NKE option chain NIKE, Inc.
Cboe delayed options data · as of 21:59 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 ±7.2% (35.09–40.51) · ATM IV 34.8% · P/C open interest 0.45
| 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 | |
| 18.00 | 20.00 | 127.6% | 1.00 | 0.0000 | 0.000 | 19 | 0 | 0.4400 | 162.6% | -0.00 | 0.0000 | 0.000 | ||||
| 17.00 | 19.00 | 117.9% | 1.00 | 0.0000 | 0.000 | 20 | 0 | 0.4400 | 152.1% | -0.00 | 0.0000 | 0.000 | ||||
| 16.00 | 18.00 | 108.7% | 1.00 | 0.0001 | 0.000 | 21 | 0 | 0.4400 | 142.1% | -0.00 | 0.0001 | -0.000 | ||||
| 15.00 | 17.00 | 99.9% | 1.00 | 0.0001 | 0.000 | 22 | 0 | 0.4400 | 132.4% | -0.00 | 0.0001 | -0.000 | ||||
| 14.10 | 16.00 | 103.9% | 1.00 | 0.0002 | 0.000 | 23 | 0 | 0.4400 | 123.2% | -0.00 | 0.0002 | -0.000 | ||||
| 13.15 | 15.00 | 100.0% | 1.00 | 0.0003 | 0.000 | 24 | 0 | 0.4400 | 114.4% | -0.00 | 0.0003 | -0.000 | ||||
| 12.15 | 14.00 | 1 | 91.8% | 1.00 | 0.0006 | 0.000 | 25 | 0 | 0.4400 | 1 | 5 | 105.8% | -0.00 | 0.0006 | -0.000 | |
| 11.15 | 13.00 | 83.9% | 1.00 | 0.0010 | 0.000 | 26 | 0 | 0.4400 | 10 | 97.6% | -0.00 | 0.0010 | -0.000 | |||
| 10.10 | 12.00 | 72.5% | 1.00 | 0.0017 | 0.000 | 27 | 0 | 0.4500 | 85 | 90.0% | -0.00 | 0.0017 | -0.001 | |||
| 9.10 | 11.00 | 65.3% | 1.00 | 0.0029 | 0.000 | 28 | 0 | 0.3700 | 762 | 78.6% | -0.00 | 0.0029 | -0.001 | |||
| 8.10 | 10.00 | 2 | 58.4% | 0.99 | 0.0049 | -0.001 | 29 | 0 | 0.0800 | 108 | 53.2% | -0.01 | 0.0050 | -0.002 | ||
| 7.20 | 9.05 | 27 | 60.2% | 0.99 | 0.0084 | -0.002 | 30 | 0 | 0.1200 | 267 | 50.8% | -0.01 | 0.0084 | -0.003 | ||
| 6.70 | 7.10 | 3 | 0.98 | 0.0139 | -0.004 | 31 | 0 | 0.0800 | 2 | 362 | 41.8% | -0.02 | 0.0140 | -0.004 | ||
| 5.70 | 6.45 | 2 | 60 | 41.7% | 0.96 | 0.0225 | -0.006 | 32 | 0.0300 | 0.0800 | 15 | 237 | 38.3% | -0.04 | 0.0226 | -0.007 |
| 4.70 | 5.45 | 288 | 35.3% | 0.93 | 0.0352 | -0.009 | 33 | 0.1000 | 0.2000 | 45 | 189 | 40.7% | -0.07 | 0.0354 | -0.010 | |
| 3.85 | 4.50 | 1,815 | 35.7% | 0.89 | 0.0525 | -0.013 | 34 | 0.1700 | 0.3000 | 68 | 518 | 38.7% | -0.11 | 0.0529 | -0.014 | |
| 3.25 | 3.65 | 3 | 2,322 | 40.1% | 0.83 | 0.0735 | -0.018 | 35 | 0.3000 | 0.3800 | 28 | 2,866 | 35.9% | -0.17 | 0.0741 | -0.019 |
| 2.45 | 2.75 | 77 | 732 | 36.3% | 0.74 | 0.0945 | -0.023 | 36 | 0.5000 | 0.6000 | 31 | 361 | 34.7% | -0.26 | 0.0954 | -0.023 |
| 1.80 | 1.97 | 129 | 730 | 34.5% | 0.63 | 0.1103 | -0.027 | 37 | 0.8400 | 0.9900 | 66 | 494 | 35.3% | -0.37 | 0.1116 | -0.027 |
| 1.28 | 1.38 | 95 | 1,962 | 34.1% | 0.52 | 0.1169 | -0.028 | 38 | 1.31 | 1.45 | 384 | 429 | 35.4% | -0.49 | 0.1186 | -0.029 |
| 0.8900 | 0.9800 | 140 | 716 | 35.0% | 0.41 | 0.1132 | -0.028 | 39 | 1.87 | 2.03 | 34 | 35 | 35.2% | -0.60 | 0.1154 | -0.028 |
| 0.6000 | 0.6400 | 110 | 4,212 | 35.1% | 0.30 | 0.1013 | -0.025 | 40 | 2.55 | 2.82 | 3 | 41 | 36.7% | -0.70 | 0.1040 | -0.025 |
| 0.3700 | 0.4700 | 59 | 579 | 35.9% | 0.22 | 0.0847 | -0.021 | 41 | 3.30 | 3.75 | 56 | 39.1% | -0.79 | 0.0877 | -0.022 | |
| 0.2300 | 0.3000 | 12 | 1,556 | 36.1% | 0.15 | 0.0670 | -0.017 | 42 | 4.05 | 4.70 | 2 | 40.0% | -0.86 | 0.0703 | -0.018 | |
| 0.0700 | 0.2000 | 57 | 79 | 34.7% | 0.11 | 0.0507 | -0.013 | 43 | 4.95 | 5.50 | 38.2% | -0.91 | 0.0545 | -0.014 | ||
| 0.0900 | 0.1400 | 2 | 18 | 37.9% | 0.07 | 0.0376 | -0.010 | 44 | 5.80 | 6.75 | 46.1% | -0.95 | 0.0414 | -0.011 | ||
| 0.0500 | 0.1000 | 52 | 76 | 38.8% | 0.05 | 0.0281 | -0.008 | 45 | 6.65 | 7.85 | 49.5% | -0.97 | 0.0324 | -0.009 | ||
| 0 | 0.4500 | 12 | 70.8% | 0.02 | 0.0112 | -0.006 | 50 | 11.25 | 13.15 | 3 | 66.5% | -0.99 | 0.0102 | -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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs