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

62.1%

3 strike

EXPECTED MOVE

$0.91

ATM straddle

MAX PAIN

$5.00

+52.9%

PUT/CALL VOLUME

0.28

71 / 250

FEB 19, 2027 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
0.30	4.40	2.45		5	158.1%	0.981	0.0220	-0.000	1	-0.001	0.0221	-0.022	133.5%	1		0.05	0.06	0.00
1.24	1.68	1.40		24	104.3%	0.937	0.1017	-0.001	2	-0.001	0.1026	-0.066	65.0%	35		0.03	0.07	0.00
0.54	0.78	0.62		763	69.5%	0.688	0.3475	-0.002	3	-0.002	0.3554	-0.320	54.6%	6,781	15	0.24	0.27	0.22
0.18	0.25	0.19	28	2,567	59.1%	0.339	0.3517	-0.002	4	-0.002	0.3736	-0.682	54.4%	6,769	5	0.85	0.91	0.82
0.07	0.09	0.08	17	4,950	61.3%	0.157	0.2131	-0.001	5	-0.001	0.2459	-0.879	56.0%	3,532		1.75	1.87	1.63
0.04	0.05	0.05	204	1,087	68.3%	0.094	0.1312	-0.001	6	-0.001	0.1732	-0.953	104.9%	77	51	2.66	3.10	2.66
0.02	0.05	0.02	1	2,363	76.8%	0.066	0.0907	-0.001	7	-0.001	0.1066	-0.986	0.0%	5		3.63	5.85	1.62
0.01	0.04	0.01		842	81.9%	0.051	0.0683	-0.001	8	-0.001	0.0244	-0.997	0.0%	1		4.27	5.45	2.62
0.00	0.08	0.02		3,276	97.7%	0.042	0.0546	-0.001	9	-0.001	0.0000	-1.000	0.0%			5.36	7.85	3.60
0.00	0.04	0.03		556	94.2%	0.036	0.0455	-0.001	10	-0.001	0.0000	-1.000	220.5%			6.53	8.80	5.75

Open NIO in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

FEB 19, 2027 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS