NKE Options History — May 2024

In May 2024, NKE traded between $90.88 and $94.44. ATM implied volatility averaged 24.4%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 6.2% (HV 20d: 18.1%). Max pain ranged from $92.50 to $95.00. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.84.

Notable Days

2024-05-30: Highest Volume — 75,352 contracts
2024-05-28: Largest IV spike — 35.2% change
2024-05-30: Highest IV Rank — 73.7%
2024-05-01: Largest Expected Move — 6.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$92.32	$90.88	$94.44	$90.88	$94.44
Max Pain	$94.66	$92.50	$95.00	$92.50	$95.00
ATM IV	24.4%	20.8%	35.6%	22.7%	32.5%
Expected Move	6.4%	6.0%	6.8%	6.8%	6.7%
HV 20d	18.1%	14.2%	20.5%	20.5%	17.2%
HV 60d	23.9%	23.2%	25.2%	25.2%	23.5%
IV Rank	24.3%	8.9%	73.7%	17.1%	60.0%
IV Percentile	35.0%	7.9%	82.9%	31.0%	73.8%
Term Structure	2.6%	-2.4%	11.6%	0.5%	5.4%
VWIV	22.4%	21.0%	23.8%	23.5%	23.4%
Skew 25d	1.5%	0.1%	3.7%	1.8%	1.2%
Skew 10d	3.0%	0.7%	5.5%	4.2%	5.5%
Call IV 25d	23.4%	20.3%	34.3%	22.1%	34.3%
Put IV 25d	25.0%	21.1%	35.9%	23.9%	35.5%
Bid-Ask Spread %	20.17	5.20	43.87	40.48	19.92
Gamma HHI	0.08	0.07	0.11	0.09	0.09
Net GEX	-26.1M	-45.1M	6.4M	-39.7M	6.4M
Net DEX	585.0M	184.7M	813.6M	768.3M	184.7M
Net VEX	-11.7M	-12.1M	-11.3M	-11.3M	-12.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.84	0.32	1.53	0.99	1.05
Total Volume	41,314.864	20,272	75,352	45,927	51,440
Total OI	800,818.591	752,871	863,128	760,952	863,128

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
2024-05-01	$90.88	$92.50	22.7%	6.8%	20.5%	17.1%	23.5%	1.8%	0.5%	-39.7M	768.3M	-11.3M	0.99	40.48	23,058	22,869	341,171	419,781
2024-05-02	$92.28	$92.50	22.4%	6.7%	20.4%	15.7%	23.7%	1.8%	0.9%	-28.4M	551.9M	-11.6M	0.81	9.03	21,795	17,591	346,011	424,278
2024-05-03	$92.40	$92.50	22.0%	6.3%	20.4%	13.9%	21.9%	2.3%	2.4%	-30.7M	561.4M	-11.7M	1.50	22.40	15,596	23,416	349,600	431,770
2024-05-06	$92.91	$95.00	22.4%	6.6%	20.2%	15.9%	22.6%	0.9%	0.6%	-20.9M	476.2M	-11.6M	0.38	8.52	31,275	12,036	334,789	418,082
2024-05-07	$93.73	$95.00	22.1%	6.5%	20.0%	14.3%	22.2%	1.9%	-0.6%	-6.5M	336.7M	-11.7M	0.45	13.07	26,015	11,801	344,635	423,152
2024-05-08	$93.31	$95.00	22.4%	6.5%	18.5%	15.6%	22.6%	1.6%	0.0%	-13.3M	401.6M	-11.7M	1.53	7.52	8,322	12,757	346,156	428,764
2024-05-09	$93.38	$95.00	22.1%	6.3%	14.2%	14.5%	22.0%	1.9%	0.2%	-13.4M	403.7M	-11.6M	1.20	6.43	9,226	11,046	347,969	431,994
2024-05-10	$91.00	$95.00	21.8%	6.3%	17.0%	13.2%	21.7%	1.9%	-0.1%	-45.1M	764.7M	-11.4M	1.50	43.68	25,777	38,645	349,399	435,909
2024-05-13	$92.41	$95.00	22.6%	6.4%	17.3%	16.5%	23.4%	1.8%	-0.2%	-26.6M	557.1M	-11.7M	0.63	5.20	21,019	13,175	346,599	440,236
2024-05-14	$92.97	$95.00	20.8%	6.5%	17.3%	8.9%	22.7%	2.0%	0.0%	-22.8M	493.8M	-11.7M	0.95	5.71	15,808	14,972	351,700	446,996
2024-05-15	$91.27	$95.00	23.1%	6.3%	17.9%	18.7%	22.4%	2.1%	-1.4%	-43.5M	761.9M	-11.5M	1.10	6.61	21,085	23,212	352,716	450,837
2024-05-16	$91.78	$95.00	21.5%	6.3%	17.4%	11.6%	21.9%	0.1%	0.1%	-39.3M	694.5M	-11.8M	0.51	43.87	23,913	12,178	360,230	461,969
2024-05-17	$92.03	$95.00	21.0%	6.0%	17.3%	9.7%	21.2%	1.4%	0.0%	-32.1M	668.9M	-11.8M	1.21	37.52	19,404	23,422	364,170	466,932
2024-05-20	$91.45	$95.00	21.3%	6.1%	17.4%	10.8%	21.3%	0.5%	10.8%	-36.7M	721.8M	-11.6M	0.91	27.48	26,144	23,805	327,112	444,284
2024-05-21	$92.50	$95.00	20.9%	6.0%	18.0%	9.1%	21.0%	0.8%	11.6%	-30.2M	593.8M	-11.8M	0.37	20.89	27,738	10,144	335,443	460,324
2024-05-22	$92.38	$95.00	21.3%	6.1%	17.9%	11.0%	21.5%	0.8%	11.2%	-25.3M	587.5M	-11.9M	0.65	24.29	16,431	10,668	344,548	464,420
2024-05-23	$91.22	$95.00	23.8%	6.3%	18.2%	21.9%	21.9%	0.8%	11.0%	-42.0M	813.6M	-11.8M	0.89	23.80	21,411	18,977	351,199	470,121
2024-05-24	$91.81	$95.00	24.9%	6.1%	18.4%	26.7%	21.8%	0.4%	11.2%	-32.2M	721.0M	-12.0M	0.55	18.23	26,665	14,614	359,026	480,739
2024-05-28	$91.95	$95.00	33.7%	6.5%	18.5%	65.2%	22.7%	3.7%	-2.0%	-26.9M	664.6M	-11.9M	0.63	17.77	20,981	13,187	351,420	469,398
2024-05-29	$91.72	$95.00	35.1%	6.7%	17.7%	71.4%	23.5%	2.4%	-2.1%	-27.4M	711.9M	-11.8M	0.32	16.59	39,267	12,690	357,398	475,816
2024-05-30	$93.19	$95.00	35.6%	6.7%	17.4%	73.7%	23.8%	1.9%	-2.4%	2.4M	430.5M	-12.1M	0.47	24.69	51,283	24,069	367,234	480,554
2024-05-31	$94.44	$95.00	32.5%	6.7%	17.2%	60.0%	23.4%	1.2%	5.4%	6.4M	184.7M	-12.1M	1.05	19.92	25,151	26,289	374,572	488,556