NKE · Expected Move
Nike, Inc.
The expected move for NKE is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
NKE straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current NKE Expected Move
30-Day Straddle
$2.58
7-Day Straddle
$1.18
30-Day ATM IV
33.6%
IV Rank
8%
Implied one-standard-deviation move through the next 30 days. Compare to NKE's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
NKE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261009 | $2.58 | $1.18 | 33.6% | 8% |
| 20261008 | $2.69 | $1.40 | 34.4% | 11% |
| 20261007 | $2.71 | $1.41 | 34.1% | 10% |
| 20261006 | $2.72 | $1.53 | 33.5% | 8% |
| 20261005 | $2.79 | $1.08 | 34.7% | 13% |
| 20261002 | $2.51 | $1.29 | 33.8% | 9% |
| 20261001 | $4.16 | $3.63 | 51.5% | 78% |
| 20260930 | $3.88 | $3.33 | 48.1% | 64% |
| 20260929 | $4.10 | $3.42 | 49.6% | 70% |
| 20260928 | $4.12 | $3.17 | 48.4% | 65% |
| 20260925 | $3.91 | $2.91 | 48.4% | 65% |
| 20260924 | $3.88 | $2.98 | 47.9% | 64% |
| 20260923 | $3.84 | $3.01 | 47.0% | 60% |
| 20260922 | $3.84 | $3.07 | 46.4% | 58% |
| 20260921 | $3.85 | $1.11 | 46.4% | 58% |
| 20260918 | $3.73 | $1.23 | 46.5% | 58% |
| 20260917 | $4.00 | $1.42 | 46.9% | 60% |
| 20260916 | $3.90 | $1.50 | 47.1% | 60% |
| 20260915 | $4.01 | $1.58 | 46.8% | 59% |
| 20260914 | $3.98 | $1.09 | 46.0% | 56% |
| 20260911 | $3.79 | $1.19 | 45.9% | 56% |
| 20260910 | $4.00 | $1.47 | 47.8% | 63% |
| 20260909 | $4.13 | $1.56 | 47.8% | 63% |
| 20260908 | $4.17 | $1.67 | 47.8% | 63% |
| 20260904 | $3.96 | $1.15 | 46.4% | 58% |
| 20260903 | $4.00 | $1.36 | 45.4% | 54% |
| 20260902 | $4.01 | $1.40 | 45.8% | 55% |
| 20260901 | $3.96 | $1.52 | 43.7% | 47% |
| 20260831 | $4.20 | $1.11 | 42.5% | 43% |
| 20260828 | $2.86 | $1.36 | 36.4% | 19% |
| 20260827 | $2.81 | $1.48 | 34.5% | 12% |
| 20260826 | $2.94 | $1.59 | 32.7% | 5% |
| 20260825 | $3.08 | $1.75 | 33.6% | 8% |
| 20260824 | $3.42 | $1.36 | 34.9% | 13% |
| 20260821 | $2.88 | $1.42 | 32.6% | 4% |
| 20260820 | $2.95 | $1.58 | 33.2% | 7% |
| 20260819 | $3.12 | $1.64 | 32.8% | 5% |
| 20260818 | $3.06 | $1.70 | 33.0% | 6% |
| 20260817 | $3.21 | $1.17 | 33.1% | 7% |
| 20260814 | $2.86 | $1.28 | 31.4% | 0% |
| 20260813 | $3.19 | $1.60 | 34.8% | 9% |
| 20260812 | $3.09 | $1.61 | 32.6% | 1% |
| 20260811 | $3.23 | $1.83 | 33.9% | 5% |
| 20260810 | $3.53 | $1.28 | 35.9% | 14% |
| 20260807 | — | — | 35.0% | 10% |
| 20260806 | $3.51 | $1.91 | 35.7% | 13% |
| 20260805 | $3.63 | $1.60 | 37.3% | 19% |
| 20260804 | $3.76 | $2.07 | 38.3% | 23% |
| 20260803 | $3.92 | $1.43 | 38.1% | 23% |
| 20260731 | $3.41 | $1.53 | 36.7% | 17% |
| 20260730 | $3.45 | $1.90 | 36.4% | 16% |
| 20260729 | $3.56 | $2.04 | 35.0% | 10% |
| 20260728 | $3.72 | $2.19 | 37.4% | 20% |
| 20260727 | $3.81 | $1.49 | 38.2% | 23% |
| 20260724 | $3.38 | $1.64 | 36.6% | 16% |
| 20260723 | $3.37 | $1.81 | 36.8% | 17% |
| 20260722 | $3.52 | $1.98 | 36.8% | 17% |
| 20260721 | $3.67 | $2.07 | 37.0% | 18% |
| 20260720 | $3.80 | $1.40 | 37.3% | 19% |
| 20260716 | $3.54 | $1.84 | 35.5% | 12% |
More on NKE
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.