NIO Options History — October 2023 In October 2023, NIO traded between $7.29 and $9.00. ATM implied volatility averaged 68.8%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded above realized volatility by 1.5% (HV 20d: 67.3%). Max pain ranged from $9.00 to $9.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.38.
Notable Days 2023-10-18 : Highest Volume — 149,796 contracts2023-10-18 : Largest IV spike — 8.4% change2023-10-27 : Highest IV Rank — 38.2%2023-10-27 : Largest Expected Move — 21.5%Monthly Statistics Metric Avg Min Max Open Close Price $8.19 $7.29 $9.00 $8.79 $7.29 Max Pain $9.07 $9.00 $9.50 $9.50 $9.00 ATM IV 68.8% 63.2% 74.2% 64.3% 70.6% Expected Move 20.1% 18.4% 21.5% 18.4% 21.1% HV 20d 67.3% 47.9% 82.0% 77.3% 58.0% HV 60d 68.1% 61.8% 72.9% 72.5% 61.9% IV Rank 25.5% 14.8% 38.2% 16.6% 32.6% IV Percentile 33.5% 7.5% 56.0% 12.7% 42.9% Term Structure 0.6% -2.6% 3.9% 1.2% -0.2% VWIV 72.7% 66.8% 79.6% 66.8% 75.2% Skew 25d 1.0% -1.6% 3.2% 1.6% 3.2% Skew 10d 3.6% -0.7% 8.5% 4.2% 8.5% Call IV 25d 71.2% 64.8% 77.8% 67.2% 72.1% Put IV 25d 72.2% 66.2% 78.8% 68.8% 75.3% Bid-Ask Spread % 2.84 2.03 3.95 2.77 3.28 Gamma HHI 0.10 0.09 0.11 0.10 0.10 Net GEX 2.2M 311.7K 4.5M 3.8M 776.5K Net DEX -34.2M -118.4M 31.4M -94.1M 31.4M Net VEX -2.4M -2.7M -2.0M -2.7M -2.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.38 0.18 0.63 0.54 0.29 Total Volume 81,561.591 44,812 149,796 106,396 58,522 Total OI 2,051,379.409 1,964,592 2,134,289 2,038,864 1,985,189
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 2023-10-02 $8.79 $9.50 64.3% 18.4% 77.3% 16.6% 66.8% 1.6% 1.2% 3.8M -94.1M -2.7M 0.54 2.77 69,295 37,101 1,384,187 654,677 2023-10-03 $8.66 $9.50 66.1% 18.8% 77.3% 19.8% 69.0% -0.5% 1.2% 3.4M -77.4M -2.7M 0.49 2.43 35,585 17,479 1,403,789 669,904 2023-10-04 $8.82 $9.50 66.4% 18.7% 77.9% 20.4% 67.1% 0.5% 0.9% 4.2M -95.4M -2.7M 0.24 2.69 52,955 12,572 1,412,177 672,907 2023-10-05 $8.68 $9.00 65.9% 19.9% 76.8% 19.5% 70.4% 1.5% 1.0% 3.9M -78.1M -2.7M 0.36 2.70 47,201 17,150 1,422,034 674,188 2023-10-06 $8.73 $9.00 63.2% 19.5% 76.9% 14.8% 69.8% 1.3% 2.7% 2.9M -77.8M -2.7M 0.43 2.47 49,127 20,951 1,434,332 679,652 2023-10-09 $8.32 $9.00 66.5% 20.2% 77.4% 20.6% 72.9% 1.9% 3.5% 2.0M -32.0M -2.5M 0.41 2.36 64,675 26,741 1,361,597 664,040 2023-10-10 $8.84 $9.00 63.5% 19.2% 80.5% 15.2% 67.7% 0.2% 3.3% 3.8M -94.5M -2.6M 0.27 2.19 97,822 26,396 1,385,646 673,218 2023-10-11 $9.00 $9.00 63.9% 19.1% 79.8% 15.9% 67.8% -1.0% 2.9% 4.5M -118.4M -2.7M 0.42 2.44 64,081 26,908 1,385,657 682,294 2023-10-12 $8.43 $9.00 65.5% 19.8% 81.8% 18.9% 71.4% 0.3% 3.9% 1.6M -33.9M -2.5M 0.46 2.03 64,372 29,827 1,392,068 687,003 2023-10-13 $8.43 $9.00 67.7% 20.0% 81.8% 22.7% 71.8% 1.0% 3.8% 2.0M -29.3M -2.5M 0.18 2.79 76,646 13,691 1,411,277 686,321 2023-10-16 $8.50 $9.00 67.9% 19.7% 82.0% 23.0% 70.4% 1.1% -1.6% 2.4M -43.8M -2.4M 0.37 2.71 46,445 17,060 1,371,923 663,150 2023-10-17 $8.52 $9.00 68.5% 19.8% 47.9% 24.2% 70.5% -1.6% -2.6% 2.7M -47.1M -2.4M 0.40 2.43 34,482 13,773 1,385,680 666,372 2023-10-18 $7.91 $9.00 74.2% 21.3% 53.6% 34.5% 76.6% 1.0% -1.9% 697.0K 9.9M -2.3M 0.60 2.42 93,906 55,890 1,389,507 670,698 2023-10-19 $7.67 $9.00 73.1% 21.0% 53.4% 32.4% 76.8% 1.1% -1.4% 311.7K 29.7M -2.2M 0.51 2.58 73,759 37,953 1,419,841 678,648 2023-10-20 $7.61 $9.00 73.1% 20.9% 53.3% 32.4% 78.3% 2.5% 0.6% 737.4K 29.1M -2.2M 0.63 3.10 58,536 36,995 1,444,232 690,057 2023-10-23 $7.61 $9.00 73.9% 21.3% 53.1% 33.8% 79.6% 1.4% -1.1% 890.1K 10.2M -2.2M 0.27 3.10 57,934 15,898 1,314,381 650,211 2023-10-24 $8.09 $9.00 70.4% 20.4% 58.0% 27.6% 74.5% 1.2% -0.5% 2.2M -49.3M -2.4M 0.20 3.95 96,059 19,554 1,333,407 647,201 2023-10-25 $7.62 $9.00 72.2% 21.1% 61.4% 30.9% 77.6% 0.5% -0.6% 1.5M -1.7M -2.2M 0.40 3.01 34,435 13,926 1,375,282 652,208 2023-10-26 $7.61 $9.00 72.0% 20.8% 57.5% 35.6% 75.2% 1.2% 0.3% 1.4M -2.6M -2.2M 0.22 3.55 36,606 8,206 1,386,107 652,454 2023-10-27 $7.44 $9.00 73.3% 21.5% 57.2% 38.2% 77.3% 1.0% -0.6% 693.0K 11.5M -2.2M 0.37 3.89 53,163 19,550 1,393,724 652,481 2023-10-30 $7.53 $9.00 70.5% 20.6% 57.4% 32.5% 73.2% 2.5% -0.8% 1.2M 2.3M -2.2M 0.21 3.55 50,494 10,634 1,335,766 634,860 2023-10-31 $7.29 $9.00 70.6% 21.1% 58.0% 32.6% 75.2% 3.2% -0.2% 776.5K 31.4M -2.0M 0.29 3.28 45,536 12,986 1,348,777 636,412
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