NKE Options History — June 2023

In June 2023, NKE traded between $103.69 and $113.90. ATM implied volatility averaged 37.3%, placing in the 49.9% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 4.0% (HV 20d: 33.3%). Max pain ranged from $115.00 to $115.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 1.08.

Notable Days

  • 2023-06-30: Highest Volume — 235,435 contracts
  • 2023-06-30: Largest IV drop — 40.9% change
  • 2023-06-01: Highest IV Rank — 57.6%
  • 2023-06-26: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$109.45$103.69$113.90$103.69$110.62
Max Pain$115.00$115.00$115.00$115.00$115.00
ATM IV37.3%21.0%39.7%39.7%21.0%
Expected Move10.1%5.9%11.7%8.2%5.9%
HV 20d33.3%24.6%37.9%24.6%36.2%
HV 60d28.1%25.3%30.0%25.3%28.7%
IV Rank49.9%0.0%57.6%57.6%0.0%
IV Percentile59.0%0.0%71.8%68.3%0.0%
Term Structure-2.1%-3.0%-0.0%-2.4%-0.0%
VWIV35.5%21.6%41.1%30.0%21.6%
Skew 25d3.4%1.9%5.0%4.9%1.9%
Skew 10d6.6%3.9%9.6%9.6%3.9%
Call IV 25d35.9%20.5%38.7%38.5%20.5%
Put IV 25d39.3%22.4%43.4%43.4%22.4%
Bid-Ask Spread %2.081.662.652.122.28
Gamma HHI0.080.050.140.090.07
Net GEX-10.1M-49.1M32.7M-36.1M-21.4M
Net DEX303.5M-279.6M1.23B1.23B281.4M
Net VEX-7.9M-8.6M-7.0M-7.0M-7.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.080.333.950.740.93
Total Volume74,974.09525,282235,43559,123235,435
Total OI579,081.857483,045692,377577,405692,377

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-06-01$103.69$115.0039.7%8.2%24.6%57.6%30.0%4.9%-2.4%-36.1M1.23B-7.0M0.742.1233,97425,149266,967310,438
2023-06-02$108.31$115.0038.3%7.3%30.3%52.9%25.6%4.6%-2.5%-15.8M658.5M-7.8M0.472.2546,67921,964285,214324,241
2023-06-05$105.41$115.0039.1%9.9%28.6%55.5%34.5%5.0%-2.3%-30.5M867.2M-7.3M1.151.9519,57122,518265,782302,184
2023-06-06$106.15$115.0037.7%9.7%29.0%50.8%33.2%4.5%-2.1%-31.4M757.2M-7.4M1.151.6619,31022,247272,594305,223
2023-06-07$107.55$115.0037.8%9.6%29.9%51.3%34.3%4.3%-2.2%-20.0M526.6M-7.7M1.732.1711,66520,170280,644304,334
2023-06-08$106.16$115.0037.7%9.9%29.9%51.1%33.5%4.3%-2.2%-29.3M697.9M-7.5M1.972.018,52416,758289,450306,926
2023-06-09$105.84$115.0037.5%9.8%29.9%50.1%35.2%4.1%-2.4%-49.1M741.3M-7.4M3.952.046,31624,951287,308315,190
2023-06-12$106.73$115.0038.2%10.3%30.0%52.5%35.4%4.2%-1.4%-27.6M627.7M-7.4M1.312.1328,13336,727276,081305,657
2023-06-13$106.48$115.0039.2%10.5%30.0%55.9%35.9%4.3%-2.0%-29.8M649.5M-7.4M1.562.0921,64333,750282,640312,295
2023-06-14$113.31$115.0039.4%10.5%37.5%56.4%36.8%2.8%-2.9%11.4M-207.1M-8.1M0.532.29104,50455,699287,902318,049
2023-06-15$112.50$115.0039.7%10.8%37.5%57.5%37.3%3.2%-2.3%9.5M-101.2M-8.2M0.742.1136,50127,014301,356331,204
2023-06-16$113.82$115.0038.8%10.5%37.3%54.5%37.1%2.7%-3.0%32.7M-274.7M-8.3M0.411.9049,85320,522309,964333,617
2023-06-20$109.25$115.0039.4%11.2%37.9%56.5%39.0%2.9%-1.9%-7.0M272.8M-7.8M0.731.7641,00529,768228,638254,407
2023-06-21$110.19$115.0038.2%11.0%35.8%52.6%37.8%2.7%-2.0%824.8K162.1M-8.1M0.402.6535,01414,123247,211267,826
2023-06-22$110.60$115.0037.5%10.9%35.5%50.4%38.1%2.3%-1.8%7.9M57.1M-8.3M0.332.2141,65713,542262,239272,905
2023-06-23$109.97$115.0038.3%11.2%35.5%52.8%39.3%2.4%-2.7%-18.7M118.8M-8.3M0.641.7433,01421,009273,400277,434
2023-06-26$112.01$115.0038.7%11.7%35.9%54.3%41.1%3.1%-1.9%6.9M-79.8M-8.4M0.681.8034,28223,356254,050265,442
2023-06-27$113.90$115.0036.1%11.0%36.3%45.7%39.4%2.6%-1.8%14.6M-279.6M-8.5M1.102.3331,44534,674265,616272,172
2023-06-28$113.03$115.0036.4%11.3%36.2%46.7%40.4%2.6%-2.0%10.6M-167.2M-8.6M1.152.1633,31938,464275,212285,276
2023-06-29$112.94$115.0035.4%11.1%36.0%43.5%39.0%2.3%-2.5%9.9M-161.6M-8.5M0.962.12102,13798,070289,596301,658
2023-06-30$110.62$115.0021.0%5.9%36.2%0.0%21.6%1.9%-0.0%-21.4M281.4M-7.8M0.932.28121,924113,511335,996356,381