7M	-7.3M	0.83	4.42	12,428	10,257	251,097	222,956
2022-08-04	$114.29	$120.00	30.6%	8.7%	36.5%	35.4%	30.8%	5.9%	-0.1%	12.6M	9.5M	-7.2M	0.86	3.76	9,268	7,980	253,092	224,423
2022-08-05	$113.63	$120.00	29.4%	8.4%	36.7%	31.8%	31.8%	6.4%	-0.6%	8.6M	82.7M	-7.1M	1.26	4.33	9,564	12,054	254,858	225,906
2022-08-08	$113.92	$120.00	29.9%	8.7%	34.7%	33.3%	31.6%	6.0%	0.6%	10.2M	79.3M	-7.1M	1.21	2.17	12,976	15,668	246,664	213,548
2022-08-09	$109.81	$120.00	31.8%	9.3%	37.1%	38.8%	32.7%	6.7%	1.0%	-5.3M	379.5M	-6.6M	1.04	2.12	14,738	15,330	248,075	218,689
2022-08-10	$113.09	$120.00	28.7%	8.3%	38.0%	29.5%	28.7%	5.6%	0.3%	11.0M	108.2M	-6.8M	1.28	4.30	14,813	19,021	254,583	223,675
2022-08-11	$114.03	$120.00	30.1%	8.8%	37.1%	33.8%	32.0%	5.4%	0.6%	15.9M	39.4M	-7.0M	0.64	4.24	28,459	18,346	258,114	233,521
2022-08-12	$115.88	$120.00	29.1%	8.6%	37.2%	30.8%	30.5%	5.1%	1.3%	52.0M	-153.1M	-7.4M	1.06	2.03	15,364	16,267	270,590	241,213
2022-08-15	$116.42	$120.00	30.1%	8.7%	36.8%	33.7%	30.1%	5.3%	3.4%	22.8M	-123.7M	-7.4M	0.88	2.91	13,130	11,618	261,580	238,875
2022-08-16	$118.40	$120.00	28.5%	8.2%	33.1%	29.1%	29.8%	5.3%	4.8%	32.3M	-282.7M	-7.6M	0.65	2.13	22,341	14,449	265,266	245,636
2022-08-17	$117.05	$120.00	30.4%	8.7%	33.1%	34.6%	30.2%	4.5%	3.5%	29.2M	-179.7M	-7.6M	0.93	3.83	10,781	10,076	273,754	249,852
2022-08-18	$116.11	$120.00	29.8%	8.3%	33.3%	32.7%	29.4%	4.6%	5.7%	22.6M	-68.2M	-7.4M	0.86	3.65	10,110	8,668	278,507	253,985
2022-08-19	$113.12	$120.00	30.1%	8.1%	33.9%	33.8%	28.4%	4.7%	5.7%	-3.0M	210.5M	-7.2M	1.25	2.11	14,357	17,887	284,454	256,550
2022-08-22	$110.22	$120.00	35.5%	9.1%	35.3%	49.8%	31.5%	5.8%	2.0%	-3.3M	484.2M	-6.9M	0.79	3.73	13,163	10,402	254,852	211,357
2022-08-23	$110.70	$115.00	38.0%	9.1%	32.7%	57.4%	31.3%	7.1%	1.2%	-1.7M	446.9M	-7.0M	0.61	3.51	20,469	12,422	260,049	215,408
2022-08-24	$111.84	$115.00	35.8%	8.6%	31.5%	50.7%	31.4%	7.1%	2.1%	2.1M	368.8M	-7.1M	1.02	2.81	13,174	13,480	273,165	222,283
2022-08-25	$112.92	$115.00	35.6%	8.7%	29.3%	50.4%	31.0%	6.4%	3.1%	4.1M	277.5M	-7.4M	1.14	4.71	9,728	11,129	281,184	228,288
2022-08-26	$108.29	$115.00	37.3%	9.4%	31.1%	55.3%	33.1%	6.9%	5.7%	-9.8M	633.2M	-7.0M	0.77	3.56	35,576	27,457	284,125	234,134
2022-08-29	$108.11	$115.00	40.9%	9.6%	31.1%	66.0%	34.0%	6.4%	-1.1%	-7.9M	611.1M	-7.2M	0.73	4.73	17,646	12,876	276,822	237,213
2022-08-30	$108.35	$115.00	41.8%	9.6%	30.2%	68.6%	33.8%	5.7%	-1.2%	-8.2M	613.6M	-7.3M	0.54	6.80	13,858	7,540	283,198	241,591
2022-08-31	$107.37	$115.00	42.7%	9.6%	28.9%	71.3%	33.6%	6.0%	-1.2%	-9.9M	669.4M	-7.2M	0.82	4.25	17,942	14,738	287,517	244,807