NKE Options History — August 2023 In August 2023, NKE traded between $97.70 and $110.20. ATM implied volatility averaged 26.5%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 9.3% (HV 20d: 17.3%). Max pain ranged from $108.00 to $115.00. Net GEX was positive for 3 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.85.
Notable Days 2023-08-23 : Highest Volume — 116,864 contracts2023-08-28 : Largest IV spike — 11.7% change2023-08-29 : Highest IV Rank — 35.2%2023-08-22 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $105.04 $97.70 $110.20 $109.47 $101.79 Max Pain $110.17 $108.00 $115.00 $110.00 $108.00 ATM IV 26.5% 23.4% 32.1% 23.4% 32.0% Expected Move 6.9% 5.9% 7.4% 6.5% 5.9% HV 20d 17.3% 15.7% 20.5% 18.3% 19.4% HV 60d 26.3% 23.9% 28.0% 28.0% 23.9% IV Rank 17.7% 7.7% 35.2% 7.7% 35.1% IV Percentile 26.3% 10.3% 50.0% 10.3% 50.0% Term Structure 1.1% -1.5% 7.2% -0.8% -1.4% VWIV 24.4% 21.4% 26.1% 23.4% 21.4% Skew 25d 3.0% 2.3% 4.1% 2.7% 4.1% Skew 10d 5.9% 5.0% 7.7% 5.0% 5.7% Call IV 25d 25.3% 22.2% 32.1% 22.2% 30.3% Put IV 25d 28.4% 24.9% 35.7% 24.9% 34.3% Bid-Ask Spread % 1.90 1.25 2.46 2.45 2.32 Gamma HHI 0.10 0.06 0.32 0.06 0.08 Net GEX -25.4M -87.6M 5.8M 5.8M -21.7M Net DEX 549.4M 54.3M 1.11B 107.2M 617.1M Net VEX -7.6M -7.9M -7.1M -7.6M -7.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.85 0.44 1.25 0.56 0.82 Total Volume 43,107.174 24,271 116,864 24,271 50,721 Total OI 557,385.174 505,528 627,052 511,045 627,052
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 2023-08-01 $109.47 $110.00 23.4% 6.5% 18.3% 7.7% 23.4% 2.7% -0.8% 5.8M 107.2M -7.6M 0.56 2.45 15,608 8,663 252,200 258,845 2023-08-02 $107.62 $110.00 24.8% 7.1% 17.1% 12.0% 24.9% 3.2% -0.9% -13.1M 319.0M -7.6M 0.88 2.46 16,217 14,323 255,192 261,935 2023-08-03 $108.68 $115.00 24.6% 6.8% 16.3% 11.5% 24.2% 2.9% -0.7% -1.6M 207.8M -7.7M 0.94 1.72 13,930 13,153 256,852 266,346 2023-08-04 $108.56 $115.00 24.2% 6.8% 16.2% 10.4% 25.7% 2.9% -0.4% -4.1M 229.5M -7.7M 0.84 1.73 24,931 20,863 259,709 269,941 2023-08-07 $110.20 $110.00 23.9% 6.9% 16.7% 9.5% 24.2% 2.8% 0.2% 4.9M 54.3M -7.8M 0.44 1.72 35,200 15,602 250,395 268,769 2023-08-08 $109.55 $110.00 24.3% 7.0% 16.0% 10.4% 24.8% 3.1% 0.2% 1.2M 140.4M -7.9M 1.25 1.55 18,033 22,538 259,835 277,520 2023-08-09 $109.80 $110.00 24.4% 7.0% 16.0% 11.0% 24.9% 3.0% -0.3% -1.2M 124.7M -7.9M 0.94 1.25 13,738 12,862 261,894 288,501 2023-08-10 $108.63 $110.00 24.3% 6.9% 16.5% 10.7% 24.4% 2.8% -0.2% -20.5M 307.0M -7.8M 0.55 1.44 43,483 24,035 263,028 290,724 2023-08-11 $107.98 $110.00 23.8% 6.7% 16.7% 9.1% 24.3% 2.9% -0.5% -26.8M 415.7M -7.7M 1.05 1.80 15,054 15,868 265,609 294,786 2023-08-14 $107.57 $110.00 23.5% 6.7% 16.3% 8.0% 24.4% 2.9% 1.8% -31.3M 450.4M -7.6M 0.82 1.56 18,749 15,352 248,758 285,534 2023-08-15 $106.41 $110.00 25.1% 7.2% 16.4% 13.1% 24.6% 3.0% 0.7% -39.6M 588.1M -7.5M 1.10 1.84 15,945 17,560 255,385 291,788 2023-08-16 $106.85 $110.00 25.3% 7.2% 16.4% 13.6% 25.0% 2.9% 1.0% -38.4M 516.0M -7.7M 0.49 1.60 17,216 8,472 258,502 298,832 2023-08-17 $104.92 $110.00 25.8% 7.4% 16.2% 15.5% 25.8% 2.8% 1.1% -60.7M 776.7M -7.4M 1.14 2.15 13,026 14,842 260,435 300,954 2023-08-18 $104.66 $110.00 25.1% 7.0% 15.7% 13.1% 25.2% 2.7% 1.9% -87.6M 820.2M -7.4M 1.06 1.77 20,914 22,146 263,286 303,700 2023-08-21 $103.05 $110.00 26.4% 7.0% 16.4% 17.2% 24.8% 3.5% 3.6% -37.8M 798.3M -7.2M 0.63 2.12 28,955 18,293 231,303 274,225 2023-08-22 $101.25 $110.00 28.3% 7.4% 17.3% 23.3% 26.1% 3.5% 3.8% -38.0M 918.0M -7.2M 1.21 2.02 25,533 30,983 248,939 283,110 2023-08-23 $98.66 $110.00 28.0% 7.3% 18.5% 22.3% 26.0% 3.3% 5.7% -43.8M 1.11B -7.1M 1.15 1.93 54,405 62,459 259,403 291,235 2023-08-24 $97.70 $110.00 28.9% 7.3% 18.2% 25.2% 25.4% 2.3% 6.3% -34.0M 1.11B -7.4M 1.05 1.66 28,340 29,671 286,970 306,329 2023-08-25 $98.91 $110.00 28.4% 6.6% 18.5% 23.7% 23.3% 2.9% 7.2% -24.0M 997.6M -7.6M 0.81 2.12 29,070 23,413 298,509 321,179 2023-08-28 $99.47 $110.00 31.8% 6.5% 17.5% 34.2% 22.8% 3.5% -1.5% -31.6M 903.0M -7.6M 0.68 1.88 16,892 11,411 282,172 316,465 2023-08-29 $101.97 $108.00 32.1% 6.3% 20.5% 35.2% 22.9% 3.1% -1.4% -21.8M 578.8M -7.9M 0.45 2.29 29,134 13,243 286,069 321,720 2023-08-30 $102.30 $108.00 31.9% 6.0% 19.9% 34.7% 21.6% 2.9% -0.9% -19.8M 543.9M -7.8M 0.58 2.25 19,318 11,301 291,795 324,129 2023-08-31 $101.79 $108.00 32.0% 5.9% 19.4% 35.1% 21.4% 4.1% -1.4% -21.7M 617.1M -7.8M 0.82 2.32 27,938 22,783 298,133 328,919
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