NIO Options History — August 2022

In August 2022, NIO traded between $18.29 and $21.32. ATM implied volatility averaged 72.0%, placing in the 29.8% IV rank vs the trailing year. The 30-day expected move averaged 20.9%. IV traded above realized volatility by 25.1% (HV 20d: 46.9%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.43.

Notable Days

2022-08-26: Highest Volume — 446,298 contracts
2022-08-26: Largest IV spike — 10.0% change
2022-08-30: Highest IV Rank — 34.7%
2022-08-30: Largest Expected Move — 22.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.99	$18.29	$21.32	$20.20	$19.80
Max Pain	$22.96	$20.00	$25.00	$20.00	$20.00
ATM IV	72.0%	67.4%	76.1%	75.0%	75.6%
Expected Move	20.9%	19.3%	22.9%	22.3%	22.7%
HV 20d	46.9%	35.6%	60.7%	60.7%	49.1%
HV 60d	80.6%	73.9%	94.6%	94.6%	73.9%
IV Rank	29.8%	24.2%	34.7%	33.4%	34.1%
IV Percentile	41.3%	34.1%	49.6%	46.8%	47.2%
Term Structure	-0.6%	-1.9%	1.9%	-1.5%	-0.8%
VWIV	73.3%	68.5%	80.9%	77.5%	80.1%
Skew 25d	6.1%	2.7%	8.8%	7.0%	2.7%
Skew 10d	13.1%	7.9%	18.5%	15.7%	9.9%
Call IV 25d	70.4%	66.0%	76.5%	72.4%	75.5%
Put IV 25d	76.5%	72.1%	80.5%	79.5%	78.1%
Bid-Ask Spread %	2.19	1.34	4.11	3.36	2.39
Gamma HHI	0.10	0.05	0.37	0.05	0.06
Net GEX	7.4M	-6.6M	17.9M	5.6M	7.8M
Net DEX	19.0M	-108.3M	263.6M	27.6M	-36.1M
Net VEX	-5.5M	-6.0M	-4.6M	-5.8M	-5.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.43	0.21	0.63	0.26	0.42
Total Volume	182,760.609	101,110	446,298	299,935	101,110
Total OI	1,953,565.174	1,791,764	2,084,699	1,877,146	1,901,310

Daily Data (23 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
2022-08-01	$20.20	$20.00	75.0%	22.3%	60.7%	33.4%	77.5%	7.0%	-1.5%	5.6M	27.6M	-5.8M	0.26	3.36	237,973	61,962	1,168,120	709,026
2022-08-02	$20.23	$20.00	75.0%	22.5%	59.1%	33.4%	78.0%	8.8%	-1.4%	9.2M	11.8M	-5.8M	0.57	3.24	100,051	57,059	1,249,325	724,387
2022-08-03	$20.24	$20.00	73.5%	21.6%	55.2%	31.6%	74.3%	8.7%	-1.4%	8.2M	32.5M	-5.7M	0.47	2.95	95,700	44,808	1,250,820	738,810
2022-08-04	$20.83	$25.00	71.3%	20.3%	48.5%	28.9%	69.3%	8.2%	-1.9%	12.7M	-81.9M	-6.0M	0.44	1.77	139,131	61,592	1,267,272	742,269
2022-08-05	$20.17	$25.00	70.2%	19.7%	49.3%	27.5%	68.5%	6.9%	-1.4%	4.9M	55.5M	-5.7M	0.63	1.63	108,185	68,296	1,266,423	760,744
2022-08-08	$20.23	$25.00	72.0%	20.3%	35.6%	29.7%	70.0%	6.7%	-0.5%	6.1M	36.2M	-5.7M	0.33	2.12	95,520	31,513	1,203,795	723,842
2022-08-09	$19.22	$25.00	75.1%	21.1%	39.6%	33.5%	75.2%	4.9%	-1.2%	4.4M	137.7M	-5.4M	0.35	1.76	123,793	43,003	1,225,189	728,818
2022-08-10	$20.05	$25.00	72.6%	20.7%	42.2%	30.4%	72.4%	4.9%	-0.6%	8.6M	9.1M	-5.7M	0.38	1.60	129,525	48,584	1,268,446	738,137
2022-08-11	$20.82	$25.00	70.8%	20.7%	44.5%	28.3%	70.6%	5.8%	1.9%	11.5M	-101.5M	-5.9M	0.42	2.10	218,170	90,977	1,269,026	755,648
2022-08-12	$21.06	$25.00	68.3%	19.7%	44.4%	25.2%	68.5%	6.1%	0.7%	16.7M	-108.3M	-5.8M	0.58	1.34	114,889	66,307	1,281,602	764,770
2022-08-15	$21.32	$25.00	67.4%	19.3%	44.6%	24.2%	68.5%	5.6%	-0.4%	8.4M	-97.8M	-5.8M	0.50	1.57	115,023	57,274	1,222,193	731,254
2022-08-16	$20.90	$25.00	70.1%	20.2%	43.9%	27.5%	69.7%	6.0%	-1.8%	6.8M	-38.6M	-5.7M	0.37	1.62	116,945	43,252	1,249,710	755,575
2022-08-17	$20.10	$25.00	70.5%	20.2%	46.2%	27.8%	71.8%	4.8%	-1.6%	4.6M	79.0M	-5.5M	0.45	2.20	89,167	39,986	1,278,305	762,001
2022-08-18	$19.95	$25.00	69.2%	19.9%	45.9%	26.3%	69.7%	5.7%	-0.7%	3.5M	113.3M	-5.4M	0.34	1.38	93,778	31,705	1,297,862	767,778
2022-08-19	$19.05	$25.00	68.6%	19.6%	42.0%	25.6%	70.2%	6.4%	0.9%	-6.6M	263.6M	-5.0M	0.50	1.48	104,629	52,781	1,315,054	769,645
2022-08-22	$18.93	$22.50	72.8%	21.3%	42.1%	30.6%	74.7%	7.3%	-0.4%	4.2M	132.9M	-5.0M	0.59	2.14	85,902	50,946	1,140,598	651,166
2022-08-23	$18.29	$22.50	73.0%	21.2%	43.6%	31.0%	74.8%	7.1%	-0.9%	2.3M	203.8M	-4.6M	0.55	2.32	92,575	51,077	1,168,437	678,774
2022-08-24	$18.81	$22.50	69.6%	19.9%	44.4%	26.8%	71.0%	8.1%	-0.3%	4.4M	92.0M	-5.1M	0.31	2.13	100,812	31,488	1,194,185	669,388
2022-08-25	$20.04	$20.50	68.7%	19.7%	50.0%	25.7%	69.3%	7.1%	0.3%	11.6M	-94.8M	-5.4M	0.33	2.32	171,763	57,471	1,217,155	674,069
2022-08-26	$19.93	$20.00	75.6%	22.2%	49.6%	34.1%	79.3%	2.7%	-1.6%	17.9M	-93.9M	-5.4M	0.21	2.49	369,003	77,295	1,236,257	683,565
2022-08-29	$19.89	$20.00	75.9%	22.7%	49.0%	34.4%	80.9%	3.7%	0.1%	8.6M	-68.2M	-5.4M	0.31	2.38	149,917	45,946	1,216,563	632,737
2022-08-30	$19.78	$20.00	76.1%	22.9%	49.1%	34.7%	80.5%	5.6%	-0.0%	7.7M	-36.6M	-5.2M	0.48	4.11	92,149	44,462	1,230,695	651,254
2022-08-31	$19.80	$20.00	75.6%	22.7%	49.1%	34.1%	80.1%	2.7%	-0.8%	7.8M	-36.1M	-5.4M	0.42	2.39	71,424	29,686	1,235,625	665,685