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
53.3%
3 strike
EXPECTED MOVE
$0.56
ATM straddle
MAX PAIN
$3.00
-8.2%
PUT/CALL VOLUME
0.07
59 / 904
DEC 18, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 0.25 | 3.95 | 2.26 | 3 | 0.0% | 0.990 | 0.0164 | -0.000 | 1 | -0.001 | 0.0164 | -0.013 | 283.0% | 0.00 | 0.24 | 0.00 | |||
| 1.17 | 1.45 | 1.43 | 10 | 86.2% | 0.964 | 0.0826 | -0.001 | 2 | -0.001 | 0.0830 | -0.038 | 72.8% | 12 | 0.01 | 0.02 | 0.00 | ||
| 0.39 | 0.46 | 0.46 | 31 | 690 | 53.0% | 0.714 | 0.5074 | -0.002 | 3 | -0.002 | 0.5144 | -0.292 | 53.6% | 752 | 29 | 0.14 | 0.15 | 0.12 |
| 0.07 | 0.08 | 0.08 | 861 | 1,235 | 55.7% | 0.212 | 0.4173 | -0.002 | 4 | -0.002 | 0.4415 | -0.807 | 54.4% | 327 | 18 | 0.74 | 0.82 | 0.74 |
| 0.00 | 0.03 | 0.02 | 12 | 1,615 | 65.8% | 0.080 | 0.1684 | -0.001 | 5 | -0.001 | 0.1966 | -0.946 | 102.8% | 3 | 1.56 | 2.05 | 1.59 | |
| 0.00 | 0.05 | 0.01 | 9 | 90.5% | 0.052 | 0.0969 | -0.001 | 6 | -0.001 | 0.1216 | -0.976 | 99.2% | 0.00 | 4.85 | 0.65 | |||
| 0.00 | 0.05 | 0.02 | 28 | 107.7% | 0.039 | 0.0671 | -0.001 | 7 | -0.000 | 0.0827 | -0.989 | 0.0% | 0.00 | 5.80 | 1.62 | |||
How this is calculated: Options Chain methodology