NKE option chain NIKE, Inc.
Cboe delayed options data · as of 00:36 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 ±12.6% (33.57–43.27) · ATM IV 43.1% · P/C open interest 2.44
| 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 | |
| 11.70 | 15.60 | 63.3% | 0.99 | 0.0042 | -0.003 | 25 | 0 | 0.9000 | 90.6% | -0.01 | 0.0042 | -0.003 | ||||
| 8.70 | 12.75 | 54.0% | 0.97 | 0.0094 | -0.004 | 28 | 0 | 0.1900 | 50.1% | -0.03 | 0.0095 | -0.004 | ||||
| 8.70 | 10.25 | 0.96 | 0.0127 | -0.005 | 29 | 0 | 0.2300 | 47.2% | -0.04 | 0.0128 | -0.005 | |||||
| 7.75 | 9.35 | 0.95 | 0.0171 | -0.007 | 30 | 0.0100 | 0.2000 | 41.8% | -0.05 | 0.0172 | -0.007 | |||||
| 7.00 | 8.40 | 36.7% | 0.93 | 0.0227 | -0.009 | 31 | 0.1200 | 0.3400 | 44.6% | -0.08 | 0.0228 | -0.009 | ||||
| 6.40 | 7.40 | 42.3% | 0.90 | 0.0294 | -0.011 | 32 | 0.0700 | 0.4900 | 41.8% | -0.10 | 0.0296 | -0.011 | ||||
| 5.45 | 6.55 | 40.5% | 0.86 | 0.0368 | -0.014 | 33 | 0.4200 | 0.5600 | 3 | 7 | 42.9% | -0.14 | 0.0371 | -0.014 | ||
| 4.95 | 5.75 | 44.7% | 0.82 | 0.0445 | -0.016 | 34 | 0.3300 | 0.7000 | 3 | 2 | 38.7% | -0.19 | 0.0450 | -0.016 | ||
| 4.20 | 4.90 | 43.0% | 0.76 | 0.0519 | -0.019 | 35 | 0.6000 | 1.00 | 18 | 1 | 39.9% | -0.24 | 0.0525 | -0.019 | ||
| 3.65 | 4.25 | 1 | 44.5% | 0.70 | 0.0583 | -0.021 | 36 | 1.10 | 1.42 | 3 | 4 | 43.1% | -0.30 | 0.0592 | -0.021 | |
| 3.05 | 3.40 | 6 | 42.6% | 0.64 | 0.0634 | -0.022 | 37 | 1.34 | 1.74 | 7 | 10 | 41.0% | -0.36 | 0.0644 | -0.023 | |
| 2.45 | 3.20 | 85 | 7 | 44.7% | 0.57 | 0.0665 | -0.024 | 38 | 1.77 | 2.28 | 2 | 41.5% | -0.43 | 0.0678 | -0.024 | |
| 2.00 | 2.98 | 16 | 3 | 47.2% | 0.51 | 0.0676 | -0.024 | 39 | 2.30 | 3.10 | 1 | 2 | 44.2% | -0.50 | 0.0690 | -0.025 |
| 1.65 | 2.00 | 6 | 42.7% | 0.44 | 0.0667 | -0.024 | 40 | 2.82 | 3.35 | 1 | 3 | 40.6% | -0.57 | 0.0683 | -0.024 | |
| 1.20 | 1.78 | 2 | 43.0% | 0.38 | 0.0640 | -0.023 | 41 | 3.50 | 4.00 | 6 | 40.7% | -0.63 | 0.0659 | -0.024 | ||
| 0.8000 | 1.81 | 1 | 4 | 45.2% | 0.33 | 0.0601 | -0.022 | 42 | 4.20 | 4.80 | 1 | 41.4% | -0.69 | 0.0622 | -0.023 | |
| 0.4100 | 1.73 | 6 | 45.6% | 0.28 | 0.0553 | -0.020 | 43 | 4.85 | 5.60 | 1 | 40.4% | -0.74 | 0.0576 | -0.021 | ||
| 0.4300 | 1.06 | 11 | 43.0% | 0.23 | 0.0500 | -0.019 | 44 | 5.75 | 6.75 | 45.6% | -0.79 | 0.0525 | -0.020 | |||
| 0.5400 | 0.6600 | 37 | 43.5% | 0.19 | 0.0445 | -0.017 | 45 | 6.50 | 7.65 | 45.3% | -0.83 | 0.0473 | -0.018 | |||
| 0.3200 | 0.5800 | 1 | 43.1% | 0.16 | 0.0392 | -0.015 | 46 | 7.35 | 8.40 | 3 | 43.2% | -0.86 | 0.0422 | -0.016 | ||
| 0.2400 | 0.5000 | 43.9% | 0.13 | 0.0343 | -0.014 | 47 | 8.30 | 9.50 | 47.5% | -0.89 | 0.0372 | -0.015 | ||||
| 0.0900 | 0.4100 | 42.5% | 0.11 | 0.0298 | -0.012 | 48 | 8.95 | 10.50 | 43.6% | -0.91 | 0.0327 | -0.013 | ||||
| 0 | 0.6600 | 51.7% | 0.08 | 0.0223 | -0.010 | 50 | 10.85 | 13.00 | 58.2% | -0.95 | 0.0243 | -0.011 | ||||
| 0 | 0.5500 | 62.3% | 0.04 | 0.0116 | -0.006 | 55 | 14.50 | 18.55 | -0.99 | 0.0097 | -0.005 | |||||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs