NKE option chain NIKE, Inc.
Cboe delayed options data · as of 18:36 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 ±23.5% (29.61–47.76) · ATM IV 40.7% · P/C open interest 0.67
| 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 | |
| 15.75 | 16.90 | 20 | 0.98 | 0.0054 | 0.000 | 22.5 | 0.1900 | 0.2600 | 91 | 214 | 46.7% | -0.04 | 0.0064 | -0.003 | ||
| 13.90 | 14.60 | 161 | 40.5% | 0.95 | 0.0093 | -0.001 | 25 | 0.2400 | 0.4900 | 261 | 43.6% | -0.06 | 0.0102 | -0.004 | ||
| 11.35 | 12.45 | 24 | 36.8% | 0.91 | 0.0144 | -0.003 | 27.5 | 0.6500 | 0.7800 | 3 | 353 | 43.6% | -0.11 | 0.0152 | -0.005 | |
| 9.85 | 10.30 | 17 | 425 | 41.3% | 0.86 | 0.0200 | -0.005 | 30 | 1.08 | 1.30 | 42 | 1,358 | 42.9% | -0.16 | 0.0208 | -0.007 |
| 7.90 | 8.50 | 2 | 42 | 40.2% | 0.79 | 0.0257 | -0.007 | 32.5 | 1.73 | 1.97 | 38 | 4,096 | 42.2% | -0.23 | 0.0262 | -0.009 |
| 6.40 | 6.85 | 60 | 558 | 40.4% | 0.71 | 0.0306 | -0.009 | 35 | 2.53 | 2.81 | 10 | 6,808 | 41.1% | -0.31 | 0.0309 | -0.010 |
| 5.10 | 5.40 | 204 | 917 | 40.1% | 0.62 | 0.0340 | -0.010 | 37.5 | 3.70 | 3.95 | 18 | 6,372 | 41.2% | -0.39 | 0.0341 | -0.011 |
| 4.05 | 4.25 | 140 | 5,238 | 40.3% | 0.54 | 0.0356 | -0.011 | 40 | 5.00 | 5.25 | 60 | 7,991 | 40.7% | -0.48 | 0.0355 | -0.011 |
| 3.15 | 3.35 | 36 | 4,095 | 40.5% | 0.46 | 0.0354 | -0.011 | 42.5 | 6.55 | 6.70 | 2,232 | 40.2% | -0.56 | 0.0353 | -0.011 | |
| 2.32 | 2.60 | 32 | 2,697 | 40.1% | 0.38 | 0.0338 | -0.011 | 45 | 8.15 | 8.80 | 3,050 | 41.3% | -0.64 | 0.0338 | -0.010 | |
| 1.85 | 2.10 | 4 | 1,373 | 41.0% | 0.32 | 0.0313 | -0.010 | 47.5 | 10.15 | 10.85 | 1 | 4,414 | 42.8% | -0.70 | 0.0314 | -0.009 |
| 1.52 | 1.55 | 210 | 10.1K | 41.3% | 0.26 | 0.0283 | -0.009 | 50 | 12.20 | 12.75 | 1,801 | 42.6% | -0.76 | 0.0286 | -0.008 | |
| 1.14 | 1.27 | 21 | 3,306 | 41.8% | 0.21 | 0.0251 | -0.008 | 52.5 | 14.35 | 14.70 | 1,728 | 41.9% | -0.81 | 0.0262 | -0.007 | |
| 0.9200 | 1.01 | 17 | 12.5K | 42.4% | 0.17 | 0.0220 | -0.007 | 55 | 16.60 | 17.35 | 4,127 | 45.5% | -0.85 | 0.0246 | -0.006 | |
| 0.6400 | 0.8200 | 5 | 1,425 | 42.3% | 0.14 | 0.0191 | -0.007 | 57.5 | 18.90 | 19.60 | 714 | 46.1% | -0.89 | 0.0238 | -0.006 | |
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