NIO Options History — March 2023 In March 2023, NIO traded between $8.25 and $10.46. ATM implied volatility averaged 68.4%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 19.8%. IV traded above realized volatility by 24.0% (HV 20d: 44.4%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.53.
Notable Days 2023-03-01 : Highest Volume — 318,155 contracts2023-03-03 : Largest IV drop — 4.5% change2023-03-20 : Highest IV Rank — 16.8%2023-03-15 : Largest Expected Move — 22.2%Monthly Statistics Metric Avg Min Max Open Close Price $9.07 $8.25 $10.46 $8.88 $10.46 Max Pain $7.89 $7.50 $10.00 $10.00 $8.50 ATM IV 68.4% 64.8% 73.8% 68.7% 64.8% Expected Move 19.8% 17.9% 22.2% 19.4% 17.9% HV 20d 44.4% 34.4% 54.7% 34.4% 52.9% HV 60d 55.0% 52.6% 57.9% 57.9% 52.6% IV Rank 9.0% 3.2% 16.8% 8.4% 3.3% IV Percentile 6.1% 0.4% 18.7% 3.2% 0.4% Term Structure 0.9% -1.8% 4.8% -0.6% 2.0% VWIV 69.6% 65.1% 74.3% 70.6% 65.1% Skew 25d 3.5% -1.2% 7.1% 2.7% 0.5% Skew 10d 7.5% -6.8% 15.8% 3.5% 4.5% Call IV 25d 68.9% 65.4% 73.3% 69.8% 67.1% Put IV 25d 72.4% 66.8% 79.0% 72.5% 67.6% Bid-Ask Spread % 3.19 2.25 4.91 2.60 3.79 Gamma HHI 0.13 0.08 0.57 0.11 0.14 Net GEX 1.9M -2.1M 12.4M -479.1K 4.7M Net DEX -6.6M -185.1M 80.0M 65.3M -170.5M Net VEX -1.7M -2.0M -1.5M -1.6M -2.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.35 0.96 0.48 0.36 Total Volume 138,610.304 70,651 318,155 318,155 137,949 Total OI 1,494,168.783 1,306,261 1,642,027 1,540,051 1,464,638
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 2023-03-01 $8.88 $10.00 68.7% 19.4% 34.4% 8.4% 70.6% 2.7% -0.6% -479.1K 65.3M -1.6M 0.48 2.60 215,495 102,660 1,041,453 498,598 2023-03-02 $9.11 $10.00 68.3% 19.1% 36.1% 7.8% 69.1% 1.4% -0.2% 1.2M 10.0M -1.8M 0.40 3.09 143,052 57,027 1,096,787 496,393 2023-03-03 $9.52 $10.00 65.3% 18.5% 41.5% 3.2% 66.5% -1.2% -0.3% 12.4M -49.3M -1.9M 0.37 2.45 172,152 63,627 1,109,403 509,384 2023-03-06 $9.36 $7.50 65.5% 18.4% 36.8% 3.7% 65.3% 0.6% -0.3% 1.5M -6.9M -1.8M 0.53 3.14 80,968 43,101 1,010,883 469,124 2023-03-07 $9.00 $7.50 65.9% 18.6% 37.8% 4.3% 66.7% 1.8% -1.0% 579.0K 30.1M -1.7M 0.68 2.81 73,644 50,174 1,042,147 490,054 2023-03-08 $9.11 $7.50 65.3% 18.3% 38.5% 3.3% 67.7% 4.1% -0.7% 724.1K 20.5M -1.7M 0.96 3.00 69,473 66,783 1,064,457 504,261 2023-03-09 $8.84 $7.50 67.8% 19.0% 39.0% 7.1% 67.9% 2.3% -0.3% 27.5K 41.0M -1.7M 0.58 4.91 64,617 37,530 1,087,711 509,970 2023-03-10 $8.50 $7.50 70.4% 21.4% 40.3% 10.9% 71.3% 4.3% -1.3% -2.1M 74.7M -1.6M 0.69 2.98 73,082 50,150 1,102,669 523,085 2023-03-13 $8.55 $7.50 71.5% 21.7% 40.6% 12.7% 74.3% 4.8% 4.8% -48.2K 55.3M -1.6M 0.39 2.72 93,966 36,196 1,048,290 503,844 2023-03-14 $8.43 $7.50 71.3% 21.7% 40.4% 12.3% 73.5% 4.9% 4.5% 9.2K 63.0M -1.6M 0.63 2.25 48,807 30,563 1,084,404 512,970 2023-03-15 $8.25 $7.50 73.8% 22.2% 40.5% 16.0% 74.3% 5.7% 3.9% -316.3K 80.0M -1.5M 0.67 2.58 62,046 41,780 1,096,430 521,181 2023-03-16 $8.46 $7.50 71.2% 21.3% 41.7% 12.6% 71.4% 4.2% 3.3% 467.4K 47.9M -1.6M 0.43 2.86 73,829 31,979 1,114,242 517,194 2023-03-17 $8.27 $7.50 71.5% 21.4% 41.7% 16.2% 73.4% 3.6% 4.5% 310.0K 74.4M -1.5M 0.52 2.87 60,809 31,587 1,119,664 522,363 2023-03-20 $8.70 $7.50 71.8% 20.6% 47.0% 16.8% 72.2% 5.4% -0.5% 735.2K 17.0M -1.5M 0.43 4.09 117,378 50,862 864,504 441,757 2023-03-21 $9.25 $7.50 69.3% 19.9% 53.0% 11.9% 68.8% 3.9% -1.0% 2.6M -50.9M -1.8M 0.36 2.90 108,588 39,612 899,921 453,879 2023-03-22 $9.18 $7.50 66.9% 19.2% 52.9% 7.4% 67.0% 4.0% 0.5% 2.8M -42.4M -1.8M 0.61 4.82 60,383 36,678 923,842 466,087 2023-03-23 $9.23 $7.50 69.6% 20.0% 52.2% 12.6% 69.2% 5.8% -1.8% 3.1M -51.9M -1.8M 0.52 4.32 49,744 25,950 932,571 464,301 2023-03-24 $9.07 $7.50 69.2% 20.0% 48.8% 11.8% 70.5% 5.3% -1.7% 3.0M -31.8M -1.7M 0.66 3.30 50,459 33,212 939,736 471,008 2023-03-27 $8.98 $7.50 66.7% 19.3% 48.9% 6.9% 73.6% 7.1% 1.8% 793.5K -7.7M -1.6M 0.71 3.16 41,861 29,587 867,899 444,675 2023-03-28 $9.20 $7.50 67.4% 19.4% 49.7% 8.2% 68.1% 6.7% 2.1% 1.7M -32.7M -1.7M 0.35 2.47 52,387 18,264 885,861 461,014 2023-03-29 $9.82 $7.50 65.2% 18.7% 51.5% 4.1% 66.1% 2.6% 0.9% 3.7M -102.7M -1.9M 0.47 2.69 131,492 62,250 901,370 465,792 2023-03-30 $10.43 $8.00 66.5% 19.2% 54.7% 6.6% 69.4% 0.9% 1.2% 5.5M -185.1M -2.0M 0.47 3.59 181,470 84,814 933,623 486,443 2023-03-31 $10.46 $8.50 64.8% 17.9% 52.9% 3.3% 65.1% 0.5% 2.0% 4.7M -170.5M -2.0M 0.36 3.79 101,472 36,477 956,981 507,657
« Feb 2023 | All History | Apr 2023 » Home NIO History March 2023