NIO Options History — April 2019

In April 2019, NIO traded between $4.46 and $5.40. ATM implied volatility averaged 78.2%. The 30-day expected move averaged 23.0%. IV traded above realized volatility by 23.9% (HV 20d: 54.2%). Max pain ranged from $6.00 to $7.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.68.

Notable Days

  • 2019-04-18: Highest Volume — 164,178 contracts
  • 2019-04-16: Largest IV spike — 14.4% change
  • 2019-04-16: Largest Expected Move — 25.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.99$4.46$5.40$5.21$4.84
Max Pain$6.24$6.00$7.00$7.00$6.00
ATM IV78.2%68.0%88.7%68.0%81.2%
Expected Move23.0%20.9%25.7%21.5%24.2%
HV 20d54.2%42.1%106.1%106.1%44.3%
HV 60d82.3%81.0%83.9%82.5%81.1%
Term Structure0.4%-4.5%6.5%6.5%0.3%
VWIV81.5%74.2%88.6%74.2%84.8%
Skew 25d-2.0%-7.1%3.8%-5.7%-1.1%
Skew 10d-7.5%-37.7%7.7%-37.7%-4.4%
Call IV 25d81.0%70.4%90.6%77.8%82.9%
Put IV 25d79.0%68.0%91.2%72.1%81.8%
Bid-Ask Spread %4.302.437.967.964.68
Gamma HHI0.180.140.230.210.17
Net GEX973.6K254.4K1.7M1.2M613.3K
Net DEX72.2M18.7M128.0M82.2M46.3M
Net VEX-947.9K-1.1M-793.3K-905.3K-1.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.680.171.630.490.27
Total Volume60,513.33324,054164,17832,50824,054
Total OI1,403,597.6671,240,2961,660,8901,351,4701,305,781

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-04-01$5.21$7.0068.0%21.5%106.1%0.0%74.2%-5.7%6.5%1.2M82.2M-905.3K0.497.9621,83510,673844,529506,941
2019-04-02$5.40$7.0071.9%21.4%104.8%0.0%76.5%-3.5%0.2%1.5M59.5M-978.0K0.244.5589,20921,139851,035505,549
2019-04-03$5.32$7.0072.2%22.0%66.3%0.0%76.3%-3.7%0.4%1.7M70.7M-950.3K0.264.3236,5679,504890,284513,281
2019-04-04$5.36$7.0071.5%21.2%55.7%0.0%75.7%-1.8%2.6%1.7M63.9M-963.6K0.843.5028,74724,137899,891513,298
2019-04-05$5.37$7.0069.0%21.0%55.9%0.0%75.5%-2.4%5.2%1.4M72.1M-970.3K0.294.5938,82011,203907,619531,998
2019-04-08$5.28$6.0071.4%20.9%51.8%0.0%75.1%-1.0%1.2%1.2M85.9M-930.9K0.334.3323,8937,854885,136531,254
2019-04-09$5.09$6.0073.9%21.8%52.1%0.0%78.1%-5.8%1.8%924.6K96.4M-890.7K0.514.1539,19820,097892,758534,078
2019-04-10$5.01$6.0077.6%22.5%50.5%0.0%80.0%-7.1%1.1%750.3K103.6M-890.5K1.485.2924,91736,850907,606547,311
2019-04-11$4.99$6.0076.8%22.7%43.8%0.0%80.6%-4.3%1.9%681.6K102.4M-904.8K1.173.0417,74220,773914,398565,386
2019-04-12$4.98$6.0075.9%22.3%42.1%0.0%78.7%-4.6%3.3%254.4K106.1M-906.0K0.562.8427,75115,558920,066576,734
2019-04-15$4.73$6.0077.5%22.5%44.8%0.0%79.9%-4.5%-1.7%367.0K119.8M-844.7K0.613.2044,01526,993908,926577,180
2019-04-16$4.46$6.0088.7%25.7%45.3%0.0%88.1%3.3%-4.5%275.9K128.0M-793.3K0.752.4374,28755,461928,073592,305
2019-04-17$4.57$6.0087.2%25.0%47.3%0.0%88.2%-0.9%0.3%697.6K116.4M-854.4K0.803.7746,59037,379973,449620,207
2019-04-18$4.79$6.0084.8%24.4%51.8%0.0%85.8%0.3%-1.7%843.1K107.0M-933.1K1.285.0671,96292,2161,003,511657,379
2019-04-22$4.78$6.0084.5%25.1%50.6%0.0%88.6%1.0%-1.8%855.9K30.1M-1.0M0.504.1922,05910,952710,214530,082
2019-04-23$4.82$6.0083.9%24.3%48.5%0.0%86.4%-3.0%-1.9%938.0K27.5M-1.0M0.364.4423,8738,625719,357537,472
2019-04-24$4.99$6.0082.1%23.7%44.0%0.0%84.3%3.8%-3.8%1.2M18.7M-1.0M0.494.1233,22616,135722,058540,199
2019-04-25$4.89$6.0082.3%23.9%44.6%0.0%84.5%-2.2%-2.3%1.2M26.3M-1.0M1.324.2127,37236,032733,811548,255
2019-04-26$4.92$6.0081.2%24.2%44.6%0.0%85.5%-0.8%-0.2%932.0K28.7M-1.1M1.635.2316,77027,294743,209573,069
2019-04-29$4.98$6.0080.1%23.4%44.0%0.0%84.2%1.6%1.3%1.1M25.4M-1.1M0.174.3042,0566,962727,282584,580
2019-04-30$4.84$6.0081.2%24.2%44.3%0.0%84.8%-1.1%0.3%613.3K46.3M-1.0M0.274.6818,9215,133717,872587,909