NKE Options History — October 2024

In October 2024, NKE traded between $76.53 and $89.13. ATM implied volatility averaged 25.8%, placing in the 28.5% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded below realized volatility by 7.3% (HV 20d: 33.1%). Max pain ranged from $81.00 to $85.00. Net GEX was positive for 5 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.71.

Notable Days

2024-10-02: Highest Volume — 346,960 contracts
2024-10-02: Largest IV drop — 42.8% change
2024-10-01: Highest IV Rank — 83.5%
2024-10-01: Largest Expected Move — 14.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$81.37	$76.53	$89.13	$89.13	$76.72
Max Pain	$82.37	$81.00	$85.00	$82.50	$81.00
ATM IV	25.8%	22.4%	39.3%	39.3%	28.6%
Expected Move	7.8%	6.6%	14.0%	14.0%	9.3%
HV 20d	33.1%	19.3%	38.6%	26.6%	19.3%
HV 60d	30.9%	28.2%	32.1%	28.2%	29.9%
IV Rank	28.5%	14.9%	83.5%	83.5%	40.0%
IV Percentile	53.8%	30.6%	90.5%	90.5%	61.1%
Term Structure	-0.1%	-2.8%	2.9%	-1.1%	0.4%
VWIV	27.2%	23.3%	49.7%	49.7%	32.4%
Skew 25d	2.1%	1.5%	3.0%	2.6%	2.4%
Skew 10d	4.1%	-1.5%	9.5%	4.6%	4.6%
Call IV 25d	25.1%	21.1%	37.8%	37.8%	27.6%
Put IV 25d	27.2%	22.6%	40.4%	40.4%	30.0%
Bid-Ask Spread %	13.26	4.31	40.91	13.86	9.74
Gamma HHI	0.08	0.06	0.17	0.06	0.09
Net GEX	-12.3M	-57.8M	62.2M	9.9M	-33.7M
Net DEX	394.1M	-889.7M	1.21B	-889.7M	1.10B
Net VEX	-14.8M	-15.7M	-13.9M	-15.7M	-14.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.71	0.24	2.16	1.00	1.10
Total Volume	94,188.739	35,070	346,960	295,833	85,621
Total OI	1,192,148.478	1,042,259	1,357,262	1,166,620	1,164,700

Daily Data (23 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
2024-10-01	$89.13	$82.50	39.3%	14.0%	26.6%	83.5%	49.7%	2.6%	-1.1%	9.9M	-889.7M	-15.7M	1.00	13.86	148,008	147,825	554,071	612,549
2024-10-02	$83.22	$85.00	22.4%	6.6%	37.2%	14.9%	23.3%	2.2%	2.6%	-57.8M	496.9M	-14.8M	1.17	5.47	160,170	186,790	620,649	692,638
2024-10-03	$82.06	$82.50	23.3%	7.1%	37.6%	18.3%	25.2%	1.6%	2.2%	-54.3M	596.4M	-14.9M	2.16	34.71	47,632	102,788	660,907	696,355
2024-10-04	$82.22	$82.50	22.6%	6.9%	37.6%	15.3%	24.2%	1.5%	2.9%	-29.4M	416.1M	-15.1M	0.82	40.91	42,619	35,020	671,985	685,175
2024-10-07	$80.70	$82.50	25.6%	7.6%	37.9%	27.6%	26.3%	3.0%	0.5%	-27.0M	616.8M	-14.8M	0.69	8.23	52,816	36,198	587,550	609,153
2024-10-08	$80.78	$82.50	24.9%	7.4%	37.1%	24.6%	25.7%	2.4%	-0.4%	-20.7M	516.7M	-15.0M	1.03	32.99	24,936	25,743	607,512	604,256
2024-10-09	$82.69	$82.50	25.5%	7.2%	37.8%	27.5%	25.1%	1.8%	-0.0%	38.0K	74.5M	-15.3M	0.61	5.78	37,904	23,018	612,348	609,837
2024-10-10	$82.12	$82.50	25.4%	7.2%	38.0%	27.0%	25.4%	2.1%	-0.3%	-6.8M	209.0M	-15.1M	0.30	8.32	87,802	26,186	613,560	612,301
2024-10-11	$82.06	$82.50	25.0%	7.1%	38.0%	25.2%	24.9%	1.9%	-0.5%	-1.9M	233.1M	-15.0M	0.43	5.17	35,377	15,333	647,359	618,246
2024-10-14	$81.57	$82.50	24.8%	7.1%	38.0%	24.5%	24.8%	2.0%	-2.8%	-11.6M	349.6M	-14.6M	0.68	5.18	34,302	23,354	589,689	601,078
2024-10-15	$82.23	$82.50	25.5%	7.3%	37.9%	27.2%	25.4%	2.1%	-0.8%	-1.6M	181.8M	-14.9M	0.25	7.24	78,670	19,301	602,204	608,509
2024-10-16	$84.00	$82.50	24.7%	7.1%	38.5%	24.1%	25.4%	1.7%	-0.3%	40.3M	-362.6M	-15.1M	0.27	7.45	66,033	18,131	624,265	613,767
2024-10-17	$83.81	$82.50	24.2%	7.0%	38.6%	22.1%	24.5%	1.8%	-0.5%	29.4M	-250.0M	-14.9M	0.58	5.51	45,795	26,722	625,380	613,699
2024-10-18	$82.78	$82.50	24.1%	7.0%	31.1%	21.6%	24.7%	2.1%	-1.0%	62.2M	15.1M	-14.7M	0.43	10.13	41,139	17,806	631,764	615,598
2024-10-21	$81.66	$82.50	24.9%	7.3%	31.3%	24.9%	25.7%	2.1%	-0.9%	-7.9M	353.0M	-14.5M	0.42	24.30	24,648	10,422	513,818	528,441
2024-10-22	$81.38	$82.50	25.0%	7.5%	30.7%	25.1%	25.7%	2.2%	-0.9%	-8.5M	386.5M	-14.5M	0.24	10.81	52,612	12,827	521,705	534,292
2024-10-23	$80.12	$82.50	25.6%	7.6%	30.8%	27.5%	26.4%	2.0%	-0.8%	-16.5M	600.9M	-14.5M	0.74	14.83	41,104	30,375	545,258	540,770
2024-10-24	$79.31	$82.50	26.7%	8.0%	29.8%	32.1%	27.4%	2.1%	-1.5%	-25.3M	747.1M	-14.5M	0.87	16.77	35,839	31,096	555,792	554,224
2024-10-25	$78.68	$82.00	26.0%	8.0%	29.6%	29.5%	27.9%	2.2%	-0.2%	-28.8M	847.5M	-14.5M	1.00	12.13	30,950	30,908	566,478	562,996
2024-10-28	$79.05	$82.00	26.1%	8.2%	29.7%	29.6%	28.0%	2.1%	0.3%	-25.8M	779.4M	-14.5M	0.33	13.13	42,837	14,084	546,712	566,271
2024-10-29	$78.60	$81.00	26.2%	8.2%	29.2%	30.1%	28.6%	2.1%	0.2%	-26.6M	836.3M	-14.5M	0.75	8.08	24,234	18,150	560,510	571,483
2024-10-30	$76.53	$81.00	26.7%	8.5%	19.5%	32.3%	29.8%	2.8%	-0.3%	-41.4M	1.21B	-13.9M	0.43	4.31	51,093	22,123	564,699	578,862
2024-10-31	$76.72	$81.00	28.6%	9.3%	19.3%	40.0%	32.4%	2.4%	0.4%	-33.7M	1.10B	-14.2M	1.10	9.74	40,692	44,929	583,486	581,214