NKE Expected Move Calculator
Calculate the expected price range for Nike Inc. (NKE) based on implied volatility and time to expiration.
Nike options see moderate IV with spikes around quarterly earnings, particularly on China revenue guidance and inventory levels.
Options premiums are fairly priced. Expected moves align with historical norms. This is the most common regime for large-cap stocks.
Quote refreshes every 6h. Use as context — not a real-time price.
IV typically expands into earnings and crushes on the report. Plan your position size and expiration accordingly.
Enter stock price, implied volatility, and days to expiration, then click Calculate expected move to see the expected price range.
For educational purposes only. Not financial advice. Read full disclaimer
Expected Move for Similar Tickers
Trading NKE Options & Expected Move
Nike's expected move into earnings has widened in recent years as China demand and direct-to-consumer transition commentary have driven larger surprises. Inventory levels and currency-neutral revenue growth are the swing factors. Options are liquid in monthlies but thinner in weeklies relative to higher-beta consumer names. Traders watch sneaker-release cycles, major sports sponsorships, and Olympic windows as secondary catalysts. Skew has tilted to puts during periods of China weakness. Many traders use defined-risk strategies like put credit spreads here rather than naked premium given the stock's tendency to gap on guidance changes. When pricing the expected move, remember that Nike often pre-announces or signals shifts at industry conferences, which can leak information into IV before the official print.
Recent NKE Earnings History
Last 4 quarters of EPS estimate vs actual.
| Quarter | Estimate | Actual | Surprise |
|---|---|---|---|
| Q3 2026 | $0.28 | $0.35 | Beat +22.89% |
| Q2 2026 | $0.38 | $0.53 | Beat +39.22% |
| Q1 2026 | $0.28 | $0.49 | Beat +78.05% |
| Q4 2025 | $0.13 | $0.14 | Beat +7.53% |
EPS values from Finnhub. Refreshes daily.
Expected Move Formula
Expected Move = Price × IV × √(DTE / 365)
1σ Range: Price ± Expected Move (≈68% probability)
2σ Range: Price ± 2 × Expected Move (≈95% probability)
How to Use This Calculator for NKE
- Enter NKE's current stock price — check your broker or a financial data site for the latest quote.
- Enter the implied volatility — use the at-the-money IV for the expiration you're targeting. Your broker's option chain will show this.
- Enter days to expiration — the number of calendar days until the options expire.
- Click Calculate — see the 1σ and 2σ expected ranges for NKE.
- Apply to your trade — use the ranges to select strikes, evaluate iron condors, or decide if options premiums are fairly priced.
Frequently Asked Questions
- What is the expected move for NKE?
- The expected move for NKE (Nike Inc.) is the price range the market expects the stock to stay within over a given period, based on its current implied volatility. Enter the stock price, IV, and days to expiration above to calculate it.
- How is NKE's expected move calculated?
- Expected Move = Stock Price × IV × √(DTE / 365). The 1 standard deviation range covers approximately 68% probability, and the 2 standard deviation range covers approximately 95%.
- What does NKE's implied volatility tell me?
- NKE's IV reflects the market's consensus on how much the stock will move. Higher IV means options are more expensive and the expected range is wider. IV often rises before earnings and falls after (vol crush).
- Should I buy or sell options on NKE?
- That depends on whether IV is elevated or depressed relative to historical levels. When IV is high, selling strategies (covered calls, iron condors) can be more profitable. When IV is low, buying options is cheaper. This calculator helps you understand the expected range before deciding.
- How accurate is the expected move?
- The expected move is a statistical estimate, not a guarantee. Historically, stocks stay within the 1σ expected range about 68% of the time and within the 2σ range about 95% of the time. Earnings announcements, news events, and market crashes can cause moves well beyond the expected range.