NIO Options Chain

Name: NIO Options Chain
Creator: Obelion

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.

EXPIRATION

ATM IV

58.2%

3.5 strike

EXPECTED MOVE

$0.26

ATM straddle

MAX PAIN

$3.50

+7.1%

PUT/CALL VOLUME

0.16

714 / 4,514

OCT 30, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
2.60	3.05	2.78	5	332	0.0%	0.999	0.0016	-0.000	0.5	-0.001	0.0016	-0.001	816.7%	1		0.04	0.01	0.00
2.05	2.32	2.30	6	109	0.0%	0.998	0.0048	-0.001	1	-0.001	0.0048	-0.002	520.2%	5		0.10	0.02	0.00
1.54	2.01	1.76	7	53	375.1%	0.996	0.0123	-0.001	1.5	-0.001	0.0123	-0.004	352.0%		1	0.01	2.13	0.00
0.91	1.52	1.28	1	28	0.0%	0.992	0.0327	-0.001	2	-0.001	0.0327	-0.009	232.5%	1		0.01	0.01	0.00
0.54	0.83	0.76	3	35	0.0%	0.981	0.1073	-0.002	2.5	-0.002	0.1074	-0.019	137.4%	37	6	0.01	0.01	0.00
0.25	0.29	0.27	616	599	57.0%	0.920	0.7292	-0.003	3	-0.004	0.7332	-0.080	54.0%	1,710	187	0.01	0.01	0.00
0.01	0.02	0.01	3,789	7,804	60.0%	0.160	1.1230	-0.006	3.5	-0.006	1.1284	-0.846	56.4%	4,332	453	0.24	0.26	0.23
0.00	0.01	0.01	69	7,286	104.3%	0.043	0.2456	-0.004	4	-0.003	0.2476	-0.961	0.0%	241	24	0.72	0.78	0.67
0.00	0.01	0.01		3,647	151.7%	0.023	0.1076	-0.003	4.5	-0.002	0.1102	-0.981	364.5%	87	16	1.18	1.67	1.12
0.00	0.01	0.01	2	500	191.8%	0.015	0.0610	-0.002	5	-0.002	0.0628	-0.988	0.0%	23	14	1.68	1.80	1.65
0.00	0.03	0.03	14	2	268.9%	0.011	0.0395	-0.002	5.5	-0.001	0.0400	-0.992	0.0%	2		2.28	2.29	2.13
0.00	0.01	0.01	2		257.8%	0.008	0.0279	-0.001	6	-0.001	0.0276	-0.995	294.1%		2	2.75	2.83	2.66
0.00	0.10	0.01		14	285.7%	0.006	0.0208	-0.001	6.5	-0.001	0.0195	-0.996	0.0%	1	2	3.18	3.30	3.15
0.00	0.01	0.01			311.0%	0.005	0.0161	-0.001	7	-0.001	0.0143	-0.997	0.0%		5	3.77	3.85	3.45
0.00	0.01	0.01		4	334.2%	0.004	0.0129	-0.001	7.5	-0.001	0.0108	-0.998	0.0%		4	4.23	4.30	3.95

Open NIO in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

OCT 30, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS