NKE Options History — December 2024

In December 2024, NKE traded between $75.01 and $79.25. ATM implied volatility averaged 36.7%, placing in the 69.7% IV rank vs the trailing year. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 13.6% (HV 20d: 23.0%). Max pain ranged from $80.00 to $85.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.77.

Notable Days

2024-12-20: Highest Volume — 310,282 contracts
2024-12-20: Largest IV drop — 46.3% change
2024-12-11: Highest IV Rank — 100.0%
2024-12-04: Largest Expected Move — 14.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$77.43	$75.01	$79.25	$78.70	$75.76
Max Pain	$82.14	$80.00	$85.00	$80.00	$80.00
ATM IV	36.7%	22.4%	47.3%	41.0%	23.3%
Expected Move	10.7%	6.5%	14.9%	13.9%	6.8%
HV 20d	23.0%	15.8%	27.3%	26.6%	16.8%
HV 60d	26.4%	21.2%	29.1%	28.7%	21.4%
IV Rank	69.7%	12.8%	100.0%	90.6%	15.7%
IV Percentile	76.8%	25.4%	100.0%	94.0%	33.7%
Term Structure	-2.4%	-7.5%	0.7%	-6.9%	0.1%
VWIV	37.6%	21.1%	52.2%	49.4%	23.8%
Skew 25d	-0.9%	-12.4%	4.4%	-10.3%	2.3%
Skew 10d	-1.7%	-20.0%	8.5%	-1.2%	5.1%
Call IV 25d	36.6%	22.0%	48.1%	44.2%	22.0%
Put IV 25d	35.7%	20.8%	48.8%	33.9%	24.3%
Bid-Ask Spread %	8.80	3.37	20.64	7.24	6.47
Gamma HHI	0.07	0.06	0.09	0.06	0.08
Net GEX	-14.9M	-41.9M	9.3M	2.7M	-33.8M
Net DEX	635.2M	285.5M	1.07B	373.0M	722.4M
Net VEX	-15.1M	-15.9M	-13.6M	-15.4M	-13.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.77	0.28	2.48	0.43	0.28
Total Volume	104,729.476	42,123	310,282	69,160	76,048
Total OI	1,300,216.619	1,184,528	1,538,462	1,211,014	1,198,306

Daily Data (21 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
2024-12-02	$78.70	$80.00	41.0%	13.9%	26.6%	90.6%	49.4%	-10.3%	-6.9%	2.7M	373.0M	-15.4M	0.43	7.24	48,429	20,731	603,782	607,232
2024-12-03	$78.86	$80.00	41.8%	14.5%	26.5%	93.9%	50.9%	4.4%	-2.4%	3.2M	331.9M	-15.5M	0.41	3.40	61,906	25,484	614,801	617,467
2024-12-04	$78.18	$80.00	41.4%	14.9%	26.6%	92.5%	52.2%	-8.0%	-2.2%	-810.9K	494.1M	-15.4M	0.44	4.16	39,197	17,319	627,418	628,691
2024-12-05	$78.73	$85.00	40.7%	10.9%	24.0%	89.3%	38.0%	-1.6%	-5.1%	5.3M	369.0M	-15.5M	0.91	3.37	30,274	27,575	636,739	640,483
2024-12-06	$79.25	$85.00	41.5%	11.1%	24.0%	92.8%	39.2%	-0.1%	-2.5%	-1.6M	285.5M	-15.9M	0.30	4.64	101,647	30,277	639,692	654,225
2024-12-09	$77.59	$85.00	42.4%	11.5%	25.3%	96.4%	40.5%	-12.4%	-1.6%	-11.1M	676.5M	-15.3M	0.50	4.40	58,911	29,584	625,836	643,969
2024-12-10	$76.81	$85.00	42.7%	11.7%	25.5%	97.5%	40.9%	0.3%	-1.7%	-16.1M	824.3M	-15.4M	0.44	3.93	52,857	23,098	647,639	658,859
2024-12-11	$78.76	$85.00	43.3%	11.9%	27.0%	100.0%	41.7%	1.0%	-1.9%	9.3M	389.8M	-15.9M	0.43	13.28	57,307	24,454	666,764	674,913
2024-12-12	$77.88	$85.00	43.6%	11.9%	27.3%	100.0%	41.1%	2.5%	-2.3%	-1.1M	619.9M	-15.7M	0.75	14.59	31,714	23,677	671,850	683,505
2024-12-13	$77.34	$82.50	42.8%	11.9%	27.2%	96.7%	41.7%	2.3%	-1.9%	-13.5M	723.8M	-15.6M	0.46	10.02	51,757	23,568	678,926	681,751
2024-12-16	$77.56	$82.50	44.7%	12.6%	26.8%	100.0%	44.5%	-0.7%	-2.9%	-21.4M	679.2M	-15.7M	0.38	3.67	61,664	23,266	645,517	681,087
2024-12-17	$77.97	$82.50	45.9%	13.0%	24.5%	100.0%	45.6%	-0.7%	-3.1%	-16.5M	578.8M	-15.8M	1.14	3.93	44,930	51,258	668,827	690,720
2024-12-18	$77.15	$82.50	46.6%	13.4%	24.5%	100.0%	47.1%	-1.0%	-3.3%	-23.7M	766.9M	-15.6M	0.63	19.25	73,234	46,285	678,080	715,771
2024-12-19	$77.11	$82.50	47.3%	13.9%	24.0%	100.0%	48.8%	0.7%	-3.5%	-19.7M	751.0M	-15.6M	0.77	20.64	164,356	127,280	704,023	719,792
2024-12-20	$76.80	$82.50	25.4%	7.3%	21.4%	23.2%	27.0%	1.0%	-0.8%	-36.9M	1.07B	-14.4M	0.90	13.28	163,277	147,005	767,304	771,158
2024-12-23	$76.48	$80.00	24.4%	7.2%	20.0%	19.6%	25.7%	-0.7%	-7.5%	-26.7M	731.7M	-14.2M	0.91	10.11	61,113	55,664	610,399	610,842
2024-12-24	$76.70	$80.00	22.6%	6.6%	17.3%	13.2%	23.6%	-1.8%	0.3%	-23.5M	690.3M	-14.3M	0.83	12.57	22,955	19,168	622,680	620,713
2024-12-26	$77.00	$80.00	22.4%	6.5%	16.0%	12.8%	21.1%	0.8%	0.2%	-16.6M	598.3M	-14.1M	2.48	10.71	31,565	78,136	628,073	622,489
2024-12-27	$76.30	$80.00	22.6%	6.6%	15.8%	13.4%	22.0%	2.2%	0.7%	-29.4M	715.3M	-14.0M	1.11	6.46	35,703	39,731	635,425	624,273
2024-12-30	$75.01	$80.00	23.5%	6.8%	16.2%	16.5%	24.4%	0.6%	-1.0%	-41.9M	945.2M	-13.6M	1.66	8.73	36,370	60,545	601,251	583,277
2024-12-31	$75.76	$80.00	23.3%	6.8%	16.8%	15.7%	23.8%	2.3%	0.1%	-33.8M	722.4M	-13.8M	0.28	6.47	59,345	16,703	611,809	586,497