NKE Options History — March 2023 In March 2023, NKE traded between $116.90 and $125.79. ATM implied volatility averaged 36.6%, placing in the 43.9% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 14.5% (HV 20d: 22.1%). Max pain ranged from $120.00 to $121.00. Net GEX was positive for 5 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 1.07.
Notable Days 2023-03-22 : Highest Volume — 178,237 contracts2023-03-22 : Largest IV drop — 34.3% change2023-03-17 : Highest IV Rank — 80.2%2023-03-20 : Largest Expected Move — 13.0%Monthly Statistics Metric Avg Min Max Open Close Price $119.81 $116.90 $125.79 $118.77 $122.00 Max Pain $120.04 $120.00 $121.00 $120.00 $120.00 ATM IV 36.6% 25.1% 46.9% 39.8% 25.1% Expected Move 9.7% 7.1% 13.0% 8.3% 7.1% HV 20d 22.1% 17.6% 27.3% 22.2% 27.3% HV 60d 28.8% 21.6% 33.7% 33.7% 23.0% IV Rank 43.9% 2.1% 80.2% 55.4% 2.1% IV Percentile 48.9% 2.0% 93.7% 62.3% 2.0% Term Structure -1.4% -3.5% 0.7% -2.1% 0.7% VWIV 33.9% 24.6% 45.1% 29.3% 24.6% Skew 25d 5.6% 4.6% 7.1% 5.5% 4.7% Skew 10d 10.9% 8.8% 13.7% 10.8% 9.2% Call IV 25d 34.0% 22.8% 43.9% 37.3% 22.8% Put IV 25d 39.6% 27.5% 51.0% 42.8% 27.5% Bid-Ask Spread % 2.45 1.84 3.18 2.06 2.43 Gamma HHI 0.07 0.05 0.14 0.07 0.14 Net GEX -9.6M -34.3M 31.3M -8.5M 31.3M Net DEX -60.6M -574.6M 247.7M 28.5M -386.8M Net VEX -8.6M -9.1M -8.3M -8.4M -8.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.07 0.38 2.09 0.89 0.48 Total Volume 49,190.087 18,936 178,237 23,372 39,692 Total OI 555,454.652 492,958 655,175 535,392 561,657
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 2023-03-01 $118.77 $120.00 39.8% 8.3% 22.2% 55.4% 29.3% 5.5% -2.1% -8.5M 28.5M -8.4M 0.89 2.06 12,375 10,997 253,913 281,479 2023-03-02 $119.80 $120.00 38.9% 7.8% 20.8% 51.9% 27.1% 5.3% -2.2% -7.3M -66.2M -8.4M 0.38 2.04 21,147 8,126 255,950 286,030 2023-03-03 $120.87 $121.00 38.1% 7.5% 21.2% 49.2% 26.4% 5.3% -2.8% 10.2M -174.1M -8.5M 1.19 3.18 9,383 11,148 255,357 288,963 2023-03-06 $120.41 $120.00 38.0% 10.0% 20.9% 49.1% 35.9% 5.2% -1.9% 2.1M -154.2M -8.3M 0.80 2.09 19,586 15,703 239,312 278,217 2023-03-07 $119.47 $120.00 38.7% 10.1% 20.7% 51.4% 35.2% 5.1% -1.9% -6.6M -45.4M -8.3M 1.59 1.84 9,391 14,908 241,738 286,712 2023-03-08 $119.81 $120.00 38.8% 10.2% 20.8% 51.6% 37.3% 5.1% -2.3% -7.7M -73.4M -8.4M 1.01 2.07 9,438 9,498 245,273 292,297 2023-03-09 $117.82 $120.00 40.4% 10.5% 20.0% 57.3% 36.8% 5.3% -2.6% -18.2M 142.3M -8.3M 1.02 2.75 12,972 13,169 248,189 295,679 2023-03-10 $116.90 $120.00 42.9% 11.6% 20.1% 66.1% 40.2% 5.5% -2.9% -23.1M 247.7M -8.4M 1.12 2.99 20,074 22,576 251,900 299,056 2023-03-13 $117.18 $120.00 43.4% 11.9% 20.1% 67.9% 40.0% 6.4% -1.2% -12.4M 175.9M -8.4M 1.24 2.75 15,509 19,263 252,153 291,868 2023-03-14 $118.43 $120.00 41.9% 11.1% 18.0% 62.5% 40.2% 6.2% -2.8% -11.9M 35.6M -8.4M 1.27 2.14 13,605 17,310 255,652 297,060 2023-03-15 $117.78 $120.00 44.3% 11.7% 17.6% 71.1% 41.5% 7.1% -3.5% -15.6M 96.3M -8.5M 1.35 2.61 13,705 18,446 259,523 297,567 2023-03-16 $120.63 $120.00 41.4% 11.3% 19.8% 61.0% 39.5% 6.4% -2.4% 3.4M -225.0M -8.6M 1.27 2.50 13,515 17,166 263,350 301,180 2023-03-17 $120.35 $120.00 46.9% 12.9% 18.2% 80.2% 44.4% 7.1% -2.8% -7.5M -225.7M -8.8M 2.09 3.03 21,066 44,051 266,325 307,132 2023-03-20 $120.97 $120.00 46.3% 13.0% 18.3% 78.2% 45.1% 6.8% -2.6% -2.7M -171.7M -8.8M 1.11 2.85 34,577 38,365 214,867 278,091 2023-03-21 $125.79 $120.00 41.7% 11.8% 21.3% 61.8% 42.0% 6.0% -1.7% 10.0M -574.6M -9.1M 1.02 2.32 78,676 80,635 231,513 299,088 2023-03-22 $120.78 $120.00 27.4% 7.8% 25.6% 11.3% 27.7% 4.6% -0.1% -21.5M -36.8M -8.7M 0.84 2.88 96,605 81,632 283,632 348,838 2023-03-23 $120.87 $120.00 29.8% 8.6% 25.6% 20.1% 30.2% 5.3% -0.0% -22.9M -53.3M -9.0M 1.04 2.80 36,764 38,081 296,036 350,238 2023-03-24 $120.59 $120.00 29.0% 8.3% 24.7% 17.3% 29.2% 5.4% 0.2% -34.3M -40.8M -9.1M 0.97 2.22 23,483 22,701 299,181 355,994 2023-03-27 $118.19 $120.00 28.4% 8.1% 25.7% 14.9% 27.4% 5.3% 0.4% -26.6M 152.8M -8.8M 0.72 2.60 26,249 18,815 233,544 290,761 2023-03-28 $117.60 $120.00 27.9% 7.9% 25.6% 13.1% 27.8% 5.4% 0.5% -32.5M 207.6M -8.7M 1.34 2.16 14,379 19,338 240,886 298,408 2023-03-29 $120.47 $120.00 26.7% 7.6% 27.0% 8.9% 26.4% 4.8% 0.4% -8.1M -146.8M -8.8M 0.92 1.93 19,785 18,284 245,680 300,749 2023-03-30 $120.10 $120.00 26.1% 7.4% 26.9% 6.7% 25.2% 4.9% 0.5% -9.5M -105.8M -8.8M 0.97 2.08 14,830 14,354 249,984 304,435 2023-03-31 $122.00 $120.00 25.1% 7.1% 27.3% 2.1% 24.6% 4.7% 0.7% 31.3M -386.8M -8.8M 0.48 2.43 26,799 12,893 254,893 306,764
« Feb 2023 | All History | Apr 2023 » Home NKE History March 2023