NIO Options History — November 2018

Name: NIO Options Analytics - November 2018
Creator: Options Analysis Suite

In November 2018, NIO traded between $7.72 and $7.82. ATM implied volatility averaged 82.0%. The 30-day expected move averaged 23.5%. Max pain ranged from $7.00 to $7.00. Net GEX was positive for 2 of 2 trading days. Term structure was in contango for 1 of 2 days. Put/call ratio averaged 0.15.

Notable Days

2018-11-29: Highest Volume — 20,483 contracts
2018-11-30: Largest IV drop — 4.0% change
2018-11-29: Largest Expected Move — 24.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.77	$7.72	$7.82	$7.82	$7.72
Max Pain	$7.00	$7.00	$7.00	$7.00	$7.00
ATM IV	82.0%	80.3%	83.7%	83.7%	80.3%
Expected Move	23.5%	23.0%	24.0%	24.0%	23.0%
Term Structure	1.9%	-0.8%	4.7%	-0.8%	4.7%
VWIV	81.8%	79.7%	83.9%	83.9%	79.7%
Skew 25d	-3.1%	-3.3%	-2.8%	-2.8%	-3.3%
Skew 10d	-3.4%	-8.4%	1.6%	-8.4%	1.6%
Call IV 25d	85.7%	84.7%	86.7%	86.7%	84.7%
Put IV 25d	82.6%	81.4%	83.8%	83.8%	81.4%
Bid-Ask Spread %	8.31	7.89	8.74	8.74	7.89
Gamma HHI	0.37	0.36	0.37	0.36	0.37
Net GEX	1.2M	1.2M	1.2M	1.2M	1.2M
Net DEX	-50.9M	-52.7M	-49.2M	-52.7M	-49.2M
Net VEX	-224.0K	-224.5K	-223.6K	-224.5K	-223.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.15	0.15	0.15	0.15	0.15
Total Volume	17,255.5	14,028	20,483	20,483	14,028
Total OI	226,606.5	223,170	230,043	223,170	230,043

Daily Data (2 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2018-11-29	$7.82	$7.00	83.7%	24.0%	0.0%	0.0%	83.9%	-2.8%	-0.8%	1.2M	-52.7M	-224.5K	0.15	8.74	17,882	2,601	167,959	55,211
2018-11-30	$7.72	$7.00	80.3%	23.0%	0.0%	0.0%	79.7%	-3.3%	4.7%	1.2M	-49.2M	-223.6K	0.15	7.89	12,173	1,855	173,804	56,239