NKE Options History — January 2024

In January 2024, NKE traded between $100.60 and $106.48. ATM implied volatility averaged 20.7%, placing in the 5.5% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded below realized volatility by 20.2% (HV 20d: 40.9%). Max pain ranged from $102.00 to $110.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 1.25.

Notable Days

  • 2024-01-03: Highest Volume — 176,396 contracts
  • 2024-01-16: Largest IV spike — 11.3% change
  • 2024-01-31: Highest IV Rank — 15.5%
  • 2024-01-31: Largest Expected Move — 6.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$102.72$100.60$106.48$106.48$101.62
Max Pain$105.10$102.00$110.00$106.00$104.00
ATM IV20.7%19.0%23.3%21.0%23.3%
Expected Move6.0%5.6%6.8%5.7%6.8%
HV 20d40.9%21.4%48.7%48.6%22.9%
HV 60d35.4%33.1%36.3%35.2%33.1%
IV Rank5.5%0.0%15.5%4.9%15.5%
IV Percentile5.5%0.0%29.8%1.6%29.8%
Term Structure0.2%-1.1%1.0%0.3%-0.3%
VWIV21.1%18.9%23.8%20.5%23.8%
Skew 25d1.9%1.5%2.6%1.8%2.6%
Skew 10d3.8%2.9%5.1%3.2%3.9%
Call IV 25d20.2%18.3%22.2%20.5%22.2%
Put IV 25d22.1%19.9%24.8%22.3%24.8%
Bid-Ask Spread %7.862.7938.8915.877.80
Gamma HHI0.090.060.190.070.07
Net GEX-23.9M-67.8M15.4M-10.6M-15.3M
Net DEX364.0M-110.5M701.9M131.9M289.4M
Net VEX-9.2M-9.9M-8.9M-8.9M-9.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.250.264.480.730.73
Total Volume84,561.47636,980176,39687,34563,483
Total OI734,334.143588,748845,341743,222639,363

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-01-02$106.48$106.0021.0%5.7%48.6%4.9%20.5%1.8%0.3%-10.6M131.9M-8.9M0.7315.8750,62936,716366,526376,696
2024-01-03$104.53$107.0020.6%5.7%48.3%3.5%18.9%2.4%0.3%-30.9M423.3M-8.9M2.8317.7146,084130,312379,374381,570
2024-01-04$102.66$110.0021.0%6.0%48.4%4.9%22.8%2.0%0.4%-50.0M652.8M-8.9M1.353.9747,62264,267398,130386,262
2024-01-05$102.18$110.0020.8%6.2%48.2%4.1%21.0%1.8%0.2%-50.9M678.6M-8.9M1.228.6740,52049,288410,827394,678
2024-01-08$103.55$105.0020.2%5.9%48.7%2.2%21.2%1.8%0.2%-27.1M356.1M-9.0M1.2138.8935,23042,630386,356384,042
2024-01-09$102.60$105.0019.6%5.6%48.4%0.0%20.4%1.9%-0.1%-34.9M499.7M-8.9M1.138.1126,89330,261396,590389,102
2024-01-10$103.47$105.0019.6%5.6%47.7%0.0%20.2%1.7%-0.3%-19.8M296.4M-9.1M3.872.7926,211101,360403,199391,093
2024-01-11$105.68$105.0019.3%5.7%48.4%0.0%20.1%1.5%0.7%7.9M-110.5M-9.2M0.825.7344,78236,905409,881398,135
2024-01-12$105.12$105.0019.0%5.6%47.8%0.0%19.7%1.6%0.8%15.0M-8.2M-9.2M0.852.8335,40630,097414,625408,193
2024-01-16$101.69$105.0021.1%6.1%48.6%7.7%20.8%1.7%-0.1%-46.5M639.3M-9.0M1.043.2541,45443,275395,523403,288
2024-01-17$100.82$105.0021.5%6.2%48.5%9.0%20.1%2.3%-0.3%-64.2M701.9M-9.2M4.483.6129,157130,668413,928410,891
2024-01-18$100.91$105.0021.3%6.1%48.5%8.4%21.3%2.4%-0.6%-67.8M576.0M-9.2M2.032.9323,29747,388425,394410,806
2024-01-19$101.63$105.0020.8%6.1%48.4%6.8%20.8%2.3%-1.1%-38.6M431.9M-9.2M0.743.3236,24726,929431,083414,258
2024-01-22$100.60$105.0020.5%6.0%48.4%5.6%21.3%2.1%0.7%-32.5M536.8M-9.1M0.925.2326,03123,993273,431315,317
2024-01-23$101.81$105.0019.8%5.8%48.6%3.2%20.7%1.6%0.9%-23.4M370.3M-9.3M0.264.7462,72516,397285,413325,806
2024-01-24$101.00$105.0020.3%5.9%21.4%4.8%20.4%1.8%0.6%-14.0M463.1M-9.4M0.476.6046,01321,655315,920330,813
2024-01-25$100.63$102.0020.7%6.0%21.4%6.1%21.0%1.9%1.0%-26.5M521.8M-9.3M0.405.1038,81515,482317,587333,303
2024-01-26$102.59$102.0020.7%6.0%22.8%6.2%21.5%1.6%0.7%4.1M204.9M-9.4M0.276.6986,61423,343314,122337,668
2024-01-29$103.60$103.0021.8%6.3%22.2%10.1%22.3%2.0%-0.3%8.2M49.1M-9.3M0.363.6744,51416,118288,769328,188
2024-01-30$104.00$103.0022.4%6.6%22.3%12.3%23.5%2.1%-0.4%15.4M-61.5M-9.8M0.537.5524,16512,815302,399332,468
2024-01-31$101.62$104.0023.3%6.8%22.9%15.5%23.8%2.6%-0.3%-15.3M289.4M-9.9M0.737.8036,71026,773302,222337,141