NKE option chain NIKE, Inc.
Cboe delayed options data · as of 18:41 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 ±15.9% (31.23–43.02) · ATM IV 40.4% · 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 | |
| 16.65 | 17.90 | 1.00 | 0.0014 | 0.000 | 20 | 0 | 0.1000 | 22 | 60.0% | -0.01 | 0.0025 | -0.001 | ||||
| 14.20 | 15.45 | 701 | 53.0% | 0.99 | 0.0030 | -0.000 | 22.5 | 0.0400 | 0.0800 | 4,239 | 51.1% | -0.02 | 0.0045 | -0.002 | ||
| 11.80 | 12.70 | 439 | 0.98 | 0.0069 | -0.002 | 25 | 0.1000 | 0.1200 | 34 | 1,584 | 46.1% | -0.03 | 0.0088 | -0.003 | ||
| 9.50 | 10.10 | 506 | 0.95 | 0.0151 | -0.004 | 27.5 | 0.2400 | 0.3000 | 67 | 1,959 | 44.7% | -0.07 | 0.0165 | -0.006 | ||
| 7.50 | 7.80 | 5 | 3,139 | 39.6% | 0.89 | 0.0275 | -0.009 | 30 | 0.5400 | 0.5700 | 128 | 7,207 | 42.7% | -0.13 | 0.0279 | -0.009 |
| 5.50 | 5.80 | 4 | 1,663 | 39.5% | 0.79 | 0.0409 | -0.013 | 32.5 | 1.04 | 1.10 | 208 | 8,887 | 41.3% | -0.23 | 0.0406 | -0.013 |
| 4.00 | 4.15 | 86 | 7,843 | 40.7% | 0.66 | 0.0514 | -0.015 | 35 | 1.85 | 1.93 | 537 | 20.7K | 40.3% | -0.35 | 0.0512 | -0.015 |
| 2.73 | 2.81 | 170 | 7,911 | 40.3% | 0.53 | 0.0556 | -0.017 | 37.5 | 3.05 | 3.20 | 180 | 4,511 | 40.4% | -0.49 | 0.0560 | -0.017 |
| 1.79 | 1.85 | 291 | 18.8K | 40.2% | 0.40 | 0.0534 | -0.016 | 40 | 4.50 | 4.70 | 15 | 30.1K | 39.2% | -0.62 | 0.0541 | -0.016 |
| 1.14 | 1.19 | 528 | 16.0K | 40.4% | 0.29 | 0.0466 | -0.014 | 42.5 | 6.35 | 6.80 | 5 | 10.9K | 41.3% | -0.73 | 0.0472 | -0.014 |
| 0.7300 | 0.7600 | 217 | 12.3K | 40.9% | 0.20 | 0.0379 | -0.012 | 45 | 8.50 | 9.00 | 2 | 10.7K | 43.8% | -0.82 | 0.0380 | -0.011 |
| 0.4200 | 0.4900 | 80 | 4,841 | 41.0% | 0.14 | 0.0293 | -0.009 | 47.5 | 10.50 | 11.30 | 4,558 | 43.0% | -0.88 | 0.0288 | -0.008 | |
| 0.3000 | 0.3200 | 193 | 30.9K | 42.4% | 0.10 | 0.0221 | -0.007 | 50 | 13.10 | 13.60 | 4 | 13.0K | 47.8% | -0.92 | 0.0213 | -0.006 |
| 0.2000 | 0.2300 | 10 | 7,636 | 43.8% | 0.07 | 0.0167 | -0.006 | 52.5 | 15.30 | 16.05 | 1 | 2,412 | 47.5% | -0.94 | 0.0156 | -0.004 |
| 0.1300 | 0.1700 | 29 | 9,086 | 45.0% | 0.05 | 0.0127 | -0.005 | 55 | 17.80 | 18.50 | 9,461 | 51.7% | -0.96 | 0.0116 | -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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs