NIO Options Chain
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
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Feb 19, 2027
- Mar 19, 2027
- Apr 16, 2027
ATM IV
49.1%
3.5 strike
EXPECTED MOVE
$0.30
ATM straddle
MAX PAIN
$3.50
+7.1%
PUT/CALL VOLUME
0.07
331 / 4,567
NOV 6, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 2.65 | 2.85 | 2.85 | 2 | 145 | 0.0% | 0.998 | 0.0032 | -0.001 | 0.5 | -0.001 | 0.0032 | -0.003 | 646.6% | 0.00 | 0.05 | 0.00 | ||
| 1.93 | 2.63 | 2.34 | 3 | 78 | 354.3% | 0.995 | 0.0092 | -0.001 | 1 | -0.001 | 0.0092 | -0.005 | 0.0% | 0.00 | 2.13 | 0.00 | ||
| 1.62 | 1.94 | 2.78 | 13 | 237.6% | 0.991 | 0.0219 | -0.001 | 1.5 | -0.001 | 0.0219 | -0.010 | 212.4% | 0.00 | 0.01 | 0.00 | |||
| 1.15 | 1.34 | 1.31 | 200 | 110 | 0.0% | 0.983 | 0.0527 | -0.001 | 2 | -0.001 | 0.0528 | -0.017 | 140.4% | 0.00 | 0.01 | 0.00 | ||
| 0.41 | 1.38 | 1.00 | 6 | 199.6% | 0.966 | 0.1515 | -0.002 | 2.5 | -0.002 | 0.1520 | -0.035 | 103.2% | 449 | 0.03 | 0.03 | 0.00 | ||
| 0.22 | 0.35 | 0.30 | 105 | 67 | 41.6% | 0.849 | 0.8157 | -0.003 | 3 | -0.003 | 0.8213 | -0.152 | 51.7% | 2,637 | 25 | 0.02 | 0.03 | 0.02 |
| 0.03 | 0.04 | 0.03 | 3,817 | 4,587 | 48.7% | 0.233 | 1.0823 | -0.004 | 3.5 | -0.004 | 1.1055 | -0.775 | 49.5% | 1,085 | 230 | 0.28 | 0.31 | 0.22 |
| 0.00 | 0.01 | 0.01 | 437 | 3,052 | 62.6% | 0.059 | 0.2906 | -0.002 | 4 | -0.002 | 0.3067 | -0.952 | 0.0% | 367 | 58 | 0.76 | 0.77 | 0.52 |
| 0.00 | 0.01 | 0.01 | 1,702 | 91.2% | 0.033 | 0.1364 | -0.002 | 4.5 | -0.002 | 0.1474 | -0.976 | 232.2% | 3 | 1.04 | 2.00 | 0.83 | ||
| 0.00 | 0.01 | 0.02 | 57 | 115.4% | 0.023 | 0.0824 | -0.001 | 5 | -0.001 | 0.0887 | -0.985 | 337.3% | 10 | 1.68 | 2.68 | 1.41 | ||
| 0.00 | 0.03 | 0.01 | 2 | 161.8% | 0.017 | 0.0563 | -0.001 | 5.5 | -0.001 | 0.0594 | -0.991 | 0.0% | 2 | 8 | 2.24 | 2.36 | 1.72 | |
| 0.00 | 0.02 | 0.01 | 6 | 171.2% | 0.014 | 0.0414 | -0.001 | 6 | -0.001 | 0.0414 | -0.994 | 0.0% | 2 | 4 | 2.74 | 2.97 | 1.99 | |
| 0.00 | 0.01 | 0.01 | 1 | 7 | 172.0% | 0.011 | 0.0321 | -0.001 | 6.5 | -0.001 | 0.0286 | -0.996 | 275.3% | 3 | 2 | 3.24 | 3.50 | 3.10 |
| 0.00 | 0.01 | 0.05 | 15 | 187.2% | 0.010 | 0.0258 | -0.001 | 7 | -0.001 | 0.0204 | -0.997 | 0.0% | 4 | 3.74 | 3.85 | 3.00 | ||
How this is calculated: Options Chain methodology