NIO Options
NIO $3.27 · Updated Oct 26, 4:00 PM ET
NIO is at $3.27. The nearest expiration, Oct 30, 2026 (4 days out), lists 15 strikes, with 4,514 calls and 714 puts traded in the latest session. At-the-money implied volatility is 58.2%. The at-the-money straddle prices a move of about $0.26 (8.0%) by expiration.
NIO Options Chain
NIO is at $3.27. The nearest expiration, Oct 30, 2026 (4 days out), lists 15 strikes, with 4,514 calls and 714 puts traded in the latest session. At-the-money implied volatility is 58.2%. The at-the-money straddle prices a move of about $0.26 (8.0%) by expiration.
NIO Gamma Exposure (GEX)
NIO total dealer gamma exposure is -$0M across all listed expirations. Negative GEX means dealers are net short gamma; their hedging tends to amplify price moves. The gamma flip is $3.31, with spot 1.2% below it. The call wall is $3.50 and the put wall $3.00.
NIO Max Pain
NIO max pain for Oct 30, 2026 (4 days out) is $3.50, 7.1% above the current $3.27. That is the settlement price at which the open contracts on that date would pay holders the least. For Nov 27, 2026, max pain is $3.50.
NIO Put/Call Ratio
Across every listed NIO expiration, the put/call ratio is 0.10 by volume and 0.70 by open interest. More calls than puts are trading. 766,353 puts and 1,090,952 calls are open in total.
NIO Implied Volatility
NIO at-the-money implied volatility is 58.2% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 55.9%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
NIO Open Interest by Strike
Across all NIO expirations, the largest call open interest near the current $3.27 sits at the $3.50 strike (57,527 contracts) and the largest put open interest at $3.00 (122,101). 1,090,952 calls and 766,353 puts are open in total.
NIO Expected Move
The options market prices NIO to move about $0.26 (8.0%) by Oct 30, 2026, a range of $3.01 to $3.53. For Nov 27, 2026 (32 days out) the expected move is $0.48 (14.7%).