NIO Options History — February 2019 In February 2019, NIO traded between $7.26 and $9.78. ATM implied volatility averaged 85.4%. The 30-day expected move averaged 25.0%. IV traded above realized volatility by 31.1% (HV 20d: 54.2%). Max pain ranged from $7.00 to $9.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.47.
Notable Days 2019-02-26 : Highest Volume — 375,230 contracts2019-02-26 : Largest IV spike — 26.0% change2019-02-28 : Largest Expected Move — 44.3%Monthly Statistics Metric Avg Min Max Open Close Price $8.08 $7.26 $9.78 $7.88 $9.59 Max Pain $7.21 $7.00 $9.00 $7.00 $9.00 ATM IV 85.4% 63.8% 154.5% 67.7% 154.5% Expected Move 25.0% 19.9% 44.3% 22.3% 44.3% HV 20d 54.2% 40.7% 70.6% 42.1% 69.4% HV 60d 55.7% 53.1% 60.3% 53.1% 59.8% Term Structure -6.7% -33.6% 9.2% -7.7% -23.6% VWIV 86.5% 62.7% 156.1% 78.4% 156.1% Skew 25d -2.7% -15.1% 14.3% -2.8% -15.1% Skew 10d -1.1% -32.7% 57.3% -5.2% -32.7% Call IV 25d 90.4% 69.3% 161.2% 79.7% 161.2% Put IV 25d 87.7% 62.8% 150.1% 76.9% 146.1% Bid-Ask Spread % 12.41 9.06 18.40 18.40 14.52 Gamma HHI 0.27 0.19 0.34 0.31 0.19 Net GEX 1.5M 996.5K 2.5M 1.6M 996.5K Net DEX -60.8M -170.1M -19.3M -54.4M -86.8M Net VEX -407.2K -880.4K -241.0K -252.1K -880.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.18 1.10 0.52 0.87 Total Volume 90,875.789 18,944 375,230 45,979 167,352 Total OI 452,472.632 339,428 788,001 339,428 788,001
Daily Data (19 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 2019-02-01 $7.88 $7.00 67.7% 22.3% 42.1% 0.0% 78.4% -2.8% -7.7% 1.6M -54.4M -252.1K 0.52 18.40 30,346 15,633 224,615 114,813 2019-02-04 $7.82 $7.00 66.6% 22.2% 40.9% 0.0% 76.6% 3.1% -4.2% 1.5M -49.1M -243.4K 0.32 16.91 15,523 5,040 227,613 124,175 2019-02-05 $7.87 $7.00 63.8% 21.8% 40.7% 0.0% 73.8% 3.0% -3.7% 1.6M -51.2M -241.0K 0.38 16.53 13,776 5,168 227,927 125,414 2019-02-06 $8.43 $7.00 78.4% 22.5% 44.1% 0.0% 74.1% 12.1% 2.3% 1.3M -80.8M -250.4K 0.18 11.01 87,059 15,685 227,050 127,554 2019-02-07 $8.01 $7.00 80.1% 23.0% 49.1% 0.0% 85.0% -1.6% -5.3% 1.4M -47.3M -319.4K 0.64 13.51 40,388 26,013 243,299 135,887 2019-02-08 $7.63 $7.00 79.0% 22.7% 53.3% 0.0% 78.9% -8.4% -7.1% 1.1M -25.7M -346.7K 0.19 11.22 58,599 11,375 256,181 155,764 2019-02-11 $7.41 $7.00 73.8% 21.1% 54.5% 0.0% 76.8% -5.0% -2.1% 1.4M -21.9M -359.4K 0.30 9.44 19,876 5,937 285,402 152,278 2019-02-12 $7.40 $7.00 76.6% 22.0% 53.4% 0.0% 78.6% -4.4% -5.4% 1.4M -21.1M -364.7K 0.39 10.19 16,814 6,613 296,431 158,631 2019-02-13 $7.46 $7.00 70.3% 20.2% 53.4% 0.0% 70.8% 3.2% 2.3% 1.2M -21.5M -354.4K 0.36 9.66 22,542 8,078 301,467 162,016 2019-02-14 $7.48 $7.00 74.2% 21.3% 52.5% 0.0% 74.5% 2.3% -1.7% 1.2M -24.3M -364.2K 0.47 9.57 23,768 11,235 311,016 164,061 2019-02-15 $7.40 $7.00 70.1% 20.1% 52.7% 0.0% 69.0% 14.3% 9.2% 1.1M -19.3M -369.6K 0.53 11.71 29,163 15,324 318,079 170,577 2019-02-19 $7.26 $7.00 69.3% 19.9% 53.0% 0.0% 72.8% -4.3% -5.2% 1.1M -23.1M -363.0K 0.40 10.07 21,676 8,719 241,506 122,061 2019-02-20 $7.57 $7.00 71.0% 20.4% 53.8% 0.0% 68.3% -7.2% -2.0% 1.4M -41.2M -391.2K 0.25 9.70 50,942 12,940 253,554 129,390 2019-02-21 $7.64 $7.00 69.6% 20.0% 53.5% 0.0% 62.7% -10.8% -4.2% 1.9M -48.4M -429.8K 0.61 9.84 19,849 12,121 283,041 139,198 2019-02-22 $8.06 $7.00 81.5% 23.4% 55.9% 0.0% 77.4% -1.0% -7.6% 2.1M -73.4M -450.1K 0.52 13.21 66,741 34,978 294,096 144,396 2019-02-25 $9.05 $7.00 98.0% 28.1% 67.3% 0.0% 94.7% -5.3% -10.9% 2.5M -152.5M -455.8K 0.37 13.64 139,367 51,405 327,911 166,965 2019-02-26 $9.78 $8.00 123.4% 35.4% 70.6% 0.0% 123.2% -14.4% -16.4% 2.1M -170.1M -550.0K 0.50 9.06 249,473 125,757 328,477 199,630 2019-02-27 $9.77 $8.00 154.3% 44.2% 70.5% 0.0% 152.6% -9.3% -33.6% 2.1M -142.5M -750.5K 1.10 17.65 134,121 147,244 389,923 278,581 2019-02-28 $9.59 $9.00 154.5% 44.3% 69.4% 0.0% 156.1% -15.1% -23.6% 996.5K -86.8M -880.4K 0.87 14.52 89,648 77,704 409,801 378,200
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