NKE option chain NIKE, Inc.
Cboe delayed options data · as of 15:36 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 ±32.2% (25.91–50.52) · ATM IV 41.0% · P/C open interest 3.69
| 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 | |
| 18.40 | 19.50 | 5 | 47.9% | 0.97 | 0.0054 | 0.000 | 20 | 0.1300 | 0.5000 | 43.0% | -0.05 | 0.0059 | -0.002 | |||
| 16.20 | 17.35 | 1 | 26 | 45.5% | 0.95 | 0.0081 | -0.001 | 22.5 | 0.5700 | 0.7900 | 63 | 44.4% | -0.07 | 0.0086 | -0.003 | |
| 14.25 | 15.35 | 6 | 44.9% | 0.91 | 0.0113 | -0.002 | 25 | 0.9400 | 1.20 | 481 | 43.5% | -0.11 | 0.0118 | -0.004 | ||
| 12.30 | 13.50 | 142 | 43.6% | 0.87 | 0.0147 | -0.003 | 27.5 | 1.48 | 1.64 | 174 | 42.2% | -0.16 | 0.0151 | -0.005 | ||
| 10.60 | 11.55 | 91 | 41.9% | 0.82 | 0.0179 | -0.004 | 30 | 2.12 | 2.47 | 1,940 | 42.2% | -0.21 | 0.0183 | -0.006 | ||
| 9.25 | 9.90 | 6 | 27 | 42.0% | 0.76 | 0.0208 | -0.006 | 32.5 | 2.97 | 3.50 | 3,088 | 42.4% | -0.26 | 0.0212 | -0.006 | |
| 7.95 | 8.35 | 6 | 292 | 41.3% | 0.70 | 0.0233 | -0.006 | 35 | 4.00 | 4.55 | 1,912 | 42.1% | -0.33 | 0.0236 | -0.007 | |
| 6.65 | 7.15 | 1 | 162 | 40.8% | 0.64 | 0.0250 | -0.007 | 37.5 | 5.15 | 5.65 | 1,162 | 41.2% | -0.39 | 0.0255 | -0.007 | |
| 5.80 | 6.00 | 26 | 539 | 41.1% | 0.58 | 0.0261 | -0.007 | 40 | 6.65 | 7.00 | 1,436 | 41.4% | -0.45 | 0.0267 | -0.007 | |
| 4.80 | 5.20 | 209 | 41.0% | 0.52 | 0.0266 | -0.008 | 42.5 | 8.00 | 8.70 | 49 | 41.3% | -0.51 | 0.0273 | -0.007 | ||
| 3.95 | 4.45 | 7 | 146 | 40.8% | 0.46 | 0.0265 | -0.008 | 45 | 9.60 | 10.30 | 95 | 40.8% | -0.57 | 0.0274 | -0.007 | |
| 3.30 | 3.65 | 10 | 74 | 40.3% | 0.41 | 0.0259 | -0.007 | 47.5 | 11.55 | 12.10 | 1 | 2 | 41.4% | -0.63 | 0.0270 | -0.007 |
| 2.71 | 3.10 | 8 | 383 | 40.2% | 0.36 | 0.0249 | -0.007 | 50 | 13.25 | 14.15 | 41.2% | -0.68 | 0.0262 | -0.006 | ||
| 1.98 | 2.21 | 2 | 384 | 40.6% | 0.28 | 0.0222 | -0.007 | 55 | 17.65 | 18.10 | 7 | 3 | 42.1% | -0.77 | 0.0244 | -0.005 |
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs