NKE option chain NIKE, Inc.
Cboe delayed options data · as of 09:36 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 ±15.3% (32.58–44.32) · ATM IV 41.3% · P/C open interest 1.16
| 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 | |
| 15.05 | 17.15 | 17 | 35 | 64.1% | 0.99 | 0.0023 | 0.000 | 22.5 | 0 | 0.0900 | 572 | 54.9% | -0.01 | 0.0024 | -0.001 | |
| 12.30 | 14.90 | 3 | 50.9% | 0.98 | 0.0051 | -0.001 | 25 | 0.0400 | 0.0800 | 50 | 132 | 47.3% | -0.02 | 0.0052 | -0.002 | |
| 10.20 | 11.65 | 84 | 49.0% | 0.96 | 0.0110 | -0.003 | 27.5 | 0.1100 | 0.1800 | 20 | 614 | 44.9% | -0.04 | 0.0110 | -0.004 | |
| 8.70 | 9.30 | 15 | 98 | 46.8% | 0.91 | 0.0206 | -0.007 | 30 | 0.3000 | 0.3400 | 1,212 | 5,558 | 42.6% | -0.09 | 0.0208 | -0.008 |
| 6.65 | 7.00 | 2 | 334 | 42.9% | 0.84 | 0.0329 | -0.011 | 32.5 | 0.6500 | 0.7700 | 54 | 3,469 | 41.9% | -0.17 | 0.0334 | -0.012 |
| 4.80 | 5.25 | 16 | 373 | 42.5% | 0.73 | 0.0447 | -0.015 | 35 | 1.29 | 1.43 | 26 | 6,385 | 41.3% | -0.28 | 0.0455 | -0.016 |
| 3.40 | 3.60 | 171 | 3,937 | 41.5% | 0.60 | 0.0524 | -0.018 | 37.5 | 2.27 | 2.47 | 47 | 7,694 | 41.1% | -0.41 | 0.0537 | -0.018 |
| 2.28 | 2.51 | 469 | 4,470 | 41.8% | 0.47 | 0.0541 | -0.018 | 40 | 3.55 | 3.80 | 98 | 8,302 | 40.2% | -0.54 | 0.0561 | -0.019 |
| 1.49 | 1.63 | 193 | 5,237 | 41.7% | 0.35 | 0.0502 | -0.017 | 42.5 | 5.10 | 5.60 | 4 | 5,282 | 39.9% | -0.67 | 0.0528 | -0.018 |
| 0.9400 | 1.05 | 97 | 5,028 | 41.9% | 0.25 | 0.0426 | -0.015 | 45 | 7.10 | 7.60 | 4 | 6,658 | 40.5% | -0.78 | 0.0459 | -0.015 |
| 0.6000 | 0.6500 | 82 | 3,334 | 42.1% | 0.17 | 0.0339 | -0.012 | 47.5 | 9.25 | 9.70 | 33 | 1,124 | 39.1% | -0.86 | 0.0375 | -0.012 |
| 0.4000 | 0.4500 | 91 | 3,677 | 43.6% | 0.12 | 0.0260 | -0.010 | 50 | 11.70 | 12.05 | 38 | 583 | 41.7% | -0.92 | 0.0302 | -0.010 |
| 0.2700 | 0.3300 | 20 | 1,558 | 45.2% | 0.09 | 0.0197 | -0.008 | 52.5 | 14.10 | 14.50 | 36 | 102 | 42.5% | -0.96 | 0.0241 | -0.009 |
| 0.1800 | 0.2600 | 93 | 2,278 | 46.9% | 0.06 | 0.0150 | -0.006 | 55 | 16.25 | 17.15 | 67 | 233 | -0.98 | 0.0199 | -0.007 | |
| 0.1200 | 0.2200 | 1 | 947 | 48.8% | 0.05 | 0.0117 | -0.005 | 57.5 | 17.95 | 20.55 | 5 | -0.99 | 0.0069 | -0.004 | ||
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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs