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 ±19.8% (29.77–44.47) · ATM IV 38.6% · P/C open interest 0.55
| 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 | |
| 16.60 | 17.90 | 15 | 0.99 | 0.0022 | 0.000 | 20 | 0.0200 | 0.1400 | 2 | 1,179 | 49.3% | -0.02 | 0.0037 | -0.002 | ||
| 14.30 | 15.50 | 29 | 46.9% | 0.98 | 0.0053 | -0.000 | 22.5 | 0.1200 | 0.1600 | 50 | 390 | 45.2% | -0.03 | 0.0067 | -0.002 | |
| 12.00 | 12.75 | 323 | 34.2% | 0.96 | 0.0105 | -0.002 | 25 | 0.2600 | 0.3100 | 16 | 477 | 43.2% | -0.06 | 0.0118 | -0.004 | |
| 9.75 | 10.55 | 44 | 38.2% | 0.91 | 0.0175 | -0.004 | 27.5 | 0.5200 | 0.5600 | 8 | 2,671 | 41.5% | -0.10 | 0.0188 | -0.006 | |
| 7.80 | 8.30 | 3 | 1,221 | 37.4% | 0.85 | 0.0261 | -0.007 | 30 | 0.9500 | 1.00 | 16 | 5,796 | 40.3% | -0.17 | 0.0272 | -0.008 |
| 6.00 | 6.45 | 4 | 1,327 | 37.5% | 0.76 | 0.0347 | -0.009 | 32.5 | 1.59 | 1.65 | 28 | 6,657 | 39.1% | -0.26 | 0.0354 | -0.010 |
| 4.65 | 4.85 | 217 | 6,007 | 38.2% | 0.66 | 0.0414 | -0.011 | 35 | 2.54 | 2.69 | 52 | 8,613 | 39.2% | -0.36 | 0.0415 | -0.011 |
| 3.45 | 3.60 | 161 | 7,037 | 38.4% | 0.55 | 0.0446 | -0.012 | 37.5 | 3.75 | 3.90 | 80 | 7,383 | 38.7% | -0.47 | 0.0444 | -0.012 |
| 2.52 | 2.63 | 115 | 8,429 | 38.7% | 0.44 | 0.0444 | -0.012 | 40 | 5.25 | 5.45 | 23 | 8,393 | 38.8% | -0.57 | 0.0440 | -0.011 |
| 1.81 | 1.88 | 107 | 14.5K | 38.8% | 0.35 | 0.0414 | -0.011 | 42.5 | 6.95 | 7.30 | 3 | 2,225 | 39.2% | -0.67 | 0.0412 | -0.011 |
| 1.26 | 1.37 | 339 | 10.1K | 39.1% | 0.27 | 0.0366 | -0.010 | 45 | 8.85 | 9.15 | 3,040 | 38.4% | -0.75 | 0.0369 | -0.009 | |
| 0.9000 | 0.9600 | 21 | 5,792 | 39.3% | 0.21 | 0.0311 | -0.009 | 47.5 | 11.05 | 11.55 | 4,608 | 41.5% | -0.81 | 0.0317 | -0.008 | |
| 0.6300 | 0.6900 | 78 | 12.4K | 39.7% | 0.16 | 0.0258 | -0.007 | 50 | 13.30 | 13.60 | 1,836 | 41.0% | -0.87 | 0.0263 | -0.006 | |
| 0.4500 | 0.5000 | 20 | 3,258 | 40.2% | 0.12 | 0.0210 | -0.006 | 52.5 | 15.60 | 15.90 | 1 | 1,715 | 41.4% | -0.90 | 0.0211 | -0.005 |
| 0.3500 | 0.3700 | 53 | 14.3K | 41.2% | 0.09 | 0.0171 | -0.005 | 55 | 17.95 | 18.55 | 4,064 | 45.8% | -0.93 | 0.0166 | -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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs