NKE option chain NIKE, Inc.
Cboe delayed options data · as of 12:36 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 ±25.7% (28.55–48.30) · ATM IV 41.9% · P/C open interest 0.50
| 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 | |
| 15.95 | 16.95 | 4 | 4 | 50.0% | 0.97 | 0.0066 | 0.000 | 22.5 | 0.2500 | 0.3700 | 57 | 46.4% | -0.05 | 0.0073 | -0.003 | |
| 13.60 | 14.90 | 48.1% | 0.94 | 0.0106 | -0.002 | 25 | 0.4400 | 0.6200 | 31 | 44.5% | -0.08 | 0.0112 | -0.004 | |||
| 11.75 | 12.30 | 14 | 44.0% | 0.89 | 0.0154 | -0.004 | 27.5 | 0.7500 | 1.01 | 7 | 43.2% | -0.12 | 0.0160 | -0.006 | ||
| 9.85 | 10.20 | 2 | 110 | 42.2% | 0.84 | 0.0205 | -0.006 | 30 | 1.19 | 1.68 | 20 | 404 | 42.8% | -0.18 | 0.0210 | -0.007 |
| 8.15 | 8.70 | 43.2% | 0.77 | 0.0252 | -0.007 | 32.5 | 2.11 | 2.24 | 22 | 375 | 42.3% | -0.25 | 0.0257 | -0.009 | ||
| 6.65 | 7.10 | 11 | 42.4% | 0.69 | 0.0291 | -0.009 | 35 | 2.90 | 3.20 | 30 | 371 | 41.2% | -0.32 | 0.0296 | -0.009 | |
| 5.40 | 5.65 | 11 | 68 | 41.6% | 0.61 | 0.0317 | -0.010 | 37.5 | 4.15 | 4.55 | 8 | 55 | 42.2% | -0.40 | 0.0322 | -0.010 |
| 4.30 | 4.55 | 6 | 191 | 41.4% | 0.54 | 0.0330 | -0.010 | 40 | 5.40 | 6.15 | 1 | 274 | 43.8% | -0.48 | 0.0335 | -0.010 |
| 3.40 | 3.75 | 69 | 293 | 41.8% | 0.46 | 0.0329 | -0.010 | 42.5 | 6.85 | 7.35 | 1 | 46 | 40.4% | -0.56 | 0.0335 | -0.010 |
| 2.70 | 2.87 | 92 | 242 | 41.2% | 0.39 | 0.0317 | -0.010 | 45 | 8.65 | 9.15 | 3 | 40.9% | -0.63 | 0.0324 | -0.009 | |
| 2.14 | 2.59 | 6 | 342 | 42.8% | 0.33 | 0.0297 | -0.009 | 47.5 | 10.50 | 11.15 | 5 | 41.2% | -0.69 | 0.0305 | -0.008 | |
| 1.70 | 1.91 | 55 | 1,689 | 42.1% | 0.28 | 0.0273 | -0.009 | 50 | 12.50 | 13.20 | 41.4% | -0.75 | 0.0283 | -0.007 | ||
| 1.02 | 1.28 | 27 | 241 | 42.5% | 0.19 | 0.0220 | -0.007 | 55 | 17.00 | 17.50 | 8 | 19 | 42.7% | -0.84 | 0.0254 | -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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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