NKE option chain NIKE, Inc.
Cboe delayed options data · as of 09:41 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 ±13.0% (32.62–42.35) · ATM IV 39.7% · P/C open interest 0.49
| 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 | |
| 16.50 | 18.30 | 72.8% | 1.00 | 0.0014 | 0.000 | 20 | 0 | 0.0800 | 7 | 70.2% | -0.01 | 0.0022 | -0.002 | |||
| 14.15 | 15.35 | 11 | 0.99 | 0.0026 | 0.000 | 22.5 | 0.0100 | 0.0800 | 1 | 3,432 | 59.1% | -0.01 | 0.0037 | -0.002 | ||
| 12.00 | 12.70 | 4 | 47 | 0.99 | 0.0050 | -0.001 | 25 | 0.0300 | 0.0900 | 2 | 2,298 | 50.1% | -0.02 | 0.0068 | -0.003 | |
| 9.30 | 10.25 | 371 | 0.97 | 0.0109 | -0.003 | 27.5 | 0.1000 | 0.1400 | 27 | 4,579 | 44.9% | -0.04 | 0.0136 | -0.005 | ||
| 7.35 | 7.80 | 142 | 2,255 | 39.0% | 0.93 | 0.0234 | -0.007 | 30 | 0.2800 | 0.3200 | 216 | 9,426 | 42.5% | -0.09 | 0.0266 | -0.009 |
| 5.20 | 5.60 | 156 | 459 | 38.6% | 0.84 | 0.0425 | -0.013 | 32.5 | 0.6600 | 0.7200 | 257 | 8,331 | 40.9% | -0.19 | 0.0445 | -0.014 |
| 3.45 | 3.75 | 389 | 5,673 | 38.9% | 0.70 | 0.0609 | -0.018 | 35 | 1.38 | 1.47 | 137 | 23.5K | 40.1% | -0.33 | 0.0609 | -0.018 |
| 2.20 | 2.35 | 797 | 5,926 | 39.7% | 0.53 | 0.0696 | -0.020 | 37.5 | 2.51 | 2.67 | 697 | 7,904 | 39.8% | -0.50 | 0.0678 | -0.019 |
| 1.31 | 1.35 | 695 | 23.5K | 39.8% | 0.36 | 0.0650 | -0.019 | 40 | 4.00 | 4.25 | 120 | 13.9K | 39.8% | -0.65 | 0.0628 | -0.018 |
| 0.6900 | 0.7800 | 763 | 10.1K | 39.9% | 0.23 | 0.0521 | -0.015 | 42.5 | 5.85 | 6.50 | 1 | 4,255 | 41.7% | -0.78 | 0.0502 | -0.014 |
| 0.4000 | 0.4500 | 304 | 10.1K | 41.2% | 0.15 | 0.0377 | -0.012 | 45 | 7.95 | 8.70 | 1 | 7,119 | 42.4% | -0.86 | 0.0364 | -0.010 |
| 0.2300 | 0.2500 | 552 | 7,901 | 42.2% | 0.09 | 0.0260 | -0.009 | 47.5 | 10.30 | 11.10 | 1 | 1,441 | 46.3% | -0.91 | 0.0250 | -0.007 |
| 0.1200 | 0.1500 | 201 | 10.1K | 43.1% | 0.06 | 0.0177 | -0.006 | 50 | 12.65 | 13.65 | 8,892 | 51.5% | -0.95 | 0.0170 | -0.004 | |
| 0.0600 | 0.1400 | 38 | 6,493 | 46.0% | 0.04 | 0.0124 | -0.005 | 52.5 | 15.10 | 16.05 | 771 | 54.8% | -0.96 | 0.0119 | -0.003 | |
| 0.0400 | 0.0900 | 224 | 7,872 | 48.6% | 0.03 | 0.0090 | -0.004 | 55 | 17.60 | 18.65 | 4,341 | 63.4% | -0.97 | 0.0086 | -0.001 | |
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs