NKE Options History — August 2024 In August 2024, NKE traded between $71.28 and $85.25. ATM implied volatility averaged 28.6%, placing in the 42.1% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded below realized volatility by 2.2% (HV 20d: 30.8%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.52.
Notable Days 2024-08-15 : Highest Volume — 258,394 contracts2024-08-05 : Largest IV spike — 23.0% change2024-08-28 : Highest IV Rank — 88.6%2024-08-05 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $79.38 $71.28 $85.25 $73.69 $82.91 Max Pain $79.55 $75.00 $80.00 $75.00 $80.00 ATM IV 28.6% 22.6% 39.4% 25.8% 37.5% Expected Move 7.2% 6.1% 9.5% 7.4% 6.1% HV 20d 30.8% 27.1% 35.5% 27.6% 32.1% HV 60d 53.4% 51.7% 54.5% 51.7% 54.5% IV Rank 42.1% 16.1% 88.6% 30.1% 80.6% IV Percentile 63.0% 32.1% 96.0% 59.5% 90.1% Term Structure 2.4% -9.3% 14.8% -0.4% -0.5% VWIV 25.4% 21.7% 33.1% 26.5% 21.7% Skew 25d 1.9% -0.2% 5.1% -0.2% 2.4% Skew 10d 5.8% -0.2% 21.8% -0.2% 15.5% Call IV 25d 28.0% 21.4% 37.1% 26.4% 37.1% Put IV 25d 30.0% 22.4% 41.0% 26.2% 39.4% Bid-Ask Spread % 13.18 3.85 33.38 23.12 6.25 Gamma HHI 0.11 0.05 0.39 0.11 0.07 Net GEX 32.7M -13.8M 126.8M 15.2M 5.1M Net DEX -74.2M -1.27B 1.25B 810.5M -309.9M Net VEX -16.4M -17.3M -15.2M -15.9M -16.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.22 1.20 0.72 0.65 Total Volume 94,245.727 48,327 258,394 69,160 66,938 Total OI 1,328,378.818 1,251,224 1,414,136 1,395,408 1,308,489
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 2024-08-01 $73.69 $75.00 25.8% 7.4% 27.6% 30.1% 26.5% -0.2% -0.4% 15.2M 810.5M -15.9M 0.72 23.12 40,192 28,968 804,322 591,086 2024-08-02 $73.91 $75.00 27.4% 8.1% 27.5% 36.9% 28.8% 1.2% 0.1% 27.9M 773.0M -16.1M 0.66 20.40 64,651 42,747 808,731 596,087 2024-08-05 $71.28 $80.00 33.7% 9.5% 27.8% 64.0% 33.1% 5.1% -1.2% -13.8M 1.25B -15.2M 1.20 25.60 45,003 54,034 757,529 570,273 2024-08-06 $72.69 $80.00 29.5% 8.4% 28.6% 46.1% 29.7% 2.8% -1.5% -5.4M 1.07B -15.6M 0.64 15.77 48,080 30,926 760,557 579,291 2024-08-07 $72.68 $80.00 29.5% 8.5% 28.6% 45.9% 29.5% 3.5% -0.3% -5.8M 1.08B -15.7M 0.52 16.74 33,709 17,370 770,125 590,783 2024-08-08 $74.05 $80.00 25.0% 8.0% 29.1% 26.5% 28.1% 3.3% -9.3% 9.5M 819.4M -15.9M 0.58 13.13 34,035 19,781 770,695 594,867 2024-08-09 $74.28 $80.00 26.5% 7.4% 29.1% 32.9% 26.1% 2.9% 0.4% 3.2M 796.0M -15.8M 0.45 19.08 38,779 17,570 777,835 599,182 2024-08-12 $74.28 $80.00 26.2% 7.5% 27.1% 31.8% 26.4% 2.5% 0.3% 1.6M 845.8M -15.6M 0.34 11.47 40,464 13,654 749,053 582,876 2024-08-13 $78.37 $80.00 25.0% 7.3% 32.3% 26.5% 25.7% 1.4% -0.2% 53.6M -124.2M -16.6M 0.22 8.03 203,879 45,318 755,818 585,275 2024-08-14 $78.66 $80.00 25.4% 7.6% 32.3% 28.3% 27.0% 1.4% 1.7% 50.1M -118.0M -16.7M 0.30 33.38 112,605 33,296 753,855 596,925 2024-08-15 $82.46 $80.00 25.0% 7.1% 35.5% 26.8% 25.1% 0.4% -0.2% 83.2M -1.22B -17.1M 0.27 25.30 203,934 54,460 786,247 608,935 2024-08-16 $83.28 $80.00 23.7% 6.8% 35.5% 20.9% 24.2% 0.8% 0.1% 57.9M -1.27B -17.3M 0.26 7.88 139,477 36,083 785,700 628,436 2024-08-19 $83.35 $80.00 22.6% 6.5% 34.4% 16.1% 23.0% 0.9% 13.1% 37.3M -661.1M -16.9M 0.35 3.85 65,927 22,799 677,893 573,331 2024-08-20 $83.66 $80.00 23.0% 6.6% 33.0% 18.0% 23.3% 0.7% 13.2% 48.6M -774.1M -17.1M 0.42 5.59 48,066 19,960 696,712 582,230 2024-08-21 $83.88 $80.00 23.1% 6.6% 30.2% 18.4% 23.4% 0.4% 13.7% 52.5M -818.8M -17.0M 0.40 7.41 47,289 19,125 697,570 588,630 2024-08-22 $83.37 $80.00 26.5% 6.7% 30.6% 33.0% 23.9% 0.6% 14.1% 43.8M -680.9M -16.9M 0.41 5.76 40,606 16,559 701,957 594,838 2024-08-23 $83.98 $80.00 27.1% 6.2% 30.6% 35.7% 22.1% 0.9% 14.8% 126.8M -786.8M -16.7M 0.55 11.64 43,164 23,653 698,554 598,861 2024-08-26 $84.12 $80.00 33.1% 6.4% 30.6% 61.4% 22.8% 2.7% -0.1% 33.2M -650.5M -16.5M 0.57 8.99 33,691 19,324 665,779 585,605 2024-08-27 $85.25 $80.00 36.5% 6.4% 30.6% 76.3% 22.5% 2.0% -1.7% 46.4M -917.1M -16.5M 0.60 8.20 48,688 29,033 674,707 590,715 2024-08-28 $82.85 $80.00 39.4% 6.6% 33.0% 88.6% 23.3% 4.6% -2.7% 20.5M -324.2M -16.4M 0.56 5.72 51,928 29,314 682,856 601,993 2024-08-29 $83.26 $80.00 37.9% 6.4% 31.9% 82.0% 22.5% 2.4% -1.1% 28.8M -425.8M -16.4M 0.72 6.55 28,061 20,266 690,164 608,967 2024-08-30 $82.91 $80.00 37.5% 6.1% 32.1% 80.6% 21.7% 2.4% -0.5% 5.1M -309.9M -16.2M 0.65 6.25 40,631 26,307 695,028 613,461
« Jul 2024 | All History | Sep 2024 » Home NKE History August 2024