NKE option chain NIKE, Inc.
Cboe delayed options data · as of 18:36 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±3.4% (37.37–40.01) · ATM IV 28.4% · P/C open interest 0.66
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 12.90 | 15.00 | 190.2% | 1.00 | 0.0009 | 0.000 | 25 | 0 | 0.4400 | 6 | 188.6% | -0.00 | 0.0009 | -0.002 | |||
| 9.80 | 12.05 | 144.3% | 1.00 | 0.0018 | 0.000 | 28 | 0 | 0.4400 | 147.4% | -0.00 | 0.0018 | -0.002 | ||||
| 9.15 | 11.05 | 153.8% | 1.00 | 0.0023 | 0.000 | 29 | 0 | 0.4400 | 19 | 19 | 134.4% | -0.00 | 0.0023 | -0.002 | ||
| 8.15 | 10.05 | 2 | 139.8% | 1.00 | 0.0030 | 0.000 | 30 | 0 | 0.0100 | 12 | 14 | 66.5% | -0.00 | 0.0030 | -0.002 | |
| 7.00 | 9.05 | 118.2% | 1.00 | 0.0042 | 0.000 | 31 | 0 | 0.0200 | 97 | 63.6% | -0.00 | 0.0042 | -0.002 | |||
| 6.15 | 7.85 | 1 | 102.6% | 0.99 | 0.0059 | 0.000 | 32 | 0 | 0.0900 | 34 | 20 | 69.3% | -0.01 | 0.0059 | -0.003 | |
| 4.85 | 6.85 | 72.9% | 0.99 | 0.0088 | -0.001 | 33 | 0 | 0.0800 | 14 | 34 | 58.6% | -0.01 | 0.0089 | -0.003 | ||
| 4.00 | 5.90 | 2 | 72.8% | 0.99 | 0.0142 | -0.002 | 34 | 0 | 0.0600 | 28 | 47 | 46.9% | -0.01 | 0.0143 | -0.004 | |
| 3.35 | 3.85 | 4 | 16 | 0.98 | 0.0269 | -0.004 | 35 | 0 | 0.0300 | 75 | 1,404 | 33.9% | -0.02 | 0.0271 | -0.006 | |
| 3.10 | 3.35 | 71 | 75 | 0.97 | 0.0400 | -0.006 | 35.5 | 0.0100 | 0.0300 | 8 | 755 | 31.2% | -0.03 | 0.0403 | -0.008 | |
| 2.30 | 2.89 | 66 | 56 | 0.95 | 0.0612 | -0.010 | 36 | 0.0100 | 0.0400 | 96 | 435 | 28.1% | -0.05 | 0.0617 | -0.011 | |
| 2.00 | 2.38 | 0.91 | 0.0925 | -0.015 | 36.5 | 0.0600 | 0.0800 | 121 | 158 | 29.8% | -0.09 | 0.0933 | -0.017 | |||
| 1.67 | 1.90 | 83 | 102 | 22.5% | 0.86 | 0.1330 | -0.022 | 37 | 0.1100 | 0.1300 | 775 | 2,060 | 28.9% | -0.14 | 0.1343 | -0.023 |
| 1.35 | 1.49 | 24 | 14 | 27.2% | 0.78 | 0.1777 | -0.030 | 37.5 | 0.2000 | 0.2200 | 188 | 496 | 28.6% | -0.22 | 0.1795 | -0.031 |
| 1.04 | 1.09 | 780 | 829 | 27.6% | 0.68 | 0.2170 | -0.036 | 38 | 0.3400 | 0.3500 | 688 | 2,434 | 28.3% | -0.32 | 0.2195 | -0.037 |
| 0.7500 | 0.8000 | 2,274 | 725 | 28.3% | 0.57 | 0.2401 | -0.041 | 38.5 | 0.5200 | 0.5700 | 105 | 1,927 | 28.4% | -0.44 | 0.2428 | -0.041 |
| 0.5100 | 0.5500 | 2,047 | 3,124 | 28.3% | 0.45 | 0.2398 | -0.041 | 39 | 0.7800 | 0.8400 | 72 | 1,525 | 28.8% | -0.56 | 0.2425 | -0.042 |
| 0.3400 | 0.3700 | 940 | 1,222 | 28.8% | 0.33 | 0.2179 | -0.038 | 39.5 | 1.09 | 1.15 | 86 | 257 | 28.4% | -0.67 | 0.2200 | -0.038 |
| 0.2200 | 0.2400 | 2,193 | 3,811 | 29.3% | 0.24 | 0.1828 | -0.033 | 40 | 1.46 | 1.60 | 27 | 2,246 | 30.7% | -0.77 | 0.1840 | -0.033 |
| 0.1400 | 0.1500 | 305 | 800 | 29.8% | 0.17 | 0.1439 | -0.026 | 40.5 | 1.88 | 2.06 | 22 | 79 | 33.0% | -0.84 | 0.1442 | -0.026 |
| 0.0900 | 0.1000 | 320 | 2,969 | 30.9% | 0.11 | 0.1078 | -0.020 | 41 | 2.33 | 2.53 | 56 | 356 | 35.5% | -0.90 | 0.1114 | -0.019 |
| 0.0500 | 0.0800 | 187 | 554 | 32.2% | 0.08 | 0.0779 | -0.015 | 41.5 | 2.75 | 3.05 | 4 | 11 | 37.8% | -0.94 | 0.0905 | -0.014 |
| 0.0300 | 0.0500 | 107 | 1,898 | 32.8% | 0.05 | 0.0552 | -0.011 | 42 | 3.25 | 3.75 | 20 | 313 | 50.9% | -0.97 | 0.0697 | -0.012 |
| 0.0200 | 0.0500 | 2 | 199 | 35.7% | 0.03 | 0.0389 | -0.008 | 42.5 | 3.75 | 5.30 | 2 | 40 | 88.3% | -0.98 | 0.0432 | -0.013 |
| 0.0100 | 0.0600 | 146 | 2,356 | 39.3% | 0.02 | 0.0274 | -0.006 | 43 | 4.25 | 5.80 | 2 | 70 | 94.1% | -0.99 | 0.0211 | -0.015 |
| 0.0100 | 0.1100 | 12 | 56 | 47.4% | 0.02 | 0.0195 | -0.004 | 43.5 | 4.60 | 6.30 | 1 | 95.4% | -1.00 | 0.0081 | -0.017 | |
| 0 | 0.0100 | 20 | 240 | 35.0% | 0.01 | 0.0141 | -0.003 | 44 | 5.05 | 6.80 | 3 | 2 | 99.2% | -1.00 | 0.0019 | -0.018 |
| 0 | 0.4600 | 141 | 74.4% | 0.01 | 0.0103 | -0.003 | 44.5 | 5.60 | 7.30 | 2 | 105.8% | -1.00 | 0.0006 | -0.019 | ||
| 0 | 0.0100 | 17 | 1,198 | 40.4% | 0.01 | 0.0076 | -0.002 | 45 | 6.25 | 7.80 | 2 | 115.4% | -1.00 | 0.0000 | -0.019 | |
| 0 | 0.4500 | 521 | 82.2% | 0.00 | 0.0057 | -0.002 | 45.5 | 6.60 | 8.30 | 115.7% | -1.00 | 0.0000 | -0.020 | |||
| 0 | 0.0200 | 1 | 621 | 49.4% | 0.00 | 0.0044 | -0.001 | 46 | 7.10 | 8.80 | 120.4% | -1.00 | 0.0000 | -0.020 | ||
| 0 | 0.4500 | 20 | 90.0% | 0.00 | 0.0034 | -0.001 | 46.5 | 7.60 | 9.30 | 125.1% | -1.00 | 0.0000 | -0.020 | |||
| 0 | 0.1800 | 223 | 76.8% | 0.00 | 0.0027 | -0.001 | 47 | 8.10 | 9.80 | 129.6% | -1.00 | 0.0000 | -0.020 | |||
| 0 | 0.4400 | 186 | 100.7% | 0.00 | 0.0018 | -0.001 | 48 | 8.60 | 9.40 | -1.00 | 0.0000 | -0.020 | ||||
| 0 | 0.4400 | 47 | 107.8% | 0.00 | 0.0012 | -0.001 | 49 | 10.10 | 11.80 | 146.7% | -1.00 | 0.0000 | -0.020 | |||
| 0 | 0.4400 | 81 | 114.6% | 0.00 | 0.0009 | -0.000 | 50 | 11.20 | 12.80 | 158.3% | -1.00 | 0.0000 | -0.020 | |||
| 0 | 0.4400 | 121.2% | 0.00 | 0.0007 | -0.000 | 51 | 12.10 | 13.80 | 162.5% | -1.00 | 0.0000 | -0.020 | ||||
| 0 | 0.4400 | 2 | 127.5% | 0.00 | 0.0006 | -0.000 | 52 | 13.10 | 14.80 | 170.0% | -1.00 | 0.0000 | -0.020 | |||
| 0 | 0.0400 | 23 | 90.5% | 0.00 | 0.0005 | -0.000 | 53 | 14.20 | 15.80 | 181.1% | -1.00 | 0.0000 | -0.020 | |||
| 0 | 0.0200 | 269 | 91.9% | 0.00 | 0.0003 | -0.000 | 55 | 16.10 | 17.80 | 191.1% | -1.00 | 0.0000 | -0.020 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs