NKE option chain NIKE, Inc.
Cboe delayed options data · as of 15:36 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 ±10.3% (34.27–42.16) · ATM IV 45.7% · P/C open interest 1.20
| 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 | |
| 12.45 | 14.20 | 0.98 | 0.0051 | 0.000 | 25 | 0 | 0.2700 | 4 | 88.5% | -0.02 | 0.0051 | -0.005 | ||||
| 9.90 | 11.25 | 76.0% | 0.98 | 0.0091 | -0.001 | 28 | 0 | 0.1100 | 58.0% | -0.03 | 0.0092 | -0.006 | ||||
| 8.85 | 10.15 | 62.6% | 0.97 | 0.0117 | -0.002 | 29 | 0.0100 | 0.1200 | 29 | 53.9% | -0.03 | 0.0118 | -0.007 | |||
| 8.00 | 9.10 | 60.1% | 0.96 | 0.0155 | -0.004 | 30 | 0.0300 | 0.1400 | 100 | 110 | 50.8% | -0.04 | 0.0156 | -0.008 | ||
| 7.05 | 8.15 | 2 | 56.8% | 0.94 | 0.0211 | -0.006 | 31 | 0.0700 | 0.1900 | 72 | 49.3% | -0.06 | 0.0212 | -0.010 | ||
| 6.15 | 7.20 | 2 | 54.1% | 0.92 | 0.0287 | -0.010 | 32 | 0.1900 | 0.2200 | 84 | 81 | 48.4% | -0.08 | 0.0289 | -0.013 | |
| 5.55 | 5.80 | 11 | 47.1% | 0.89 | 0.0381 | -0.014 | 33 | 0.2900 | 0.3100 | 13 | 500 | 47.0% | -0.12 | 0.0384 | -0.017 | |
| 4.70 | 4.95 | 29 | 46.2% | 0.84 | 0.0487 | -0.019 | 34 | 0.4500 | 0.4700 | 129 | 1,849 | 46.6% | -0.16 | 0.0491 | -0.021 | |
| 3.95 | 4.15 | 62 | 130 | 46.1% | 0.78 | 0.0591 | -0.024 | 35 | 0.6600 | 0.7100 | 96 | 3,528 | 46.5% | -0.22 | 0.0596 | -0.025 |
| 3.15 | 3.50 | 5 | 26 | 45.4% | 0.71 | 0.0683 | -0.028 | 36 | 0.9500 | 1.03 | 2 | 1,276 | 46.6% | -0.29 | 0.0690 | -0.029 |
| 2.58 | 2.80 | 1 | 106 | 45.2% | 0.64 | 0.0754 | -0.031 | 37 | 1.29 | 1.36 | 21 | 846 | 45.6% | -0.37 | 0.0763 | -0.032 |
| 2.10 | 2.20 | 32 | 625 | 45.4% | 0.56 | 0.0796 | -0.033 | 38 | 1.74 | 1.86 | 17 | 1,230 | 46.0% | -0.45 | 0.0807 | -0.033 |
| 1.66 | 1.73 | 25 | 795 | 45.6% | 0.48 | 0.0804 | -0.033 | 39 | 2.27 | 2.41 | 3 | 617 | 46.1% | -0.53 | 0.0817 | -0.033 |
| 1.28 | 1.36 | 35 | 2,054 | 45.9% | 0.40 | 0.0779 | -0.032 | 40 | 2.86 | 3.05 | 8 | 532 | 46.1% | -0.61 | 0.0794 | -0.032 |
| 0.9800 | 1.04 | 46 | 541 | 46.0% | 0.33 | 0.0727 | -0.030 | 41 | 3.50 | 3.80 | 306 | 46.3% | -0.68 | 0.0743 | -0.030 | |
| 0.7500 | 0.7900 | 39 | 626 | 46.4% | 0.27 | 0.0657 | -0.028 | 42 | 4.30 | 4.50 | 16 | 53 | 46.3% | -0.74 | 0.0675 | -0.027 |
| 0.5800 | 0.6000 | 24 | 916 | 47.0% | 0.22 | 0.0578 | -0.025 | 43 | 5.00 | 5.45 | 39 | 46.9% | -0.79 | 0.0598 | -0.024 | |
| 0.4200 | 0.4600 | 244 | 856 | 47.3% | 0.17 | 0.0497 | -0.022 | 44 | 5.45 | 6.40 | 17 | 40.2% | -0.84 | 0.0518 | -0.020 | |
| 0.3200 | 0.3600 | 48 | 1,154 | 48.2% | 0.14 | 0.0421 | -0.019 | 45 | 6.75 | 7.35 | 20 | 50.7% | -0.88 | 0.0441 | -0.017 | |
| 0.2300 | 0.2700 | 19 | 278 | 48.4% | 0.11 | 0.0352 | -0.017 | 46 | 7.25 | 8.30 | 1 | -0.91 | 0.0369 | -0.013 | ||
| 0.1800 | 0.2400 | 1 | 282 | 50.3% | 0.09 | 0.0293 | -0.014 | 47 | 8.20 | 9.25 | 1 | -0.93 | 0.0307 | -0.011 | ||
| 0.1100 | 0.2300 | 264 | 51.6% | 0.07 | 0.0244 | -0.012 | 48 | 9.25 | 10.15 | 1 | -0.95 | 0.0279 | -0.008 | |||
| 0.0200 | 0.1500 | 66 | 48.1% | 0.06 | 0.0203 | -0.011 | 49 | 9.70 | 11.55 | -0.96 | 0.0249 | -0.006 | ||||
| 0.0500 | 0.1200 | 6 | 352 | 51.3% | 0.05 | 0.0170 | -0.009 | 50 | 10.90 | 12.45 | -0.97 | 0.0218 | -0.006 | |||
| 0.0200 | 0.1400 | 10 | 3 | 53.8% | 0.04 | 0.0143 | -0.008 | 51 | 12.05 | 13.40 | -0.98 | 0.0179 | -0.007 | |||
| 0.0100 | 0.1300 | 31 | 55.5% | 0.03 | 0.0122 | -0.007 | 52 | 12.55 | 14.55 | -0.99 | 0.0123 | -0.011 | ||||
| 0.0200 | 0.1000 | 81 | 62.2% | 0.02 | 0.0078 | -0.005 | 55 | 16.10 | 17.35 | -1.00 | 0.0032 | -0.017 | ||||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs