NKE Implied Volatility
NKE $37.89 · Updated Oct 26, 4:00 PM ET
NKE at-the-money implied volatility is 38.2% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 38.9%. Longer-dated volatility is priced at or above near-term volatility, the normal upward-sloping term structure.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 38 | 38.2% |
| Nov 6, 2026 | 11 | 38 | 36.4% |
| Nov 13, 2026 | 18 | 38 | 35.6% |
| Nov 20, 2026 | 25 | 38 | 41.5% |
| Nov 27, 2026 | 32 | 38 | 38.9% |
| Dec 4, 2026 | 39 | 38 | 38.7% |
| Dec 18, 2026 | 53 | 37.5 | 40.9% |
| Jan 15, 2027 | 81 | 37.5 | 41.0% |
| Mar 19, 2027 | 144 | 37.5 | 38.9% |
| Apr 16, 2027 | 172 | 37.5 | 39.8% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 34 | 31.5% | 51.4% |
| 34.5 | 49.4% | 70.2% |
| 35 | 54.3% | 48.5% |
| 35.5 | 0.0% | 43.5% |
| 36 | 44.4% | 42.7% |
| 36.5 | 41.9% | 41.1% |
| 37 | 41.4% | 40.3% |
| 37.5 | 40.1% | 38.5% |
| 38 | 38.7% | 37.7% |
| 38.5 | 39.1% | 38.2% |
| 39 | 38.8% | 36.7% |
| 39.5 | 39.6% | 38.7% |
| 40 | 40.7% | 52.7% |
| 40.5 | 41.7% | 58.7% |
| 41 | 44.2% | 76.0% |
| 42 | 47.6% | 97.7% |
| 43 | 49.2% | 106.3% |
How this is calculated: Implied Volatility methodology