NKE Options History — July 2024 In July 2024, NKE traded between $71.31 and $76.78. ATM implied volatility averaged 23.2%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded below realized volatility by 53.1% (HV 20d: 76.3%). Max pain ranged from $75.00 to $85.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.58.
Notable Days 2024-07-01 : Highest Volume — 501,101 contracts2024-07-24 : Largest IV spike — 18.1% change2024-07-24 : Highest IV Rank — 30.2%2024-07-24 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $73.51 $71.31 $76.78 $76.78 $75.06 Max Pain $76.02 $75.00 $85.00 $85.00 $75.00 ATM IV 23.2% 20.6% 25.8% 22.3% 25.1% Expected Move 6.7% 5.8% 7.5% 7.0% 6.7% HV 20d 76.3% 26.9% 85.1% 84.0% 27.1% HV 60d 50.9% 50.4% 51.7% 50.8% 51.7% IV Rank 18.9% 7.5% 30.2% 14.9% 27.2% IV Percentile 39.2% 6.0% 59.9% 28.6% 57.5% Term Structure 0.5% -1.5% 4.3% 1.7% 0.6% VWIV 24.6% 21.9% 26.9% 25.6% 24.2% Skew 25d -1.1% -2.1% 0.6% -2.0% 0.6% Skew 10d -2.8% -6.1% -0.2% -2.6% -1.0% Call IV 25d 24.6% 21.9% 26.7% 24.5% 23.7% Put IV 25d 23.4% 20.6% 26.4% 22.5% 24.4% Bid-Ask Spread % 13.02 4.58 26.95 8.14 26.95 Gamma HHI 0.13 0.10 0.16 0.13 0.11 Net GEX 11.4M -25.8M 60.3M 7.1M 44.3M Net DEX 1.07B 275.0M 1.53B 1.41B 418.8M Net VEX -14.9M -16.8M -11.8M -11.8M -16.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.28 1.59 0.61 0.58 Total Volume 203,862.727 70,740 501,101 501,101 92,695 Total OI 1,461,419.818 1,222,229 1,603,618 1,222,229 1,397,269
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 2024-07-01 $76.78 $85.00 22.3% 7.0% 84.0% 14.9% 25.6% -2.0% 1.7% 7.1M 1.41B -11.8M 0.61 8.14 311,540 189,561 671,958 550,271 2024-07-02 $76.03 $82.50 20.6% 5.8% 83.9% 7.5% 22.6% -0.9% 0.5% -2.4M 1.34B -12.8M 0.91 10.83 172,725 157,975 768,978 590,241 2024-07-03 $75.25 $80.00 21.0% 5.8% 83.8% 9.2% 24.8% -1.0% 0.6% -9.7M 1.27B -13.0M 1.24 14.99 131,248 162,908 844,329 578,904 2024-07-05 $75.66 $75.00 20.9% 6.0% 84.0% 8.8% 21.9% -1.7% 0.4% 17.1M 935.9M -13.5M 0.46 12.04 162,330 75,103 895,266 581,416 2024-07-08 $73.06 $75.00 22.3% 6.6% 83.7% 14.9% 24.2% -1.4% 0.6% -25.8M 1.53B -12.8M 0.51 22.76 245,958 126,167 796,230 548,378 2024-07-09 $72.53 $75.00 22.9% 6.6% 83.3% 17.8% 25.1% -1.8% 0.2% -14.0M 1.51B -13.5M 0.49 6.11 171,868 83,919 885,423 569,587 2024-07-10 $72.40 $75.00 23.8% 6.8% 83.4% 21.5% 24.5% -1.5% -0.2% -8.0M 1.47B -14.1M 0.55 13.74 140,730 78,036 944,114 585,281 2024-07-11 $73.16 $75.00 22.3% 6.4% 83.7% 15.1% 23.9% -1.5% 0.3% 18.3M 1.20B -14.8M 1.17 17.74 133,051 156,022 982,615 600,438 2024-07-12 $73.44 $75.00 21.8% 6.3% 83.8% 12.6% 23.1% -1.7% -0.0% 20.2M 1.12B -14.9M 0.47 8.58 117,453 55,349 989,986 597,910 2024-07-15 $71.43 $75.00 23.4% 6.7% 83.7% 19.8% 25.4% -1.0% -0.1% -10.4M 1.49B -14.1M 0.36 4.58 155,855 56,540 914,835 565,978 2024-07-16 $72.75 $75.00 23.3% 6.7% 84.5% 19.4% 24.0% -2.1% -0.1% 23.2M 1.03B -15.3M 0.34 5.87 134,673 46,149 978,768 570,253 2024-07-17 $72.87 $75.00 24.6% 7.1% 84.0% 24.9% 25.6% -1.9% -1.5% 26.5M 982.8M -16.1M 0.39 17.03 89,596 35,198 1,007,471 583,480 2024-07-18 $72.43 $75.00 23.9% 6.8% 84.0% 21.8% 24.7% -1.3% 0.8% 14.5M 1.14B -15.9M 1.59 6.03 92,072 146,085 1,009,617 587,282 2024-07-19 $72.66 $75.00 24.6% 7.1% 83.8% 25.0% 25.4% -1.8% -0.3% 16.8M 1.02B -16.0M 0.40 12.87 92,757 37,277 1,017,135 586,483 2024-07-22 $74.98 $75.00 22.6% 6.4% 84.8% 16.5% 22.9% -1.5% 1.1% 60.3M 275.0M -16.8M 0.28 17.82 165,915 46,317 839,886 554,688 2024-07-23 $73.48 $75.00 21.9% 6.6% 84.6% 13.1% 23.9% -1.1% 0.9% 24.4M 798.3M -15.9M 0.28 24.42 71,368 20,173 840,000 563,914 2024-07-24 $71.31 $75.00 25.8% 7.5% 84.6% 30.2% 26.9% -0.3% -0.6% -11.6M 1.23B -15.3M 0.37 9.44 99,066 36,357 857,063 566,644 2024-07-25 $71.77 $75.00 25.3% 7.2% 84.9% 27.7% 26.4% -0.2% 0.4% 1.4M 1.09B -15.8M 0.49 12.70 83,289 41,012 888,183 575,681 2024-07-26 $72.56 $75.00 24.8% 6.9% 85.1% 25.6% 25.0% -0.1% 0.8% 10.0M 913.3M -16.1M 0.40 15.96 73,024 29,025 897,112 582,007 2024-07-29 $73.48 $75.00 24.4% 7.0% 27.8% 23.9% 25.4% -0.3% 1.2% 20.3M 739.0M -16.3M 0.42 9.86 68,719 29,135 818,761 570,521 2024-07-30 $74.23 $75.00 23.1% 7.1% 26.9% 18.5% 25.4% -0.9% 4.3% 27.8M 603.8M -16.5M 0.42 7.98 49,731 21,009 814,810 582,070 2024-07-31 $75.06 $75.00 25.1% 6.7% 27.1% 27.2% 24.2% 0.6% 0.6% 44.3M 418.8M -16.5M 0.58 26.95 58,760 33,935 811,113 586,156
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