NKE Options History — September 2024

In September 2024, NKE traded between $78.06 and $89.52. ATM implied volatility averaged 39.6%, placing in the 86.9% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 13.6% (HV 20d: 26.0%). Max pain ranged from $80.00 to $82.50. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.95.

Notable Days

2024-09-20: Highest Volume — 286,162 contracts
2024-09-27: Largest IV spike — 10.9% change
2024-09-10: Highest IV Rank — 100.0%
2024-09-30: Largest Expected Move — 12.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$82.65	$78.06	$89.52	$81.12	$88.34
Max Pain	$80.50	$80.00	$82.50	$80.00	$82.50
ATM IV	39.6%	31.2%	43.3%	40.1%	37.0%
Expected Move	11.0%	7.1%	12.9%	7.1%	12.9%
HV 20d	26.0%	17.6%	31.2%	29.9%	28.2%
HV 60d	48.2%	29.0%	55.7%	54.4%	29.2%
IV Rank	86.9%	50.6%	100.0%	91.4%	74.4%
IV Percentile	91.7%	65.1%	100.0%	98.8%	82.9%
Term Structure	-2.1%	-5.8%	3.6%	-2.0%	0.6%
VWIV	38.8%	25.1%	45.9%	25.1%	45.9%
Skew 25d	1.4%	-3.1%	4.2%	-0.7%	1.8%
Skew 10d	3.4%	-4.9%	6.7%	3.2%	0.2%
Call IV 25d	39.1%	32.9%	42.5%	39.3%	35.8%
Put IV 25d	40.5%	34.4%	44.6%	38.6%	37.6%
Bid-Ask Spread %	8.66	2.71	19.17	15.01	7.60
Gamma HHI	0.07	0.05	0.12	0.06	0.06
Net GEX	9.9M	-21.3M	38.2M	6.0M	7.3M
Net DEX	-75.8M	-1.16B	815.9M	153.2M	-745.0M
Net VEX	-15.5M	-16.0M	-15.0M	-16.0M	-15.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.95	0.43	2.90	0.59	0.80
Total Volume	74,193.1	33,477	286,162	41,235	138,101
Total OI	1,220,825.4	1,055,789	1,301,948	1,241,710	1,120,124

Daily Data (20 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
2024-09-03	$81.12	$80.00	40.1%	7.1%	29.9%	91.4%	25.1%	-0.7%	-2.0%	6.0M	153.2M	-16.0M	0.59	15.01	25,947	15,288	648,498	593,212
2024-09-04	$80.72	$80.00	40.4%	7.1%	29.7%	93.1%	25.8%	2.3%	-1.9%	1.8M	254.9M	-16.0M	0.97	7.31	25,880	25,080	654,873	597,396
2024-09-05	$80.84	$80.00	41.0%	10.8%	29.7%	95.5%	38.6%	1.8%	-2.5%	1.6M	222.8M	-15.9M	1.84	3.78	14,115	26,007	657,215	603,795
2024-09-06	$80.81	$80.00	42.0%	11.1%	29.3%	100.0%	38.7%	1.1%	-2.7%	-18.7M	249.6M	-15.9M	1.16	4.96	24,405	28,323	658,243	608,671
2024-09-09	$79.63	$80.00	41.4%	11.3%	30.1%	97.4%	39.4%	1.7%	-1.7%	-5.1M	479.7M	-15.4M	0.74	3.61	30,966	22,976	642,706	596,284
2024-09-10	$78.06	$80.00	42.3%	11.3%	31.2%	100.0%	39.3%	2.6%	-2.1%	-21.3M	815.9M	-15.0M	0.64	10.94	36,850	23,606	648,150	602,674
2024-09-11	$78.07	$80.00	42.6%	11.5%	24.7%	100.0%	39.6%	1.8%	-2.3%	-13.7M	712.0M	-15.1M	0.81	11.14	25,758	20,913	665,121	599,586
2024-09-12	$78.52	$80.00	42.7%	11.6%	24.8%	100.0%	40.4%	2.3%	-2.6%	-7.2M	625.2M	-15.2M	2.90	5.87	20,509	59,467	672,142	603,610
2024-09-13	$78.94	$80.00	42.6%	11.6%	17.6%	99.8%	41.2%	-3.1%	-3.1%	7.0M	549.5M	-15.4M	0.68	10.52	27,140	18,329	676,907	605,917
2024-09-16	$79.73	$80.00	42.9%	12.1%	17.6%	100.0%	42.2%	2.3%	-2.9%	12.5M	352.9M	-15.4M	0.92	2.71	24,027	22,038	662,925	596,717
2024-09-17	$80.60	$80.00	43.3%	12.3%	18.2%	100.0%	43.0%	2.2%	-3.0%	21.0M	166.0M	-15.5M	0.59	10.20	36,636	21,492	670,188	603,496
2024-09-18	$80.88	$80.00	42.7%	12.2%	18.2%	97.6%	43.1%	1.9%	-2.8%	27.8M	93.3M	-15.5M	0.43	19.17	23,337	10,140	677,016	610,047
2024-09-19	$80.94	$80.00	41.9%	12.2%	18.1%	94.5%	42.9%	1.8%	-3.0%	30.7M	102.1M	-15.3M	0.82	2.90	39,425	32,425	679,333	611,675
2024-09-20	$86.27	$80.00	38.4%	11.4%	29.4%	79.9%	40.4%	0.1%	-5.8%	33.9M	-1.16B	-15.5M	0.58	14.82	180,958	105,204	683,554	618,394
2024-09-23	$85.98	$80.00	37.0%	11.0%	29.4%	74.3%	39.5%	4.2%	-2.9%	14.8M	-546.9M	-15.6M	1.01	10.01	41,191	41,810	510,181	545,608
2024-09-24	$87.21	$80.00	33.8%	10.7%	29.7%	61.3%	38.0%	0.8%	-0.0%	21.7M	-756.5M	-15.6M	0.96	14.34	43,972	42,343	525,120	566,129
2024-09-25	$87.69	$82.50	34.5%	10.7%	29.4%	64.1%	38.1%	1.2%	-2.1%	26.3M	-825.8M	-15.7M	1.29	6.46	20,404	26,259	535,835	582,282
2024-09-26	$89.19	$82.50	31.2%	10.4%	27.7%	50.6%	36.9%	0.9%	3.6%	38.2M	-1.13B	-15.4M	0.82	6.84	42,846	34,990	539,425	590,294
2024-09-27	$89.52	$82.50	34.6%	11.0%	27.7%	64.4%	38.8%	1.0%	-2.9%	13.3M	-1.12B	-15.7M	0.53	5.05	55,384	29,321	545,549	607,616
2024-09-30	$88.34	$82.50	37.0%	12.9%	28.2%	74.4%	45.9%	1.8%	0.6%	7.3M	-745.0M	-15.6M	0.80	7.60	76,538	61,563	529,233	590,891