NIO Expected Move
NIO $3.26 · Updated Oct 26, 4:00 PM ET
The options market prices NIO to move about $0.26 (8.0%) by Oct 30, 2026, a range of $3.00 to $3.52. For Nov 27, 2026 (32 days out) the expected move is $0.48 (14.7%).
EXPECTED MOVE BY EXPIRATION
| Expiration | DTE | Straddle | IV (1 sd) | Low | High |
|---|---|---|---|---|---|
| Oct 30, 2026 | 4 | $0.26 | $0.22 | $3.00 | $3.52 |
| Nov 6, 2026 | 11 | $0.30 | $0.33 | $2.96 | $3.56 |
| Nov 13, 2026 | 18 | $0.36 | $0.40 | $2.91 | $3.61 |
| Nov 20, 2026 | 25 | $0.43 | $0.47 | $2.82 | $3.70 |
| Nov 27, 2026 | 32 | $0.48 | $0.53 | $2.78 | $3.74 |
| Dec 4, 2026 | 39 | n/a | n/a | n/a | n/a |
| Dec 18, 2026 | 53 | $0.56 | $0.68 | $2.70 | $3.82 |
| Jan 15, 2027 | 81 | $0.71 | $0.82 | $2.55 | $3.97 |
| Feb 19, 2027 | 116 | $0.91 | $1.15 | $2.35 | $4.17 |
| Mar 19, 2027 | 144 | $1.03 | $1.33 | $2.23 | $4.29 |
| Apr 16, 2027 | 172 | $1.03 | $1.41 | $2.24 | $4.29 |
How this is calculated: Expected Move methodology · Expected move calculator