NIO Implied Volatility
NIO $3.26 · Updated Oct 26, 4:00 PM ET
NIO at-the-money implied volatility is 65.6% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 55.1%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 3.5 | 65.6% |
| Nov 6, 2026 | 11 | 3.5 | 59.8% |
| Nov 13, 2026 | 18 | 3.5 | 55.5% |
| Nov 20, 2026 | 25 | 3.5 | 55.3% |
| Nov 27, 2026 | 32 | 3.5 | 55.1% |
| Dec 4, 2026 | 39 | n/a | n/a |
| Dec 18, 2026 | 53 | 3 | 54.7% |
| Jan 15, 2027 | 81 | 3.5 | 53.6% |
| Feb 19, 2027 | 116 | 3 | 62.9% |
| Mar 19, 2027 | 144 | 3 | 64.8% |
| Apr 16, 2027 | 172 | 3 | 63.3% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 0.5 | 1350.0% | 800.0% |
| 1 | 837.5% | 575.0% |
| 1.5 | 425.0% | n/a |
| 2 | 684.4% | 225.0% |
| 2.5 | 262.5% | 137.5% |
| 3 | 62.5% | 53.1% |
| 3.5 | 62.5% | 68.8% |
| 4 | 106.3% | 170.3% |
| 4.5 | 150.0% | 359.4% |
| 5 | 187.5% | 315.6% |
| 5.5 | 268.8% | 343.8% |
| 6 | n/a | 262.5% |
| 6.5 | 421.9% | 437.5% |
| 7 | 312.5% | 543.8% |
| 7.5 | 337.5% | 500.0% |
How this is calculated: Implied Volatility methodology