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NKE Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete NKE options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around NKE.

Latest Data: 2026-07-20 (EDT)
Max Pain Price
45
Exp: 2026-07-24
Gamma Flip
42.96
Gamma Flip (≈60 days)
Put/Call OI Ratio
1.209
Shows put vs call positioning
IV Skew
0.63
Put–call IV difference
Max Pain Price Volatility
σ = 12.70
high volatility
Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. Options Chian

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 67%

Current DPI is -0.4(neutral). Neutral consolidation, trend and momentum are indistinct. From the current DPI structure, dealers appear largely neutral, suggesting limited willingness to reinforce directional price moves..

Options Terrain Outlook (3-Month)

Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2026-08-21 options expiry. 100% confidence

The support levels for NKE are at 43.14, 42.65, and 41.04, while the resistance levels are at 43.80, 44.29, and 45.90. The pivot point, a key reference price for traders, is at 45.00.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 4)

Based on the latest options positioning (DTE 4), the ATM straddle implies a standardized 1.62% 1-day move.


The expected range for the next 4 days is 42.50 44.44 , corresponding to +2.22% / -2.23% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.


Bullish flow suggests upside interest toward 44.87 (3.21% above spot).

Bearish positioning points to downside pressure toward 42.06 (3.23% below spot).


Options flow strength: 0.76 (0–1 scale). ATM Strike: 43.50, Call: 0.69, Put: 0.72, Straddle Cost: 1.41.


Price moves are likely to stay range-bound. The short-term gamma flip is near 42.83 , with intermediate positioning around 42.96 . The mid-term gamma flip remains near 42.84.