NKE Options History — November 2022

In November 2022, NKE traded between $90.81 and $108.66. ATM implied volatility averaged 39.5%, placing in the 59.3% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded below realized volatility by 3.9% (HV 20d: 43.4%). Max pain ranged from $91.00 to $97.50. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.45.

Notable Days

  • 2022-11-11: Highest Volume — 107,833 contracts
  • 2022-11-21: Largest IV spike — 15.9% change
  • 2022-11-28: Highest IV Rank — 81.4%
  • 2022-11-09: Largest Expected Move — 11.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$101.26$90.81$108.66$93.82$108.66
Max Pain$95.26$91.00$97.50$91.00$97.50
ATM IV39.5%35.3%46.6%35.7%44.5%
Expected Move10.3%9.2%11.0%11.0%9.4%
HV 20d43.4%31.6%49.7%31.7%47.4%
HV 60d47.5%43.1%49.8%43.8%49.2%
IV Rank59.3%46.0%81.4%47.5%75.1%
IV Percentile62.9%42.1%90.1%46.8%82.5%
Term Structure1.7%-2.2%10.1%-0.4%-2.0%
VWIV36.5%32.6%39.6%38.6%34.1%
Skew 25d5.4%4.4%6.5%6.0%5.4%
Skew 10d10.8%8.5%13.9%10.7%11.1%
Call IV 25d37.1%32.7%44.2%32.8%42.6%
Put IV 25d42.5%37.4%50.7%38.8%47.9%
Bid-Ask Spread %2.321.933.042.322.56
Gamma HHI0.060.040.080.060.05
Net GEX1.9M-10.0M18.8M-1.2M7.0M
Net DEX-137.8M-800.6M564.5M296.4M-521.2M
Net VEX-7.9M-8.4M-7.0M-7.4M-8.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.450.602.601.000.60
Total Volume45,167.52413,315107,83333,28834,116
Total OI603,564.857557,746654,850574,935613,650

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-11-01$93.82$91.0035.7%11.0%31.7%47.5%38.6%6.0%-0.4%-1.2M296.4M-7.4M1.002.3216,61016,678293,434281,501
2022-11-02$90.88$92.0035.7%10.9%32.0%47.5%37.7%5.9%-0.3%-8.7M551.4M-7.0M1.352.7914,30519,351297,260285,161
2022-11-03$90.81$95.0035.9%10.5%31.6%48.0%36.9%5.7%-0.3%-10.0M564.5M-7.0M1.552.2111,47117,832300,165288,748
2022-11-04$95.81$95.0036.7%10.7%33.8%50.4%38.0%4.9%-0.4%-1.0M100.3M-7.6M0.682.5852,47835,792301,671291,291
2022-11-07$93.40$95.0037.4%10.9%35.4%52.7%36.6%5.1%0.8%-5.2M373.7M-7.3M1.012.1621,27821,502295,651284,133
2022-11-08$94.14$95.0037.4%10.8%35.4%52.7%38.1%5.1%0.2%-2.0M308.8M-7.5M1.691.9313,23122,298303,940290,159
2022-11-09$92.15$95.0038.0%11.0%36.3%54.4%39.6%5.4%0.5%-8.2M488.0M-7.3M2.532.279,74824,701305,799295,903
2022-11-10$99.30$95.0035.3%10.3%44.5%46.0%37.0%4.9%0.9%11.8M-167.7M-7.7M1.482.1619,61028,999308,277304,900
2022-11-11$106.62$95.0035.4%10.4%49.2%46.3%37.4%4.4%1.2%18.8M-800.6M-8.0M0.622.4666,57341,260313,578313,271
2022-11-14$104.78$95.0035.9%10.4%49.7%48.1%38.5%4.6%9.3%12.2M-498.0M-8.0M2.602.1711,23729,266306,578307,056
2022-11-15$106.67$95.0036.7%10.6%49.6%50.6%37.8%5.5%8.7%13.7M-645.2M-8.0M1.302.5923,56630,728308,506315,664
2022-11-16$105.15$95.0035.9%10.3%49.5%47.9%36.7%4.6%9.8%9.8M-499.2M-8.1M2.362.2511,50127,176314,257323,899
2022-11-17$105.02$95.0037.8%10.3%48.8%53.8%37.0%4.5%9.6%5.4M-456.2M-8.2M1.742.3717,51930,437316,848330,747
2022-11-18$105.52$95.0038.3%9.9%48.7%55.5%34.7%4.7%10.1%4.7M-494.2M-8.1M1.421.9922,76632,215318,907335,943
2022-11-21$103.97$95.0044.4%10.3%49.3%74.7%36.2%6.5%-1.2%-2.4M-123.7M-8.1M1.442.0618,86227,241273,765283,981
2022-11-22$105.91$95.0044.5%9.7%48.2%75.0%34.5%6.3%-1.9%-967.6K-265.3M-8.2M1.592.2718,92930,109279,411294,433
2022-11-23$106.59$97.5045.4%9.2%48.2%77.9%32.6%6.4%-1.6%1.4M-343.1M-8.3M1.453.0418,06826,257287,716305,134
2022-11-25$106.20$97.5046.0%9.5%47.5%79.7%34.0%6.3%-2.1%-2.9M-312.2M-8.4M1.102.156,3496,966294,591314,349
2022-11-28$104.97$97.5046.6%10.1%47.2%81.4%36.0%6.4%-2.0%-3.3M-169.1M-8.2M1.122.0611,65713,072288,763303,668
2022-11-29$106.02$97.5046.3%9.9%46.9%80.7%34.8%5.8%-2.2%260.2K-280.4M-8.2M1.832.2816,52730,237294,104308,050
2022-11-30$108.66$97.5044.5%9.4%47.4%75.1%34.1%5.4%-2.0%7.0M-521.2M-8.3M0.602.5621,33212,784297,585316,065