NIO Options History — April 2024 In April 2024, NIO traded between $3.79 and $4.70. ATM implied volatility averaged 75.4%, placing in the 43.9% IV rank vs the trailing year. The 30-day expected move averaged 21.6%. IV traded above realized volatility by 20.6% (HV 20d: 54.8%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.53.
Notable Days 2024-04-15 : Highest Volume — 208,315 contracts2024-04-12 : Largest IV spike — 9.3% change2024-04-15 : Highest IV Rank — 60.1%2024-04-15 : Largest Expected Move — 23.8%Monthly Statistics Metric Avg Min Max Open Close Price $4.29 $3.79 $4.70 $4.64 $4.69 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 75.4% 70.0% 82.9% 73.0% 76.2% Expected Move 21.6% 20.2% 23.8% 20.4% 20.9% HV 20d 54.8% 47.4% 65.8% 57.7% 65.4% HV 60d 60.1% 57.1% 63.8% 58.4% 63.8% IV Rank 43.9% 32.3% 60.1% 38.7% 45.6% IV Percentile 76.3% 53.2% 96.4% 71.8% 79.4% Term Structure 1.1% -4.2% 4.6% -0.4% 3.1% VWIV 76.3% 71.6% 85.4% 72.1% 74.1% Skew 25d 2.7% -0.4% 4.8% 2.5% 3.1% Skew 10d 6.5% -2.6% 13.6% 4.2% 4.9% Call IV 25d 76.7% 70.7% 85.2% 73.6% 76.5% Put IV 25d 79.3% 73.2% 89.4% 76.1% 79.6% Bid-Ask Spread % 2.41 1.41 3.32 2.69 2.62 Gamma HHI 0.12 0.10 0.32 0.11 0.11 Net GEX 84.9K -488.2K 2.1M 19.8K 464.1K Net DEX 87.1M 27.2M 127.0M 73.6M 27.2M Net VEX -1.8M -2.0M -1.6M -1.9M -2.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.53 0.22 1.18 0.22 0.45 Total Volume 113,023.045 46,465 208,315 90,540 88,353 Total OI 2,533,604.818 2,342,296 2,664,976 2,342,296 2,618,461
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 2024-04-01 $4.64 $5.00 73.0% 20.4% 57.7% 38.7% 72.1% 2.5% -0.4% 19.8K 73.6M -1.9M 0.22 2.69 74,181 16,359 1,392,778 949,518 2024-04-02 $4.53 $5.00 72.7% 20.6% 53.4% 38.2% 72.4% 0.9% -0.6% -188.1K 92.6M -1.8M 0.49 2.47 55,168 26,885 1,414,520 956,794 2024-04-03 $4.49 $5.00 71.2% 20.5% 52.8% 34.9% 72.5% 2.7% 0.4% -138.5K 95.6M -1.8M 0.96 2.32 69,476 66,365 1,434,005 970,356 2024-04-04 $4.51 $5.00 70.9% 21.1% 47.9% 34.2% 74.2% -0.4% 1.7% 119.8K 81.1M -1.8M 0.41 2.33 96,338 39,866 1,467,967 973,459 2024-04-05 $4.41 $5.00 72.8% 21.7% 47.8% 38.3% 76.7% 1.3% -4.2% -217.4K 97.3M -1.8M 0.53 2.09 80,908 43,048 1,492,697 994,926 2024-04-08 $4.39 $5.00 72.1% 21.7% 47.4% 36.8% 76.9% 0.5% 3.5% -180.6K 92.4M -1.8M 0.28 2.50 68,721 19,307 1,448,733 997,416 2024-04-09 $4.70 $5.00 70.5% 20.2% 50.3% 33.4% 71.6% 3.3% 0.0% 509.7K 61.0M -2.0M 0.39 2.40 110,243 42,829 1,473,095 1,007,532 2024-04-10 $4.62 $5.00 70.0% 20.5% 49.1% 32.3% 72.3% 2.8% 2.2% 545.8K 69.0M -1.9M 0.62 2.36 31,179 19,295 1,501,994 1,012,731 2024-04-11 $4.46 $5.00 71.9% 21.0% 48.5% 36.3% 73.8% 1.8% 1.1% 186.0K 88.1M -1.8M 0.23 1.85 65,186 14,779 1,510,056 1,012,413 2024-04-12 $4.13 $5.00 78.6% 22.8% 49.9% 50.7% 81.4% 1.6% 1.5% -306.5K 111.8M -1.7M 0.48 2.10 102,577 49,284 1,541,932 1,012,245 2024-04-15 $3.87 $5.00 82.9% 23.8% 51.9% 60.1% 85.4% 4.2% -2.5% -488.2K 127.0M -1.6M 0.69 1.78 123,403 84,912 1,509,536 1,003,259 2024-04-16 $3.83 $5.00 81.1% 23.2% 51.9% 56.2% 81.4% 3.9% 1.3% -379.3K 123.0M -1.6M 0.51 2.18 75,814 38,451 1,554,833 1,031,720 2024-04-17 $3.94 $5.00 79.4% 22.8% 51.4% 52.5% 79.9% 4.5% 0.3% -228.5K 115.9M -1.6M 0.64 1.41 65,039 41,384 1,573,080 1,032,404 2024-04-18 $4.01 $5.00 79.4% 22.8% 52.5% 52.6% 80.4% 4.2% -0.6% -86.1K 100.8M -1.7M 0.41 1.86 60,682 24,979 1,598,848 1,041,401 2024-04-19 $3.79 $5.00 79.0% 22.6% 54.8% 51.7% 81.1% 3.4% -0.6% -333.0K 119.6M -1.6M 0.38 1.99 58,320 22,114 1,618,417 1,046,559 2024-04-22 $4.00 $5.00 77.6% 21.8% 59.7% 48.7% 77.5% 3.5% 2.8% -251.6K 99.8M -1.7M 0.41 2.66 93,068 37,713 1,498,936 1,021,168 2024-04-23 $4.03 $5.00 76.1% 21.5% 59.8% 45.5% 76.0% 4.8% 2.2% 100.7K 92.9M -1.7M 1.18 2.75 54,663 64,237 1,544,750 1,035,582 2024-04-24 $4.13 $5.00 76.7% 21.5% 61.0% 46.7% 75.0% 4.1% 2.0% 223.6K 83.2M -1.8M 1.09 3.26 49,902 54,434 1,558,190 1,040,535 2024-04-25 $4.13 $5.00 76.7% 21.3% 60.2% 46.7% 74.7% 1.5% 2.4% 60.7K 83.8M -1.8M 0.66 2.89 27,938 18,527 1,579,687 1,059,310 2024-04-26 $4.47 $5.00 73.5% 20.4% 65.8% 39.8% 72.7% 3.0% 4.6% 2.1M 43.6M -1.9M 0.36 3.09 132,909 48,143 1,584,039 1,052,139 2024-04-29 $4.58 $5.00 75.9% 21.8% 65.5% 44.9% 75.8% 1.3% 4.6% 341.2K 37.2M -2.0M 0.37 3.32 94,511 35,017 1,541,814 1,029,471 2024-04-30 $4.69 $5.00 76.2% 20.9% 65.4% 45.6% 74.1% 3.1% 3.1% 464.1K 27.2M -2.0M 0.45 2.62 61,141 27,212 1,574,148 1,044,313
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