NKE Options History — October 2022

In October 2022, NKE traded between $85.76 and $93.71. ATM implied volatility averaged 38.0%, placing in the 56.7% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded below realized volatility by 19.7% (HV 20d: 57.6%). Max pain ranged from $90.00 to $104.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.35.

Notable Days

  • 2022-10-05: Highest Volume — 147,003 contracts
  • 2022-10-04: Largest IV drop — 6.0% change
  • 2022-10-11: Highest IV Rank — 66.2%
  • 2022-10-11: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$89.39$85.76$93.71$85.76$93.01
Max Pain$94.52$90.00$104.00$104.00$91.00
ATM IV38.0%35.0%41.1%38.6%35.3%
Expected Move11.0%10.5%11.7%11.2%10.8%
HV 20d57.6%33.3%62.8%60.8%33.3%
HV 60d44.2%42.7%45.5%44.4%43.7%
IV Rank56.7%46.5%66.2%58.7%46.6%
IV Percentile59.7%44.4%71.8%64.7%45.2%
Term Structure-0.3%-1.5%0.5%0.1%-0.3%
VWIV39.2%36.7%43.9%38.7%39.0%
Skew 25d6.7%5.7%7.5%7.2%6.2%
Skew 10d13.0%11.2%15.0%13.9%11.2%
Call IV 25d35.0%32.2%38.0%35.0%32.5%
Put IV 25d41.7%38.0%45.5%42.2%38.7%
Bid-Ask Spread %2.121.742.811.942.31
Gamma HHI0.080.050.100.100.06
Net GEX-10.4M-22.4M6.3M-13.6M-1.5M
Net DEX761.2M239.3M1.15B1.15B353.9M
Net VEX-6.5M-7.4M-5.1M-5.1M-7.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.350.712.010.741.95
Total Volume65,116.71430,543147,003132,73030,543
Total OI660,495.952529,788735,547633,851564,465

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$85.76$104.0038.6%11.2%60.8%58.7%38.7%7.2%0.1%-13.6M1.15B-5.1M0.741.9476,15956,571352,827281,024
2022-10-04$88.58$100.0036.3%10.8%62.6%51.8%38.6%7.3%0.1%-11.3M938.6M-5.8M1.082.0042,22245,496367,302298,674
2022-10-05$91.45$100.0036.8%10.9%62.8%53.6%40.9%6.8%0.2%-8.4M698.9M-6.5M1.532.5958,02888,975375,444310,242
2022-10-06$90.21$97.5038.4%10.9%62.7%58.2%38.2%6.5%0.0%-14.3M777.9M-6.5M1.072.3136,93939,604384,349327,223
2022-10-07$86.99$95.0039.1%11.1%61.8%60.4%38.1%6.4%-0.1%-20.4M1.08B-6.1M1.442.8128,16140,468395,958336,846
2022-10-10$86.73$95.0040.4%11.3%61.5%64.0%40.2%7.2%-0.8%-17.9M1.04B-6.1M1.732.0820,24735,022371,269305,316
2022-10-11$87.63$95.0041.1%11.7%59.4%66.2%40.7%7.5%0.1%-18.0M969.5M-6.3M0.711.9628,85920,410377,741317,347
2022-10-12$88.58$95.0040.6%11.7%59.4%64.9%40.1%7.4%-0.2%-16.0M889.5M-6.5M1.711.7623,74840,564383,148322,788
2022-10-13$89.61$95.0039.3%11.1%59.8%60.9%40.3%7.3%-0.6%-13.4M802.7M-6.6M1.282.3123,46729,981386,572326,978
2022-10-14$87.82$95.0039.8%11.4%59.9%62.2%39.4%6.4%-0.1%-16.1M962.7M-6.3M1.312.2629,29838,402388,956328,236
2022-10-17$90.21$95.0038.6%11.0%59.8%58.7%43.9%6.8%-0.6%-8.3M712.4M-6.7M1.111.9134,12937,729381,208301,874
2022-10-18$89.73$95.0037.8%10.8%58.8%56.4%37.7%6.6%-0.7%-11.0M769.9M-6.6M0.922.2929,65627,224388,789319,229
2022-10-19$88.33$95.0038.6%11.1%58.3%58.8%37.6%6.0%-1.3%-17.7M912.1M-6.4M2.012.0512,62725,384391,655324,336
2022-10-20$86.96$92.5038.5%11.1%58.4%58.5%38.9%6.5%-0.5%-22.4M1.03B-6.3M1.702.4124,72742,122394,259326,678
2022-10-21$88.56$92.5036.9%10.7%58.7%53.7%36.7%6.7%-1.5%-6.2M887.3M-6.4M1.362.2721,36529,069400,544335,003
2022-10-24$88.32$92.5037.9%11.2%58.7%56.6%39.8%7.3%0.5%-8.6M620.7M-6.4M1.731.8619,41233,518276,960252,828
2022-10-25$91.67$90.0036.2%10.8%60.5%51.8%40.2%6.5%-0.0%-1.2M388.4M-7.0M1.291.8324,74431,821284,295264,720
2022-10-26$92.53$90.0035.8%10.9%59.8%50.6%38.1%5.7%0.0%3.2M308.0M-7.2M0.801.7434,46327,661293,323271,102
2022-10-27$90.89$90.0036.4%10.9%58.8%52.2%38.1%5.8%-0.0%-984.6K449.3M-7.0M1.151.8918,47621,286298,035276,753
2022-10-28$93.71$90.0035.0%10.5%33.9%46.5%37.9%5.7%-0.2%6.3M239.3M-7.4M1.701.8814,39824,476301,510284,609
2022-10-31$93.01$91.0035.3%10.8%33.3%46.6%39.0%6.2%-0.3%-1.5M353.9M-7.3M1.952.3110,36420,179290,935273,530