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Nike Inc NKE

CONSUMER CYCLICAL · FOOTWEAR & ACCESSORIES
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Market dataready · fetched 2026-10-16T00:18:58.004Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:58:26.150777376Z

FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-16T00:18:56.554025+00:00

Share price$37.19
1D+3.9%
AH$35.49$36.07$36.64$37.22$37.795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNKE
Sold putSold callAH

Nike Inc options

Live interpolated NKE call and put midpoint premiums by absolute delta.Nike Inc$0.36$1.69$3.02$4.35$5.68$30.12$33.35$36.59$39.82$43.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NKE spot · $37.19NKE PRICE$0.50$0.67$0.83$1.03$1.25$1.47$1.69$2.01$2.35$2.69$3.04$3.60$4.33$0.57$0.74$0.95$1.20$1.45$1.71$1.99$2.40$2.81$3.21$3.71$4.50$5.29
PutsCheap0.90×
CallsExpensive1.09×
SkewNeutral+0.01 pp
Implied moveBearish±$3.68
TiltBearish9.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.9840.4%14.2%33.7339.8%10.8%
25Δ41.0840.0%12.2%34.5439.3%9.1%
30Δ40.1839.5%10.3%35.2639.0%7.7%
35Δ39.5039.3%9.0%35.8539.0%6.8%
40Δ38.8839.2%7.9%36.4439.1%5.9%
45Δ38.2539.1%6.8%37.0339.1%5.0%
50Δ37.6238.9%5.7%37.6339.2%4.2%
55Δ37.0239.0%5.0%38.2639.3%3.6%
60Δ36.4339.1%4.3%38.8939.4%3.0%
65Δ35.8439.2%3.6%39.5239.5%2.4%
70Δ35.2439.3%2.9%40.2239.9%1.8%
75Δ34.4740.3%2.4%41.1740.8%1.4%
80Δ33.5841.7%1.9%42.1341.8%0.9%

20Δ

Calls
Pseudo strike
41.98
IV
40.4%
B/E move
14.2%
Puts
Pseudo strike
33.73
IV
39.8%
B/E move
10.8%

25Δ

Calls
Pseudo strike
41.08
IV
40.0%
B/E move
12.2%
Puts
Pseudo strike
34.54
IV
39.3%
B/E move
9.1%

30Δ

Calls
Pseudo strike
40.18
IV
39.5%
B/E move
10.3%
Puts
Pseudo strike
35.26
IV
39.0%
B/E move
7.7%

35Δ

Calls
Pseudo strike
39.50
IV
39.3%
B/E move
9.0%
Puts
Pseudo strike
35.85
IV
39.0%
B/E move
6.8%

40Δ

Calls
Pseudo strike
38.88
IV
39.2%
B/E move
7.9%
Puts
Pseudo strike
36.44
IV
39.1%
B/E move
5.9%

45Δ

Calls
Pseudo strike
38.25
IV
39.1%
B/E move
6.8%
Puts
Pseudo strike
37.03
IV
39.1%
B/E move
5.0%

50Δ

Calls
Pseudo strike
37.62
IV
38.9%
B/E move
5.7%
Puts
Pseudo strike
37.63
IV
39.2%
B/E move
4.2%

55Δ

Calls
Pseudo strike
37.02
IV
39.0%
B/E move
5.0%
Puts
Pseudo strike
38.26
IV
39.3%
B/E move
3.6%

60Δ

Calls
Pseudo strike
36.43
IV
39.1%
B/E move
4.3%
Puts
Pseudo strike
38.89
IV
39.4%
B/E move
3.0%

65Δ

Calls
Pseudo strike
35.84
IV
39.2%
B/E move
3.6%
Puts
Pseudo strike
39.52
IV
39.5%
B/E move
2.4%

70Δ

Calls
Pseudo strike
35.24
IV
39.3%
B/E move
2.9%
Puts
Pseudo strike
40.22
IV
39.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
34.47
IV
40.3%
B/E move
2.4%
Puts
Pseudo strike
41.17
IV
40.8%
B/E move
1.4%

80Δ

Calls
Pseudo strike
33.58
IV
41.7%
B/E move
1.9%
Puts
Pseudo strike
42.13
IV
41.8%
B/E move
0.9%