What is NKE's IV rank?

At the close on Sep 28, 2026, NKE's IV rank was 70 with 30-day implied volatility of 48.8%. IV sits 70% of the way from its one-year low to its one-year high. Its IV percentile was 83: IV is higher than 83% of the past year's readings.

What is the expected move for NKE?

Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $5.17 (14.2%), a range of $31.22 to $41.56. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on NKE?

At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on NKE: Bear Put Spreads Below the 200-Day (80), Long Call Butterflies for Pinning (36), Iron Condor, 2-ATR Profit Zone (12). Open a screen in the app to see the individual trades, refreshed intraday.

Is NKE option volume above average?

On Sep 28, 2026, NKE option volume was 1.0x its average, close to normal.

NKE options: IV rank, expected move and trade screens

NIKE, Inc. · Industrials

As of the close on Sep 28, 2026. In the app, data is refreshed intraday.

NKE closed at $36.39 on Sep 28, 2026 with 30-day implied volatility of 48.8%. That is in the upper half of its one-year range (IV rank 70), so premiums are somewhat richer than usual for NKE. Measured by IV percentile, IV is higher than 83% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $5.17, or 14.2%.

The price is below both its 50-day (-8.0%) and 200-day (-26.3%) moving averages. It is trading within 2.5% of its 52-week low. The 14-day RSI of 40.9 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $1.00, about 2.7% of the price, a measure of a typical day's range.

Option volume at the close (137K contracts) was 1.0x its average, close to normal. A beta of 0.72 means NKE has tended to move about 0.7 times as much as the broad market. 3 of our preset screens found trades on NKE at the close, led by Bear Put Spreads Below the 200-Day with 80 trades.

NKE stats at the close

Price: $36.39; Market cap $31.1B
Implied volatility: 48.8%; 30-day, at the money
IV rank: 70; IV sits 70% of the way from its one-year low to its one-year high.
IV percentile: 83; IV is higher than 83% of the past year's readings.
ATR (14-day): $1.00; 2.7% of the price on a typical day
RSI (14-day): 40.9; Between 30 and 70, neutral
52-week range: -51.2% from high; +2.5% from the 52-week low
Moving averages: -8.0% vs 50-day; -26.3% vs the 200-day
Beta: 0.72; Sensitivity to the broad market
Option volume: 1.0x avg; 137K contracts vs 137K average

NKE expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Oct 2, 20264 days	104.0%	±$3.96 (10.9%)	$32.43 to $40.35	$3.17
Oct 30, 202632 days	48.0%	±$5.17 (14.2%)	$31.22 to $41.56	$4.12
Nov 20, 202653 days	45.4%	±$6.30 (17.3%)	$30.09 to $42.69	$5.13
Dec 18, 202681 days	44.8%	±$7.68 (21.1%)	$28.71 to $44.07	$6.21

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for NKE from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Bear Put Spreads Below the 200-Day

Bear Put Spread

80 trades pass on NKE

Return on risk: 33.3% to 474.7%
Probability of profit: 33.3% to 73.8%

Bear put spread screener

Long Call Butterflies for Pinning

Call Butterfly

36 trades pass on NKE

Return on risk: 141.0% to 1,000%+
Probability of profit: 8.5% to 100.0%

Butterfly spread screener

Iron Condor, 2-ATR Profit Zone

Iron Condor

12 trades pass on NKE

Return on risk: 24.5% to 49.3%
Probability of profit: 70.0% to 85.4%

Iron condor scanner

NKE options FAQ

What is NKE's IV rank?: At the close on Sep 28, 2026, NKE's IV rank was 70 with 30-day implied volatility of 48.8%. IV sits 70% of the way from its one-year low to its one-year high. Its IV percentile was 83: IV is higher than 83% of the past year's readings.
What is the expected move for NKE?: Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $5.17 (14.2%), a range of $31.22 to $41.56. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on NKE?: At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on NKE: Bear Put Spreads Below the 200-Day (80), Long Call Butterflies for Pinning (36), Iron Condor, 2-ATR Profit Zone (12). Open a screen in the app to see the individual trades, refreshed intraday.
Is NKE option volume above average?: On Sep 28, 2026, NKE option volume was 1.0x its average, close to normal.

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