NIO Options History — May 2023 In May 2023, NIO traded between $7.45 and $8.79. ATM implied volatility averaged 72.0%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 21.4%. IV traded above realized volatility by 11.7% (HV 20d: 60.3%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.47.
Notable Days 2023-05-31 : Highest Volume — 176,344 contracts2023-05-24 : Largest IV spike — 9.5% change2023-05-24 : Highest IV Rank — 31.2%2023-05-31 : Largest Expected Move — 26.2%Monthly Statistics Metric Avg Min Max Open Close Price $7.99 $7.45 $8.79 $7.83 $7.45 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 72.0% 66.3% 78.0% 66.3% 77.6% Expected Move 21.4% 18.0% 26.2% 18.0% 26.2% HV 20d 60.3% 49.5% 68.4% 62.1% 66.1% HV 60d 57.2% 53.1% 62.3% 53.7% 61.7% IV Rank 18.2% 6.1% 31.2% 6.1% 30.5% IV Percentile 27.7% 5.6% 49.2% 5.6% 49.2% Term Structure -1.3% -6.6% 4.6% 1.5% -4.6% VWIV 75.9% 65.4% 93.6% 65.4% 93.6% Skew 25d 2.5% -0.0% 5.5% 2.7% 0.2% Skew 10d 6.0% 1.3% 9.6% 7.0% 5.3% Call IV 25d 73.6% 69.8% 79.9% 70.0% 79.9% Put IV 25d 76.2% 71.5% 81.4% 72.7% 80.2% Bid-Ask Spread % 2.37 1.24 6.99 2.05 2.29 Gamma HHI 0.13 0.10 0.18 0.11 0.12 Net GEX 2.1M 867.8K 3.8M 1.6M 1.7M Net DEX -36.7M -136.1M 28.5M -6.2M 3.0M Net VEX -1.6M -1.8M -1.4M -1.5M -1.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.29 0.84 0.39 0.43 Total Volume 121,980.5 43,816 176,344 100,924 176,344 Total OI 1,643,903.773 1,502,770 1,744,189 1,547,467 1,685,203
Daily Data (22 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 2023-05-01 $7.83 $7.50 66.3% 18.0% 62.1% 6.1% 65.4% 2.7% 1.5% 1.6M -6.2M -1.5M 0.39 2.05 72,789 28,135 1,062,440 485,027 2023-05-02 $7.45 $7.50 70.8% 18.7% 60.9% 14.8% 66.2% 3.4% 0.9% 1.3M 28.5M -1.4M 0.35 2.22 85,351 30,203 1,087,919 492,317 2023-05-03 $7.64 $7.50 71.3% 19.2% 58.9% 15.8% 67.9% 3.0% -2.0% 2.0M -2.5M -1.5M 0.84 1.73 65,898 55,266 1,108,669 498,622 2023-05-04 $8.04 $7.50 70.8% 21.0% 62.3% 14.8% 75.6% 2.6% 0.1% 2.7M -52.7M -1.6M 0.35 1.67 107,820 37,667 1,115,759 507,174 2023-05-05 $8.18 $7.50 68.5% 20.5% 62.7% 10.3% 72.9% 1.6% 1.3% 1.7M -66.0M -1.5M 0.36 1.48 123,074 44,751 1,114,868 509,223 2023-05-08 $8.27 $7.50 68.7% 20.8% 62.9% 10.8% 72.5% 3.8% 4.6% 2.0M -61.7M -1.7M 0.32 1.24 69,759 22,199 1,088,491 503,631 2023-05-09 $8.16 $7.50 69.7% 20.7% 59.1% 12.7% 72.9% 3.0% 2.7% 1.9M -48.6M -1.6M 0.73 1.36 38,817 28,237 1,110,781 512,294 2023-05-10 $8.11 $7.50 68.6% 20.2% 57.0% 10.6% 71.6% 3.2% 2.1% 1.9M -42.0M -1.6M 0.63 1.32 84,675 53,530 1,121,545 523,929 2023-05-11 $8.39 $7.50 68.8% 19.9% 58.6% 11.0% 71.7% 1.7% 0.6% 3.3M -80.6M -1.7M 0.44 1.89 79,225 35,140 1,144,011 531,944 2023-05-12 $7.96 $7.50 70.3% 20.5% 60.2% 13.9% 73.2% 3.3% 1.5% 867.8K -16.0M -1.6M 0.69 2.21 79,746 54,933 1,154,762 547,748 2023-05-15 $8.23 $7.50 70.5% 20.4% 58.1% 14.3% 71.4% 4.6% -3.4% 1.9M -45.8M -1.6M 0.46 1.90 78,310 36,279 1,109,823 537,446 2023-05-16 $7.89 $7.50 73.9% 21.3% 58.9% 22.6% 74.6% 4.3% -6.3% 1.5M -16.6M -1.5M 0.45 2.34 55,774 25,206 1,141,100 545,402 2023-05-17 $8.02 $7.50 73.6% 21.1% 53.8% 22.1% 73.0% 5.5% -6.2% 2.6M -46.8M -1.6M 0.69 1.95 56,790 39,074 1,157,469 545,074 2023-05-18 $7.84 $7.50 73.6% 21.3% 49.5% 22.0% 74.8% 4.1% -3.9% 1.7M -18.3M -1.5M 0.35 1.97 98,321 34,068 1,172,014 543,384 2023-05-19 $8.07 $7.50 73.5% 21.7% 50.8% 21.8% 76.2% 3.2% -6.6% 2.7M -64.0M -1.6M 0.29 1.53 122,002 35,422 1,192,059 552,130 2023-05-22 $8.79 $7.50 69.7% 21.0% 59.4% 13.9% 75.1% -0.0% -0.8% 3.7M -136.1M -1.8M 0.37 2.22 104,046 38,518 1,023,745 479,025 2023-05-23 $8.75 $7.50 71.2% 21.8% 56.4% 17.0% 77.4% 0.7% -0.7% 3.8M -125.3M -1.8M 0.31 6.99 33,554 10,262 1,061,828 503,383 2023-05-24 $7.95 $7.50 78.0% 24.3% 65.8% 31.2% 85.7% 2.2% -2.5% 2.1M -20.6M -1.6M 0.62 6.85 55,182 34,433 1,083,508 517,650 2023-05-25 $7.56 $7.50 76.4% 23.6% 67.0% 28.0% 85.1% 0.5% -1.8% 2.0M 14.4M -1.6M 0.56 2.33 98,901 55,492 1,155,660 547,057 2023-05-26 $7.71 $7.50 75.6% 23.1% 67.4% 26.3% 82.3% 0.2% -1.4% 1.9M -10.2M -1.6M 0.52 2.36 105,444 54,432 1,182,501 561,190 2023-05-30 $7.45 $7.50 77.0% 25.6% 68.4% 29.1% 91.6% 1.5% -3.0% 1.7M 5.7M -1.6M 0.29 2.21 107,214 31,288 1,097,102 550,976 2023-05-31 $7.45 $7.50 77.6% 26.2% 66.1% 30.5% 93.6% 0.2% -4.6% 1.7M 3.0M -1.6M 0.43 2.29 123,630 52,714 1,124,377 560,826
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