NKE Options History — April 2024 In April 2024, NKE traded between $88.94 and $95.73. ATM implied volatility averaged 22.2%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded below realized volatility by 5.7% (HV 20d: 27.9%). Max pain ranged from $92.50 to $97.50. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 1.10.
Notable Days 2024-04-10 : Highest Volume — 132,049 contracts2024-04-12 : Largest IV spike — 8.6% change2024-04-15 : Highest IV Rank — 24.4%2024-04-15 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $92.53 $88.94 $95.73 $92.52 $92.45 Max Pain $93.05 $92.50 $97.50 $97.50 $92.50 ATM IV 22.2% 20.4% 24.4% 20.4% 22.9% Expected Move 6.4% 5.7% 7.0% 5.7% 6.7% HV 20d 27.9% 19.7% 33.1% 31.0% 19.7% HV 60d 25.4% 25.0% 25.8% 25.5% 25.1% IV Rank 14.9% 7.1% 24.4% 7.1% 17.8% IV Percentile 23.8% 5.2% 47.6% 5.2% 32.9% Term Structure -0.2% -1.9% 0.7% -0.3% -0.9% VWIV 22.3% 19.6% 24.4% 20.0% 23.0% Skew 25d 1.6% 0.9% 2.1% 0.9% 1.5% Skew 10d 3.6% 2.2% 7.3% 2.4% 4.5% Call IV 25d 21.6% 20.5% 23.5% 20.5% 21.6% Put IV 25d 23.2% 21.4% 25.6% 21.4% 23.0% Bid-Ask Spread % 11.37 4.63 50.13 24.96 8.55 Gamma HHI 0.09 0.06 0.22 0.09 0.08 Net GEX -29.7M -104.3M 21.5M -51.0M -28.8M Net DEX 547.3M -98.9M 1.20B 826.0M 537.3M Net VEX -11.5M -12.1M -10.9M -10.9M -11.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.10 0.40 3.43 0.93 0.54 Total Volume 69,988.136 25,863 132,049 84,593 25,863 Total OI 811,674.955 740,198 879,687 771,269 751,213
Daily Data (22 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 2024-04-01 $92.52 $97.50 20.4% 5.7% 31.0% 7.1% 20.0% 0.9% -0.3% -51.0M 826.0M -10.9M 0.93 24.96 43,935 40,658 354,129 417,140 2024-04-02 $91.15 $97.00 21.3% 5.9% 30.5% 11.1% 20.3% 1.1% -0.0% -57.7M 1.02B -10.9M 0.97 5.01 36,640 35,459 369,523 430,097 2024-04-03 $90.44 $95.00 21.2% 5.8% 30.3% 10.4% 19.6% 1.1% 0.1% -62.9M 1.07B -10.9M 2.38 5.94 24,638 58,714 383,146 431,143 2024-04-04 $89.12 $92.50 22.5% 6.5% 30.5% 16.2% 22.8% 1.4% -0.0% -67.4M 1.20B -10.9M 1.25 6.83 52,150 65,434 391,028 430,411 2024-04-05 $88.94 $92.50 21.9% 6.3% 30.3% 13.3% 22.2% 1.4% 0.2% -104.3M 1.18B -11.1M 0.99 7.22 30,775 30,548 408,515 438,688 2024-04-08 $89.82 $92.50 22.0% 6.4% 30.3% 14.0% 22.2% 1.5% 0.2% -51.1M 935.8M -11.2M 0.78 5.95 37,714 29,285 384,980 426,085 2024-04-09 $90.91 $92.50 21.1% 6.2% 29.1% 9.9% 21.6% 1.2% 0.7% -41.5M 766.2M -11.4M 1.32 7.06 30,436 40,290 392,862 432,120 2024-04-10 $89.15 $92.50 22.0% 6.3% 29.4% 13.9% 22.3% 1.7% 0.2% -63.7M 1.11B -11.3M 3.43 6.69 29,839 102,210 395,563 447,947 2024-04-11 $92.25 $92.50 21.6% 6.3% 32.0% 12.1% 22.4% 1.2% 0.1% -19.5M 428.5M -11.7M 1.14 12.35 60,566 69,209 405,653 447,448 2024-04-12 $91.86 $92.50 23.4% 6.7% 31.8% 20.2% 23.6% 1.7% 0.0% -22.0M 551.4M -12.0M 0.83 4.63 47,580 39,694 409,283 468,876 2024-04-15 $93.01 $92.50 24.4% 7.0% 32.4% 24.4% 24.4% 2.1% -0.3% -27.2M 399.7M -12.0M 0.98 12.59 41,268 40,566 389,298 454,965 2024-04-16 $93.59 $92.50 24.1% 6.9% 32.5% 23.3% 24.3% 1.8% -1.9% -17.0M 291.8M -11.9M 1.24 50.13 23,902 29,669 392,582 459,511 2024-04-17 $94.65 $92.50 23.7% 6.8% 32.8% 21.3% 24.4% 1.7% -0.8% -898.6K 112.8M -12.0M 2.29 7.20 35,091 80,217 396,973 460,444 2024-04-18 $95.73 $92.50 22.9% 6.6% 33.1% 18.1% 23.2% 1.9% -0.6% 13.1M -98.9M -12.1M 0.61 8.60 44,710 27,206 404,896 464,086 2024-04-19 $94.93 $92.50 22.8% 6.6% 32.8% 17.7% 23.1% 2.0% 0.0% 21.5M 28.3M -12.1M 0.61 14.81 33,735 20,700 410,990 468,697 2024-04-22 $94.47 $92.50 22.9% 6.4% 21.6% 17.8% 22.9% 1.9% -0.2% -12.0M 239.4M -11.8M 0.91 13.68 21,825 19,919 322,321 420,696 2024-04-23 $94.19 $92.50 21.8% 6.1% 21.5% 13.2% 21.3% 1.8% -0.3% -11.8M 275.4M -11.7M 0.69 8.96 15,793 10,885 328,448 423,843 2024-04-24 $94.59 $92.50 21.1% 6.1% 21.0% 10.0% 21.0% 1.8% -0.1% -5.1M 204.7M -11.6M 0.40 12.30 39,645 15,675 332,551 427,112 2024-04-25 $93.97 $92.50 21.5% 6.2% 20.5% 11.9% 21.8% 1.8% -0.4% -12.4M 313.8M -11.6M 0.72 10.67 25,193 18,032 340,388 428,870 2024-04-26 $93.94 $92.50 21.3% 6.1% 20.5% 10.7% 21.4% 1.7% -0.3% -14.0M 319.4M -11.6M 0.65 7.83 21,849 14,286 343,266 430,864 2024-04-29 $93.90 $92.50 21.9% 6.4% 19.7% 13.5% 22.1% 1.6% 0.2% -17.6M 342.3M -11.6M 0.57 8.20 17,828 10,108 327,513 412,685 2024-04-30 $92.45 $92.50 22.9% 6.7% 19.7% 17.8% 23.0% 1.5% -0.9% -28.8M 537.3M -11.5M 0.54 8.55 16,817 9,046 335,104 416,109
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