IntraAlpha
Create free account Start free

Nike Inc NKE

CONSUMER CYCLICAL · FOOTWEAR & ACCESSORIES
i

Market dataready · fetched 2026-10-20T19:11:18.516Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday expirations. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-20T19:11:11.975941817Z

FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-20T19:08:30.888333+00:00

Share price$37.98
1D+1.2%
$37.25$37.48$37.71$37.94$38.175:30 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$0.08$0.81$1.55$2.28$3.01$36.16$37.07$37.98$38.89$39.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NKE spot · $37.98NKE PRICE$0.16$0.21$0.27$0.33$0.40$0.48$0.56$0.66$0.77$0.89$1.04$1.19$1.46$0.16$0.21$0.27$0.32$0.40$0.48$0.56$0.66$0.75$0.86$1.00$1.15$2.80
PutsExpensive1.33×
CallsExpensive1.38×
SkewNeutral+0.06 pp
Implied moveBalanced±$1.12
TiltBearish6.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.2842.3%3.8%36.8540.0%3.4%
25Δ38.9941.4%3.2%37.0939.7%2.9%
30Δ38.7841.6%2.8%37.2939.3%2.5%
35Δ38.5741.7%2.4%37.4939.0%2.1%
40Δ38.3841.7%2.1%37.6639.2%1.9%
45Δ38.1941.5%1.8%37.8439.5%1.6%
50Δ38.0141.4%1.5%38.0139.7%1.4%
55Δ37.8241.7%1.3%38.1839.4%1.2%
60Δ37.6442.1%1.1%38.3539.1%1.0%
65Δ37.4542.4%0.9%38.5338.9%0.8%
70Δ37.2342.9%0.8%38.7339.1%0.7%
75Δ37.0243.4%0.6%38.9439.3%0.5%
80Δ36.7045.5%0.5%40.5078.4%0.7%

20Δ

Calls
Pseudo strike
39.28
IV
42.3%
B/E move
3.8%
Puts
Pseudo strike
36.85
IV
40.0%
B/E move
3.4%

25Δ

Calls
Pseudo strike
38.99
IV
41.4%
B/E move
3.2%
Puts
Pseudo strike
37.09
IV
39.7%
B/E move
2.9%

30Δ

Calls
Pseudo strike
38.78
IV
41.6%
B/E move
2.8%
Puts
Pseudo strike
37.29
IV
39.3%
B/E move
2.5%

35Δ

Calls
Pseudo strike
38.57
IV
41.7%
B/E move
2.4%
Puts
Pseudo strike
37.49
IV
39.0%
B/E move
2.1%

40Δ

Calls
Pseudo strike
38.38
IV
41.7%
B/E move
2.1%
Puts
Pseudo strike
37.66
IV
39.2%
B/E move
1.9%

45Δ

Calls
Pseudo strike
38.19
IV
41.5%
B/E move
1.8%
Puts
Pseudo strike
37.84
IV
39.5%
B/E move
1.6%

50Δ

Calls
Pseudo strike
38.01
IV
41.4%
B/E move
1.5%
Puts
Pseudo strike
38.01
IV
39.7%
B/E move
1.4%

55Δ

Calls
Pseudo strike
37.82
IV
41.7%
B/E move
1.3%
Puts
Pseudo strike
38.18
IV
39.4%
B/E move
1.2%

60Δ

Calls
Pseudo strike
37.64
IV
42.1%
B/E move
1.1%
Puts
Pseudo strike
38.35
IV
39.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
37.45
IV
42.4%
B/E move
0.9%
Puts
Pseudo strike
38.53
IV
38.9%
B/E move
0.8%

70Δ

Calls
Pseudo strike
37.23
IV
42.9%
B/E move
0.8%
Puts
Pseudo strike
38.73
IV
39.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
37.02
IV
43.4%
B/E move
0.6%
Puts
Pseudo strike
38.94
IV
39.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
36.70
IV
45.5%
B/E move
0.5%
Puts
Pseudo strike
40.50
IV
78.4%
B/E move
0.7%

Options history

No recorded observations