NKE Options History — December 2022

In December 2022, NKE traded between $102.94 and $117.56. ATM implied volatility averaged 40.3%, placing in the 61.7% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 0.3% (HV 20d: 40.0%). Max pain ranged from $97.50 to $105.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.72.

Notable Days

  • 2022-12-21: Highest Volume — 311,460 contracts
  • 2022-12-21: Largest IV drop — 36.3% change
  • 2022-12-07: Highest IV Rank — 81.6%
  • 2022-12-19: Largest Expected Move — 13.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$111.48$102.94$117.56$110.95$116.89
Max Pain$104.64$97.50$105.00$97.50$105.00
ATM IV40.3%28.5%46.6%45.0%30.9%
Expected Move10.8%8.2%13.0%9.5%8.7%
HV 20d40.0%24.7%51.2%45.2%50.6%
HV 60d47.7%43.2%52.9%49.0%43.2%
IV Rank61.7%24.9%81.6%76.6%32.2%
IV Percentile63.9%17.9%90.1%84.9%25.8%
Term Structure-1.2%-2.9%0.9%-2.6%0.9%
VWIV38.2%30.0%45.6%33.9%32.5%
Skew 25d5.0%3.5%6.1%5.7%4.6%
Skew 10d9.6%6.9%12.0%11.6%9.2%
Call IV 25d38.0%27.4%44.1%42.5%28.6%
Put IV 25d43.0%31.0%49.6%48.2%33.2%
Bid-Ask Spread %2.261.485.072.342.00
Gamma HHI0.060.040.160.060.09
Net GEX4.8M-19.4M47.3M16.5M-13.9M
Net DEX-576.2M-1.30B263.4M-743.8M-886.7M
Net VEX-8.2M-8.5M-7.8M-8.3M-8.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.720.392.960.392.84
Total Volume77,698.8123,639311,46077,11550,733
Total OI687,578.81609,136859,919624,707745,016

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-12-01$110.95$97.5045.0%9.5%45.2%76.6%33.9%5.7%-2.6%16.5M-743.8M-8.3M0.392.3455,38021,735304,968319,739
2022-12-02$112.19$105.0044.3%9.2%45.1%74.4%32.3%5.7%-2.7%23.6M-658.6M-8.2M0.932.3126,61824,786298,966330,741
2022-12-05$109.42$105.0045.7%11.9%43.7%78.8%42.5%5.9%-1.6%5.7M-391.6M-8.4M1.401.5912,35317,247303,735320,640
2022-12-06$107.68$105.0046.3%12.0%42.9%80.7%41.4%5.9%-1.5%-1.5M-227.0M-8.5M1.591.7820,59832,812307,941326,106
2022-12-07$108.47$105.0046.6%12.1%42.9%81.6%41.4%5.5%-1.9%1.9M-321.7M-8.5M2.501.7110,99327,470314,418329,233
2022-12-08$111.16$105.0046.0%12.3%42.0%79.8%41.2%5.5%-2.0%14.0M-604.2M-8.5M1.361.7415,70321,423317,099332,867
2022-12-09$109.50$105.0046.1%12.1%34.9%79.9%43.0%5.5%-1.7%2.2M-422.9M-8.5M1.711.4820,48634,959320,701340,063
2022-12-12$111.85$105.0046.3%12.6%25.7%80.6%43.1%5.7%-1.8%16.8M-667.9M-8.4M0.491.8715,8147,825315,752328,095
2022-12-13$113.00$105.0044.0%11.7%24.7%73.3%43.1%5.2%-2.8%25.5M-802.8M-8.3M0.942.0319,55418,401322,532331,540
2022-12-14$111.28$105.0042.5%11.6%25.0%68.6%39.5%4.9%-1.9%21.4M-617.4M-8.2M2.352.1621,47950,380325,817336,824
2022-12-15$108.49$105.0043.4%11.8%26.2%71.6%42.3%4.6%-2.9%5.3M-286.8M-8.3M0.971.7215,49715,108332,490342,419
2022-12-16$105.75$105.0043.9%12.2%27.9%73.1%42.3%4.8%-2.0%-3.3M4.1M-8.1M1.835.0720,83938,070335,053345,464
2022-12-19$102.94$105.0046.2%13.0%29.5%80.2%45.6%5.6%-1.8%-10.5M216.6M-8.0M1.932.1128,51655,073298,501310,635
2022-12-20$103.03$105.0044.8%12.7%29.1%75.9%45.4%6.1%-1.6%-14.6M263.4M-8.1M1.853.9169,630128,621311,958341,996
2022-12-21$115.86$105.0028.5%8.2%50.7%24.9%30.1%3.6%0.6%47.3M-1.30B-7.8M1.911.99107,194204,266354,897420,783
2022-12-22$116.34$105.0031.3%9.0%50.7%33.5%32.8%4.0%0.3%-636.9K-1.03B-8.4M2.931.8542,758125,083359,800477,433
2022-12-23$116.29$105.0029.8%8.5%50.7%28.7%30.0%3.5%0.6%-19.4M-1.08B-8.1M1.472.1534,47450,776363,803496,116
2022-12-27$117.56$105.0030.9%8.8%50.3%32.3%32.2%3.7%0.8%3.2M-972.5M-8.1M1.773.9819,78335,012319,827392,598
2022-12-28$115.06$105.0032.3%9.2%51.2%36.7%34.2%4.5%0.7%-17.3M-630.0M-8.4M2.961.9217,08950,551325,646402,532
2022-12-29$117.34$105.0031.0%8.8%51.0%32.7%33.6%4.4%0.7%-1.9M-944.5M-8.2M1.981.8015,63730,949329,431404,980
2022-12-30$116.89$105.0030.9%8.7%50.6%32.2%32.5%4.6%0.9%-13.9M-886.7M-8.0M2.842.0013,21337,520333,561411,455