NKE Options History — June 2024

In June 2024, NKE traded between $75.19 and $97.44. ATM implied volatility averaged 37.3%, placing in the 81.0% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 16.7% (HV 20d: 20.6%). Max pain ranged from $95.00 to $95.00. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.61.

Notable Days

2024-06-28: Highest Volume — 1,086,245 contracts
2024-06-28: Largest IV drop — 30.7% change
2024-06-27: Highest IV Rank — 100.0%
2024-06-27: Largest Expected Move — 13.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$94.05	$75.19	$97.44	$94.56	$75.19
Max Pain	$95.00	$95.00	$95.00	$95.00	$95.00
ATM IV	37.3%	29.1%	42.1%	35.3%	29.1%
Expected Move	10.1%	6.6%	13.6%	6.8%	8.3%
HV 20d	20.6%	14.8%	83.7%	17.2%	83.7%
HV 60d	22.9%	18.3%	50.6%	23.4%	50.6%
IV Rank	81.0%	44.4%	100.0%	72.5%	44.4%
IV Percentile	89.8%	63.1%	100.0%	82.5%	63.1%
Term Structure	-2.7%	-5.9%	-1.7%	-1.7%	-5.9%
VWIV	35.4%	23.2%	47.1%	24.0%	30.9%
Skew 25d	0.2%	-6.0%	4.3%	-1.2%	-0.3%
Skew 10d	-0.0%	-2.8%	2.3%	1.1%	-2.8%
Call IV 25d	36.9%	29.0%	42.4%	36.4%	29.0%
Put IV 25d	37.1%	28.7%	42.1%	35.2%	28.7%
Bid-Ask Spread %	15.18	4.90	36.79	22.57	13.08
Gamma HHI	0.08	0.06	0.22	0.06	0.22
Net GEX	7.6M	-56.3M	36.8M	-12.4M	-56.3M
Net DEX	90.8M	-475.4M	2.99B	224.7M	2.99B
Net VEX	-12.3M	-13.4M	-8.4M	-11.9M	-8.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.61	0.28	0.97	0.60	0.70
Total Volume	130,451.316	25,954	1,086,245	46,272	1,086,245
Total OI	908,871.947	758,873	1,098,914	839,957	1,098,914

Daily Data (19 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
2024-06-03	$94.56	$95.00	35.3%	6.8%	17.2%	72.5%	24.0%	-1.2%	-1.7%	-12.4M	224.7M	-11.9M	0.60	22.57	28,912	17,360	357,081	482,876
2024-06-04	$94.53	$95.00	35.5%	6.6%	17.1%	73.2%	23.3%	4.3%	-1.9%	-2.7M	181.8M	-11.8M	0.49	18.28	30,212	14,750	368,979	482,484
2024-06-05	$94.10	$95.00	35.9%	6.6%	17.0%	74.8%	23.2%	1.4%	-2.4%	-4.1M	244.7M	-11.9M	0.46	16.45	30,262	13,788	375,626	487,095
2024-06-06	$95.81	$95.00	36.7%	9.6%	18.0%	78.4%	33.5%	1.1%	-2.5%	22.1M	-144.9M	-12.1M	0.28	36.79	96,921	27,409	390,420	492,650
2024-06-07	$96.70	$95.00	36.5%	9.5%	18.2%	77.6%	33.4%	1.1%	-2.2%	36.8M	-467.2M	-12.8M	0.31	13.87	88,935	27,307	434,580	500,518
2024-06-10	$95.91	$95.00	36.8%	9.8%	15.6%	78.9%	34.4%	0.2%	-1.7%	24.9M	-288.1M	-12.9M	0.36	4.90	25,754	9,180	434,059	485,873
2024-06-11	$95.89	$95.00	37.2%	9.9%	14.8%	80.9%	35.1%	2.0%	-2.1%	27.5M	-286.7M	-13.0M	0.75	8.97	14,834	11,120	447,578	488,510
2024-06-12	$93.68	$95.00	37.1%	10.0%	17.2%	80.1%	35.1%	0.1%	-2.4%	-30.5K	169.1M	-12.8M	0.57	33.96	26,821	15,201	451,465	491,442
2024-06-13	$94.07	$95.00	37.2%	10.1%	15.7%	80.7%	35.4%	0.2%	-2.2%	9.0M	62.4M	-12.7M	0.97	5.49	18,449	17,978	458,284	492,591
2024-06-14	$93.59	$95.00	38.1%	10.4%	15.8%	84.8%	36.8%	-6.0%	-2.8%	2.3M	186.6M	-12.8M	0.47	18.78	33,012	15,459	461,657	494,626
2024-06-17	$95.00	$95.00	37.8%	10.6%	16.6%	83.5%	37.1%	0.5%	-2.5%	19.2M	-124.7M	-12.5M	0.49	15.48	31,159	15,370	443,321	489,205
2024-06-18	$94.67	$95.00	38.7%	11.0%	16.4%	87.3%	38.4%	0.4%	-2.6%	14.4M	-54.8M	-12.5M	0.87	12.89	17,079	14,779	449,421	494,146
2024-06-20	$95.52	$95.00	39.5%	11.5%	16.3%	90.9%	40.3%	-0.2%	-3.2%	30.7M	-239.3M	-12.6M	0.93	10.51	26,645	24,721	452,104	500,383
2024-06-21	$96.85	$95.00	38.9%	11.4%	16.8%	88.2%	39.4%	0.2%	-2.9%	29.7M	-475.4M	-12.5M	0.42	23.49	50,284	21,351	455,105	505,120
2024-06-24	$97.44	$95.00	37.8%	11.6%	15.8%	83.4%	40.4%	-0.3%	-2.7%	8.3M	-348.5M	-12.3M	0.60	5.33	48,183	28,777	345,276	413,597
2024-06-25	$94.73	$95.00	38.0%	11.8%	19.3%	84.1%	41.0%	0.7%	-2.4%	-1.5M	16.4M	-12.4M	0.78	6.48	44,550	34,693	369,360	428,615
2024-06-26	$94.09	$95.00	40.6%	12.7%	19.6%	95.7%	44.1%	-0.9%	-2.9%	-3.6M	94.0M	-12.7M	0.70	15.19	79,278	55,813	393,831	448,044
2024-06-27	$94.53	$95.00	42.1%	13.6%	19.5%	100.0%	47.1%	-0.3%	-3.6%	1.0M	-18.4M	-13.4M	0.86	5.87	180,411	155,573	429,129	474,602
2024-06-28	$75.19	$95.00	29.1%	8.3%	83.7%	44.4%	30.9%	-0.3%	-5.9%	-56.3M	2.99B	-8.4M	0.70	13.08	640,733	445,512	532,304	566,610