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Nike, Inc. NKE

CONSUMER CYCLICAL · FOOTWEAR & ACCESSORIES
i

Market dataready · fetched 2026-11-09T20:54:44.065Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-09T20:54:40.722624525Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-09T20:54:43.583512+00:00

Share price$39.98
1D+2.4%
$38.72$39.11$39.49$39.87$40.255:30 AM6:30 AM9:00 AM1:00 PMNKE
Sold putSold call

Nike, Inc. options

Live interpolated NKE call and put midpoint premiums by absolute delta.Nike, Inc.$0.14$0.58$1.02$1.45$1.89$37.81$38.89$39.98$41.06$42.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NKE spot · $39.98NKE PRICE$0.19$0.25$0.32$0.40$0.49$0.59$0.69$0.80$0.92$1.06$1.20$1.40$1.64$0.20$0.27$0.34$0.42$0.51$0.61$0.71$0.83$0.95$1.13$1.31$1.55$1.76
PutsExpensive1.49×
CallsExpensive1.43×
SkewNeutral-0.00 pp
Implied moveBalanced±$1.40
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.5341.6%4.4%38.5642.4%4.1%
25Δ41.2341.4%3.8%38.8542.1%3.5%
30Δ40.9541.2%3.2%39.1241.7%3.0%
35Δ40.7141.5%2.9%39.3641.4%2.6%
40Δ40.4841.7%2.5%39.5941.2%2.2%
45Δ40.2541.9%2.2%39.8141.3%1.9%
50Δ40.0342.1%1.9%40.0341.4%1.6%
55Δ39.8142.1%1.6%40.2541.1%1.4%
60Δ39.5942.0%1.3%40.4740.9%1.2%
65Δ39.3641.7%1.1%40.7241.5%1.0%
70Δ39.1341.3%0.9%40.9742.3%0.8%
75Δ38.8641.5%0.7%41.2843.0%0.6%
80Δ38.5542.6%0.6%41.5642.4%0.5%

20Δ

Calls
Pseudo strike
41.53
IV
41.6%
B/E move
4.4%
Puts
Pseudo strike
38.56
IV
42.4%
B/E move
4.1%

25Δ

Calls
Pseudo strike
41.23
IV
41.4%
B/E move
3.8%
Puts
Pseudo strike
38.85
IV
42.1%
B/E move
3.5%

30Δ

Calls
Pseudo strike
40.95
IV
41.2%
B/E move
3.2%
Puts
Pseudo strike
39.12
IV
41.7%
B/E move
3.0%

35Δ

Calls
Pseudo strike
40.71
IV
41.5%
B/E move
2.9%
Puts
Pseudo strike
39.36
IV
41.4%
B/E move
2.6%

40Δ

Calls
Pseudo strike
40.48
IV
41.7%
B/E move
2.5%
Puts
Pseudo strike
39.59
IV
41.2%
B/E move
2.2%

45Δ

Calls
Pseudo strike
40.25
IV
41.9%
B/E move
2.2%
Puts
Pseudo strike
39.81
IV
41.3%
B/E move
1.9%

50Δ

Calls
Pseudo strike
40.03
IV
42.1%
B/E move
1.9%
Puts
Pseudo strike
40.03
IV
41.4%
B/E move
1.6%

55Δ

Calls
Pseudo strike
39.81
IV
42.1%
B/E move
1.6%
Puts
Pseudo strike
40.25
IV
41.1%
B/E move
1.4%

60Δ

Calls
Pseudo strike
39.59
IV
42.0%
B/E move
1.3%
Puts
Pseudo strike
40.47
IV
40.9%
B/E move
1.2%

65Δ

Calls
Pseudo strike
39.36
IV
41.7%
B/E move
1.1%
Puts
Pseudo strike
40.72
IV
41.5%
B/E move
1.0%

70Δ

Calls
Pseudo strike
39.13
IV
41.3%
B/E move
0.9%
Puts
Pseudo strike
40.97
IV
42.3%
B/E move
0.8%

75Δ

Calls
Pseudo strike
38.86
IV
41.5%
B/E move
0.7%
Puts
Pseudo strike
41.28
IV
43.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
38.55
IV
42.6%
B/E move
0.6%
Puts
Pseudo strike
41.56
IV
42.4%
B/E move
0.5%

Options history

IV · four-Friday blend38.98%
Daily close
NKE24.2%70.2%116.1%2026-08-11: 33.84%2026-08-12: 33.07%2026-08-13: 34.55%2026-08-14: 30.59%2026-08-17: 34.35%2026-08-18: 33.53%2026-08-19: 33.67%2026-08-20: 34.11%2026-08-21: 31.04%2026-08-24: 36.33%2026-08-25: 33.03%2026-08-26: 32.58%2026-08-27: 31.89%2026-08-28: 30.58%2026-08-31: 31.84%2026-09-01: 31.49%2026-09-02: 31.18%2026-09-03: 32.69%2026-09-04: 33.34%2026-09-08: 37.92%2026-09-09: 38.55%2026-09-10: 39.14%2026-09-11: 38.99%2026-09-14: 42.29%2026-09-15: 43.90%2026-09-16: 44.02%2026-09-17: 45.21%2026-09-18: 47.06%2026-09-21: 51.11%2026-09-22: 51.30%2026-09-23: 51.90%2026-09-24: 53.54%2026-09-25: 59.00%2026-09-28: 69.49%2026-09-29: 75.92%2026-09-30: 83.06%2026-10-01: 109.77%2026-10-02: 33.74%2026-10-05: 35.08%2026-10-06: 34.69%2026-10-07: 33.90%2026-10-08: 34.90%2026-10-09: 32.06%2026-10-12: 34.13%2026-10-13: 35.25%2026-10-14: 35.52%2026-10-15: 36.94%2026-10-16: 35.24%2026-10-19: 35.81%2026-10-20: 36.48%2026-10-21: 35.23%2026-10-22: 38.48%2026-10-23: 35.93%2026-10-26: 38.27%2026-10-27: 37.25%2026-10-28: 36.91%2026-10-29: 37.86%2026-10-30: 38.98%Aug 11Sep 21Oct 30
58 observations2026-08-11 — 2026-10-30
Table
DateIV (%)
33.84%
33.07%
34.55%
30.59%
34.35%
33.53%
33.67%
34.11%
31.04%
36.33%
33.03%
32.58%
31.89%
30.58%
31.84%
31.49%
31.18%
32.69%
33.34%
37.92%
38.55%
39.14%
38.99%
42.29%
43.90%
44.02%
45.21%
47.06%
51.11%
51.30%
51.90%
53.54%
59.00%
69.49%
75.92%
83.06%
109.77%
33.74%
35.08%
34.69%
33.90%
34.90%
32.06%
34.13%
35.25%
35.52%
36.94%
35.24%
35.81%
36.48%
35.23%
38.48%
35.93%
38.27%
37.25%
36.91%
37.86%
38.98%