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

54.4%

3.5 strike

EXPECTED MOVE

$0.43

ATM straddle

MAX PAIN

$4.00

+22.4%

PUT/CALL VOLUME

0.23

571 / 2,507

NOV 20, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
0.65	4.90	2.85	4	23	305.3%	0.994	0.0066	-0.001	0.5	-0.001	0.0066	-0.007	430.2%	1		0.07	0.05	0.00
2.14	2.37	2.28	12	151	0.0%	0.986	0.0185	-0.001	1	-0.002	0.0185	-0.016	232.0%	2	3	0.02	0.02	0.00
0.29	3.90	1.81	1	1	424.2%	0.975	0.0414	-0.002	1.5	-0.002	0.0414	-0.027	202.1%			0.00	0.07	0.00
1.02	1.87	1.47		102	227.0%	0.956	0.0904	-0.002	2	-0.002	0.0906	-0.045	120.6%	124		0.02	0.04	0.00
0.66	1.18	0.00			141.3%	0.921	0.2188	-0.002	2.5	-0.002	0.2198	-0.081	63.4%		2	0.03	0.08	0.00
0.33	0.38	0.34	66	4,650	55.4%	0.766	0.6883	-0.003	3	-0.003	0.6948	-0.237	51.8%	19,760	155	0.06	0.07	0.06
0.10	0.11	0.11	1,373	452	55.2%	0.359	0.7782	-0.004	3.5	-0.004	0.7926	-0.649	53.5%	341	85	0.32	0.35	0.31
0.03	0.04	0.04	442	61,371	63.9%	0.130	0.3962	-0.002	4	-0.002	0.4202	-0.884	62.5%	35,934	295	0.74	0.78	0.72
0.00	0.02	0.02	15	52	73.1%	0.063	0.1957	-0.002	4.5	-0.002	0.2161	-0.954	127.0%	2		1.20	1.64	1.03
0.01	0.02	0.01	169	32,615	91.3%	0.041	0.1175	-0.001	5	-0.001	0.1390	-0.977	0.0%	4,384		1.67	1.84	1.62
0.00	0.01	0.01		1	90.3%	0.030	0.0802	-0.001	5.5	-0.001	0.0910	-0.988	208.5%			2.05	3.35	1.50
0.00	0.01	0.01	5	25,566	102.7%	0.023	0.0593	-0.001	6	-0.001	0.0567	-0.993	201.6%	3,553	6	2.74	3.10	2.62
0.00	0.05	0.01	4		145.6%	0.019	0.0462	-0.001	6.5	-0.001	0.0364	-0.997	0.0%	1		3.06	5.35	1.12
0.00	0.02	0.01	397	30,236	124.0%	0.016	0.0373	-0.001	7	-0.001	0.0186	-0.998	0.0%	2	2	3.74	5.85	1.62
0.00	0.03	0.01	7	10,730	164.4%	0.012	0.0263	-0.001	8	-0.001	0.0028	-1.000	0.0%	1		4.64	6.85	2.61
0.00	0.03	0.01	4	7,272	181.4%	0.010	0.0199	-0.001	9	-0.001	0.0000	-1.000	247.4%		8	5.74	6.60	5.00
0.00	0.03	0.01	4	6,754	196.2%	0.008	0.0157	-0.001	10	-0.001	0.0000	-1.000	281.4%		8	6.74	7.10	6.55
0.00	0.04	0.01	4	2,624	217.9%	0.007	0.0129	-0.001	11	-0.001	0.0000	-1.000	0.0%		2	7.74	8.40	6.95
0.00	0.01	0.01		5,424	193.6%	0.006	0.0108	-0.001	12	-0.001	0.0000	-1.000	0.0%		5	8.74	10.85	6.60

Open NIO in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 20, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS