NKE Options History — November 2024 In November 2024, NKE traded between $73.03 and $79.19. ATM implied volatility averaged 32.1%, placing in the 54.1% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 10.1% (HV 20d: 22.0%). Max pain ranged from $80.00 to $82.50. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.58.
Notable Days 2024-11-22 : Highest Volume — 130,641 contracts2024-11-18 : Largest IV spike — 15.6% change2024-11-29 : Highest IV Rank — 91.2%2024-11-29 : Largest Expected Move — 13.1%Monthly Statistics Metric Avg Min Max Open Close Price $76.56 $73.03 $79.19 $77.85 $79.12 Max Pain $81.50 $80.00 $82.50 $80.00 $80.00 ATM IV 32.1% 23.5% 41.1% 28.2% 41.1% Expected Move 10.7% 9.4% 13.1% 9.4% 13.1% HV 20d 22.0% 18.2% 28.4% 20.3% 27.0% HV 60d 27.9% 26.6% 29.9% 29.8% 28.7% IV Rank 54.1% 19.1% 91.2% 38.6% 91.2% IV Percentile 69.2% 38.9% 95.2% 60.7% 95.2% Term Structure 1.9% -3.0% 10.7% 1.3% -3.0% VWIV 37.6% 32.4% 46.5% 32.4% 46.5% Skew 25d 0.5% -2.6% 2.3% 1.5% -0.6% Skew 10d 1.9% -1.2% 16.8% 3.9% -1.2% Call IV 25d 31.9% 22.8% 42.7% 27.9% 42.7% Put IV 25d 32.4% 24.4% 42.1% 29.4% 42.1% Bid-Ask Spread % 8.82 2.94 29.37 19.34 2.94 Gamma HHI 0.11 0.06 0.22 0.08 0.22 Net GEX -13.5M -47.2M 47.9M -21.3M 47.9M Net DEX 914.9M 218.7M 1.40B 882.1M 252.8M Net VEX -14.5M -15.6M -13.7M -14.7M -15.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.20 1.46 0.66 0.20 Total Volume 65,293.8 35,892 130,641 52,086 69,611 Total OI 1,187,495.3 1,117,144 1,252,124 1,174,668 1,252,124
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 2024-11-01 $77.85 $80.00 28.2% 9.4% 20.3% 38.6% 32.4% 1.5% 1.3% -21.3M 882.1M -14.7M 0.66 19.34 31,349 20,737 588,722 585,946 2024-11-04 $77.27 $82.50 30.0% 10.5% 19.5% 45.8% 37.0% 0.9% -0.3% -29.8M 971.3M -14.6M 1.46 6.19 19,353 28,176 555,940 584,230 2024-11-05 $77.82 $82.50 28.9% 10.4% 19.7% 41.2% 36.4% 2.0% -0.4% -28.7M 885.5M -14.6M 0.60 8.76 22,968 13,739 561,005 586,994 2024-11-06 $75.47 $82.50 26.8% 10.0% 19.9% 32.8% 34.8% 1.9% -0.4% -47.2M 1.32B -13.7M 0.51 29.37 46,797 23,789 568,110 588,918 2024-11-07 $76.02 $82.50 26.3% 9.9% 20.3% 30.6% 34.3% 2.3% -0.0% -44.3M 1.18B -14.0M 0.71 14.07 34,190 24,305 588,161 592,917 2024-11-08 $75.90 $82.50 23.5% 9.4% 20.3% 19.1% 32.9% 1.6% 0.1% -35.6M 1.21B -13.8M 0.57 6.35 33,938 19,263 599,269 592,669 2024-11-11 $76.49 $82.50 25.1% 9.8% 20.7% 25.8% 34.7% -2.6% 9.1% -22.5M 1.04B -14.1M 0.47 11.68 34,611 16,421 581,992 579,168 2024-11-12 $76.76 $82.50 24.4% 10.0% 20.4% 22.8% 35.3% 0.8% 10.7% -15.0M 939.9M -14.2M 0.60 5.76 22,462 13,430 597,949 583,668 2024-11-13 $76.57 $82.50 24.4% 9.9% 18.2% 22.9% 34.7% 0.8% 10.2% -17.0M 988.8M -14.1M 0.69 6.17 30,517 20,918 603,758 584,953 2024-11-14 $75.82 $82.50 26.4% 9.9% 18.3% 31.1% 34.9% 0.9% 10.1% -28.1M 1.14B -14.0M 0.87 3.70 25,717 22,490 617,029 597,695 2024-11-15 $76.83 $82.50 29.1% 10.2% 19.2% 42.2% 35.9% 0.6% 10.4% 6.7M 899.1M -14.4M 0.28 19.45 76,952 21,819 627,405 607,484 2024-11-18 $74.65 $82.50 33.7% 10.3% 20.9% 60.8% 36.5% 0.4% 0.3% -26.1M 1.19B -13.8M 0.53 4.51 54,878 29,291 557,180 559,964 2024-11-19 $73.84 $82.50 35.4% 10.5% 21.0% 67.9% 36.8% 0.2% -0.2% -28.2M 1.29B -13.8M 0.64 4.01 34,154 21,961 579,683 573,264 2024-11-20 $73.03 $80.00 37.5% 10.7% 20.7% 76.1% 37.9% -0.1% -0.3% -31.9M 1.40B -13.8M 0.60 3.91 33,615 20,293 596,380 583,815 2024-11-21 $75.44 $80.00 37.9% 10.9% 24.4% 78.1% 38.3% -0.7% -0.4% -10.1M 943.5M -14.8M 0.53 4.40 48,295 25,821 608,278 593,014 2024-11-22 $77.09 $80.00 40.1% 11.7% 25.8% 86.9% 41.3% -0.1% -2.8% 25.3M 584.3M -15.2M 0.31 10.70 99,893 30,748 607,567 596,444 2024-11-25 $79.19 $80.00 41.1% 12.4% 27.6% 90.9% 43.3% 0.3% -2.4% 25.0M 218.7M -15.5M 0.23 4.00 97,632 22,406 606,193 598,149 2024-11-26 $77.66 $80.00 40.5% 12.4% 28.4% 88.7% 43.5% -0.2% -2.2% 10.9K 566.7M -15.3M 0.69 7.64 30,153 20,721 617,408 606,756 2024-11-27 $78.42 $80.00 40.6% 12.5% 26.8% 89.0% 44.1% -0.2% -2.6% 10.3M 413.0M -15.4M 0.47 3.50 42,589 19,874 624,737 614,968 2024-11-29 $79.12 $80.00 41.1% 13.1% 27.0% 91.2% 46.5% -0.6% -3.0% 47.9M 252.8M -15.6M 0.20 2.94 57,853 11,758 630,062 622,062
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