NKE Options History — September 2022

In September 2022, NKE traded between $83.53 and $112.19. ATM implied volatility averaged 45.5%, placing in the 79.7% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 10.9% (HV 20d: 34.6%). Max pain ranged from $108.00 to $115.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 1.05.

Notable Days

  • 2022-09-30: Highest Volume — 339,045 contracts
  • 2022-09-30: Largest IV drop — 23.4% change
  • 2022-09-29: Highest IV Rank — 100.0%
  • 2022-09-29: Largest Expected Move — 16.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$102.59$83.53$112.19$105.60$83.53
Max Pain$110.38$108.00$115.00$115.00$108.00
ATM IV45.5%40.2%52.5%42.9%40.2%
Expected Move12.7%9.5%16.1%9.7%11.7%
HV 20d34.6%26.6%59.4%29.3%59.4%
HV 60d37.5%34.5%44.0%39.8%44.0%
IV Rank79.7%63.5%100.0%72.1%63.5%
IV Percentile88.4%69.8%100.0%84.9%69.8%
Term Structure-1.4%-2.6%-0.1%-1.0%-0.1%
VWIV43.9%32.2%55.0%34.0%40.8%
Skew 25d7.4%6.4%8.6%6.7%7.0%
Skew 10d14.6%12.3%17.4%14.1%13.0%
Call IV 25d42.2%38.0%48.7%40.7%38.0%
Put IV 25d49.6%44.5%57.0%47.4%45.0%
Bid-Ask Spread %3.061.676.555.561.80
Gamma HHI0.070.060.120.070.11
Net GEX-11.6M-28.4M4.7M-16.5M-28.4M
Net DEX741.6M204.6M1.70B793.4M1.70B
Net VEX-6.7M-7.3M-4.5M-7.0M-4.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.050.632.201.221.13
Total Volume59,468.85719,150339,04534,948339,045
Total OI535,005.667473,748673,701534,525673,701

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$105.60$115.0042.9%9.7%29.3%72.1%34.0%6.7%-1.0%-16.5M793.4M-7.0M1.225.5615,73919,209288,879245,646
2022-09-02$105.27$115.0042.6%9.5%29.3%71.1%32.2%6.8%-1.1%-19.3M834.7M-7.0M0.743.7519,00014,076295,016252,254
2022-09-06$105.06$110.0043.8%11.9%29.2%74.5%41.3%7.4%-1.2%-12.6M779.0M-6.8M0.966.5511,58511,111276,469240,342
2022-09-07$108.25$110.0042.1%11.1%28.9%69.5%39.8%6.8%-1.5%-4.6M535.6M-7.0M0.713.7316,90811,961278,908241,380
2022-09-08$108.34$110.0042.2%11.2%26.6%69.9%40.5%7.0%-1.6%-3.5M516.6M-7.0M0.985.489,6499,501282,626242,548
2022-09-09$111.42$110.0040.9%11.2%28.5%66.1%37.7%6.6%-1.7%2.6M239.2M-7.3M0.682.6917,47411,917283,246244,818
2022-09-12$112.19$110.0041.5%11.6%27.9%67.7%39.4%6.4%-0.6%4.7M204.6M-7.2M0.882.1717,08514,954274,355236,846
2022-09-13$105.62$110.0044.3%12.3%34.7%76.3%42.4%7.1%-1.4%-13.6M737.7M-6.8M0.983.1417,06516,670278,692243,614
2022-09-14$106.72$110.0043.9%12.3%34.2%74.9%41.8%7.4%-0.9%-11.6M628.1M-6.9M2.203.2710,68223,472281,776248,405
2022-09-15$105.15$110.0045.0%12.5%34.3%78.3%43.2%7.9%-1.3%-16.7M723.4M-6.7M0.954.2825,97224,681285,017248,060
2022-09-16$104.07$110.0045.5%12.5%34.4%79.9%43.8%7.6%-2.6%-9.7M820.4M-6.6M1.482.4316,52824,438297,015253,356
2022-09-19$107.06$110.0044.6%12.6%35.5%77.0%43.2%7.3%-1.3%-6.1M453.9M-6.9M0.632.1014,1238,929253,053220,695
2022-09-20$102.99$110.0047.6%13.5%36.8%86.0%46.0%7.9%-1.6%-11.3M679.0M-6.6M1.061.9524,43525,917259,837224,850
2022-09-21$100.06$110.0047.2%13.5%37.8%84.8%46.1%7.8%-1.7%-15.9M847.5M-6.4M1.052.3320,93421,997272,235236,492
2022-09-22$98.96$110.0047.5%13.7%37.4%85.7%47.8%6.8%-2.1%-18.1M866.1M-6.5M0.842.1223,82419,961281,679240,681
2022-09-23$96.88$110.0048.9%14.2%37.3%89.7%48.0%7.6%-1.5%-19.0M968.7M-6.3M1.062.1430,87332,684289,690246,099
2022-09-26$96.34$110.0051.6%15.3%35.0%98.0%53.0%8.6%-1.5%-11.7M849.4M-6.4M0.892.5228,39125,338282,255236,895
2022-09-27$96.53$110.0051.3%15.4%35.1%97.0%52.7%8.5%-1.8%-10.7M814.7M-6.6M1.122.1823,71426,647298,176248,457
2022-09-28$99.02$110.0049.7%15.0%36.7%92.2%52.7%7.6%-1.4%-7.5M676.1M-7.2M1.221.6727,60433,567306,310258,594
2022-09-29$95.43$110.0052.5%16.1%38.5%100.0%55.0%8.3%-1.7%-13.2M906.4M-6.7M1.212.3972,83188,355313,435272,717
2022-09-30$83.53$108.0040.2%11.7%59.4%63.5%40.8%7.0%-0.1%-28.4M1.70B-4.5M1.131.80159,113179,932350,380323,321