NKE option chain NIKE, Inc.
Cboe delayed options data · as of 06:36 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 ±17.8% (31.49–45.10) · ATM IV 41.1% · P/C open interest 0.57
| 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 | |
| 14.70 | 17.40 | 0.99 | 0.0033 | 0.000 | 22.5 | 0.0300 | 0.1500 | 3,209 | 52.1% | -0.02 | 0.0041 | -0.002 | ||||
| 12.40 | 14.95 | 24 | 46.9% | 0.98 | 0.0066 | 0.000 | 25 | 0.1100 | 0.2200 | 15 | 451 | 48.2% | -0.03 | 0.0079 | -0.003 | |
| 10.95 | 11.90 | 220 | 47.6% | 0.95 | 0.0126 | -0.001 | 27.5 | 0.2100 | 0.3500 | 33 | 3,063 | 44.1% | -0.07 | 0.0142 | -0.005 | |
| 8.85 | 9.40 | 2 | 1,849 | 42.9% | 0.90 | 0.0214 | -0.005 | 30 | 0.4400 | 0.6500 | 9 | 5,700 | 42.2% | -0.12 | 0.0229 | -0.008 |
| 6.35 | 7.60 | 235 | 39.6% | 0.82 | 0.0314 | -0.009 | 32.5 | 0.9800 | 1.18 | 647 | 3,377 | 42.1% | -0.20 | 0.0325 | -0.011 | |
| 5.15 | 5.80 | 12 | 833 | 43.3% | 0.72 | 0.0403 | -0.012 | 35 | 1.76 | 2.00 | 281 | 14.3K | 41.7% | -0.30 | 0.0408 | -0.013 |
| 3.80 | 4.05 | 29 | 1,656 | 41.4% | 0.60 | 0.0461 | -0.014 | 37.5 | 2.71 | 3.05 | 77 | 6,266 | 40.7% | -0.42 | 0.0460 | -0.015 |
| 2.77 | 2.93 | 2,118 | 4,135 | 42.0% | 0.49 | 0.0477 | -0.015 | 40 | 4.05 | 4.40 | 500 | 13.5K | 40.2% | -0.53 | 0.0470 | -0.014 |
| 1.86 | 2.05 | 434 | 4,235 | 41.5% | 0.38 | 0.0453 | -0.015 | 42.5 | 5.70 | 6.30 | 2 | 4,271 | 41.7% | -0.64 | 0.0444 | -0.013 |
| 1.27 | 1.39 | 586 | 5,953 | 41.5% | 0.29 | 0.0402 | -0.013 | 45 | 7.20 | 8.20 | 5 | 6,797 | 39.2% | -0.72 | 0.0394 | -0.011 |
| 0.9000 | 0.9900 | 20 | 4,689 | 42.4% | 0.21 | 0.0339 | -0.012 | 47.5 | 9.40 | 10.40 | 100 | 1,493 | 41.5% | -0.80 | 0.0339 | -0.008 |
| 0.6200 | 0.6900 | 1,484 | 6,631 | 43.0% | 0.16 | 0.0277 | -0.010 | 50 | 11.80 | 12.45 | 60 | 9,037 | 42.3% | -0.85 | 0.0295 | -0.006 |
| 0.3000 | 0.5000 | 80 | 2,309 | 42.2% | 0.12 | 0.0223 | -0.008 | 52.5 | 13.80 | 15.35 | 4 | 772 | 46.7% | -0.90 | 0.0259 | -0.005 |
| 0.2700 | 0.3700 | 132 | 7,067 | 44.2% | 0.09 | 0.0179 | -0.007 | 55 | 16.45 | 17.45 | 56 | 4,517 | 48.3% | -0.93 | 0.0235 | -0.003 |
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