Share price$37.19
1D+3.9%
Sold putSold callAH
Nike Inc NKE
CONSUMER CYCLICAL · FOOTWEAR & ACCESSORIESi
Market dataready · fetched 2026-10-16T01:01:15.174Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16
Calculation methodologyPriceAlpaca · sip · 2026-10-15T23:58:26.150777376Z
FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-16T01:01:14.715447+00:00
Nike Inc options
PutsFair0.99×
CallsCheap0.45×
SkewBearish+1.92 pp
Implied moveBearish±$0.68
TiltBearish5.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 37.95 | 44.4% | 2.3% | 36.50 | 43.3% | 2.1% |
| 25Δ | 37.81 | 44.0% | 2.0% | 36.62 | 43.1% | 1.9% |
| 30Δ | 37.67 | 43.6% | 1.7% | 36.75 | 42.8% | 1.6% |
| 35Δ | 37.53 | 43.2% | 1.5% | 36.87 | 42.6% | 1.4% |
| 40Δ | 37.42 | 42.7% | 1.3% | 36.99 | 42.3% | 1.2% |
| 45Δ | 37.32 | 42.1% | 1.1% | 37.10 | 42.6% | 1.0% |
| 50Δ | 37.21 | 41.6% | 0.9% | 37.21 | 42.9% | 0.9% |
| 55Δ | 37.11 | 41.0% | 0.8% | 37.32 | 43.2% | 0.8% |
| 60Δ | 37.00 | 40.5% | 0.6% | 37.42 | 43.4% | 0.6% |
| 65Δ | 36.89 | 40.1% | 0.5% | 37.54 | 43.9% | 0.5% |
| 70Δ | 36.78 | 39.7% | 0.4% | 37.69 | 44.6% | 0.4% |
| 75Δ | 36.67 | 39.3% | 0.3% | 37.83 | 45.4% | 0.3% |
| 80Δ | 36.56 | 38.9% | 0.3% | 37.98 | 46.2% | 0.3% |
20Δ
- Pseudo strike
- 37.95
- IV
- 44.4%
- B/E move
- 2.3%
- Pseudo strike
- 36.50
- IV
- 43.3%
- B/E move
- 2.1%
25Δ
- Pseudo strike
- 37.81
- IV
- 44.0%
- B/E move
- 2.0%
- Pseudo strike
- 36.62
- IV
- 43.1%
- B/E move
- 1.9%
30Δ
- Pseudo strike
- 37.67
- IV
- 43.6%
- B/E move
- 1.7%
- Pseudo strike
- 36.75
- IV
- 42.8%
- B/E move
- 1.6%
35Δ
- Pseudo strike
- 37.53
- IV
- 43.2%
- B/E move
- 1.5%
- Pseudo strike
- 36.87
- IV
- 42.6%
- B/E move
- 1.4%
40Δ
- Pseudo strike
- 37.42
- IV
- 42.7%
- B/E move
- 1.3%
- Pseudo strike
- 36.99
- IV
- 42.3%
- B/E move
- 1.2%
45Δ
- Pseudo strike
- 37.32
- IV
- 42.1%
- B/E move
- 1.1%
- Pseudo strike
- 37.10
- IV
- 42.6%
- B/E move
- 1.0%
50Δ
- Pseudo strike
- 37.21
- IV
- 41.6%
- B/E move
- 0.9%
- Pseudo strike
- 37.21
- IV
- 42.9%
- B/E move
- 0.9%
55Δ
- Pseudo strike
- 37.11
- IV
- 41.0%
- B/E move
- 0.8%
- Pseudo strike
- 37.32
- IV
- 43.2%
- B/E move
- 0.8%
60Δ
- Pseudo strike
- 37.00
- IV
- 40.5%
- B/E move
- 0.6%
- Pseudo strike
- 37.42
- IV
- 43.4%
- B/E move
- 0.6%
65Δ
- Pseudo strike
- 36.89
- IV
- 40.1%
- B/E move
- 0.5%
- Pseudo strike
- 37.54
- IV
- 43.9%
- B/E move
- 0.5%
70Δ
- Pseudo strike
- 36.78
- IV
- 39.7%
- B/E move
- 0.4%
- Pseudo strike
- 37.69
- IV
- 44.6%
- B/E move
- 0.4%
75Δ
- Pseudo strike
- 36.67
- IV
- 39.3%
- B/E move
- 0.3%
- Pseudo strike
- 37.83
- IV
- 45.4%
- B/E move
- 0.3%
80Δ
- Pseudo strike
- 36.56
- IV
- 38.9%
- B/E move
- 0.3%
- Pseudo strike
- 37.98
- IV
- 46.2%
- B/E move
- 0.3%