NIO Options History — May 2024 In May 2024, NIO traded between $4.78 and $5.74. ATM implied volatility averaged 84.9%, placing in the 64.3% IV rank vs the trailing year. The 30-day expected move averaged 24.3%. IV traded above realized volatility by 7.2% (HV 20d: 77.7%). Max pain ranged from $5.00 to $6.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.38.
Notable Days 2024-05-01 : Highest Volume — 439,892 contracts2024-05-13 : Largest IV spike — 10.6% change2024-05-14 : Highest IV Rank — 79.3%2024-05-31 : Largest Expected Move — 26.8%Monthly Statistics Metric Avg Min Max Open Close Price $5.29 $4.78 $5.74 $5.31 $5.42 Max Pain $5.86 $5.00 $6.00 $5.00 $6.00 ATM IV 84.9% 78.7% 91.8% 78.7% 87.2% Expected Move 24.3% 22.2% 26.8% 23.1% 26.8% HV 20d 77.7% 70.7% 84.6% 78.3% 70.7% HV 60d 67.1% 65.0% 68.8% 68.5% 68.0% IV Rank 64.3% 51.0% 79.3% 51.0% 69.4% IV Percentile 94.9% 86.5% 99.2% 86.5% 96.4% Term Structure -1.1% -5.3% 6.5% 2.6% -4.1% VWIV 87.4% 79.6% 99.0% 81.1% 93.0% Skew 25d -4.3% -10.2% 0.1% -1.0% -4.7% Skew 10d -5.2% -15.7% 6.5% -0.4% -5.2% Call IV 25d 90.0% 79.4% 99.4% 81.3% 93.6% Put IV 25d 85.7% 79.3% 90.9% 80.3% 89.0% Bid-Ask Spread % 3.07 2.00 5.66 3.73 4.05 Gamma HHI 0.09 0.08 0.15 0.09 0.08 Net GEX 1.2M 330.5K 2.6M 1.2M 1.3M Net DEX -62.6M -136.9M 3.2M -73.3M -91.4M Net VEX -2.4M -2.6M -2.2M -2.3M -2.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.38 0.20 0.66 0.28 0.31 Total Volume 170,247.227 68,458 439,892 439,892 145,040 Total OI 2,740,677.364 2,545,689 2,980,614 2,641,241 2,763,802
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 2024-05-01 $5.31 $5.00 78.7% 23.1% 78.3% 51.0% 81.1% -1.0% 2.6% 1.2M -73.3M -2.3M 0.28 3.73 344,468 95,424 1,585,457 1,055,784 2024-05-02 $5.58 $5.00 79.5% 23.1% 79.7% 52.8% 82.9% 0.1% 5.4% 2.3M -122.2M -2.5M 0.37 3.35 229,517 84,001 1,646,572 1,077,452 2024-05-03 $5.54 $5.00 79.1% 22.3% 79.0% 51.8% 79.6% -0.1% 0.8% 2.6M -116.1M -2.5M 0.42 2.90 101,583 42,345 1,697,484 1,095,541 2024-05-06 $5.71 $6.00 81.9% 22.9% 79.0% 57.8% 82.1% -3.3% -1.1% 1.7M -122.1M -2.5M 0.41 2.25 146,388 59,398 1,639,849 1,059,167 2024-05-07 $5.53 $6.00 81.0% 22.9% 77.8% 55.9% 80.1% -4.5% 0.2% 1.3M -83.3M -2.4M 0.53 2.14 75,848 40,390 1,667,246 1,078,760 2024-05-08 $5.24 $6.00 79.6% 22.2% 80.4% 53.0% 79.6% -4.0% -1.1% 618.0K -28.9M -2.3M 0.63 2.33 68,889 43,057 1,686,458 1,086,828 2024-05-09 $5.36 $6.00 81.3% 22.3% 79.0% 56.6% 80.7% -2.6% -0.7% 987.4K -50.1M -2.3M 0.28 2.67 53,279 15,179 1,708,390 1,095,317 2024-05-10 $5.09 $6.00 80.1% 22.4% 75.9% 54.0% 80.3% -3.0% 0.5% 330.5K -9.4M -2.2M 0.54 2.00 77,387 42,171 1,723,010 1,095,241 2024-05-13 $5.41 $6.00 88.5% 24.2% 72.3% 72.2% 86.9% -3.9% -5.3% 1.0M -68.2M -2.4M 0.22 3.40 188,066 40,699 1,672,491 1,071,159 2024-05-14 $5.74 $6.00 91.8% 25.6% 73.1% 79.3% 91.9% -10.2% -2.9% 2.0M -136.9M -2.6M 0.20 2.18 234,941 46,914 1,737,215 1,087,881 2024-05-15 $5.33 $6.00 91.4% 25.3% 80.3% 78.3% 91.2% -4.4% -2.1% 1.1M -63.1M -2.4M 0.34 2.34 210,216 72,502 1,781,946 1,097,909 2024-05-16 $5.25 $6.00 82.7% 24.1% 81.0% 59.6% 87.4% -5.2% 6.5% 869.5K -54.4M -2.4M 0.33 3.02 96,511 31,393 1,832,637 1,114,328 2024-05-17 $5.28 $6.00 86.3% 24.1% 76.7% 67.3% 99.0% -6.6% -3.1% 1.3M -64.9M -2.4M 0.47 3.13 98,578 46,729 1,859,937 1,120,677 2024-05-20 $5.21 $6.00 85.2% 24.2% 76.1% 65.0% 87.8% -6.3% -1.9% 1.1M -54.9M -2.3M 0.32 3.51 79,607 25,771 1,561,366 984,323 2024-05-21 $5.25 $6.00 87.1% 24.9% 76.1% 69.2% 90.1% -5.1% -2.7% 1.4M -66.8M -2.4M 0.21 3.24 125,882 26,000 1,598,276 998,566 2024-05-22 $5.24 $6.00 86.0% 24.6% 76.2% 66.7% 88.2% -4.1% -1.3% 1.6M -63.0M -2.3M 0.34 3.26 58,244 19,946 1,633,185 1,006,219 2024-05-23 $4.78 $6.00 90.1% 25.9% 84.6% 75.6% 93.1% -6.9% -2.1% 511.8K 1.3M -2.2M 0.38 3.20 130,227 49,845 1,642,435 1,015,273 2024-05-24 $4.83 $6.00 87.6% 25.3% 80.3% 70.2% 89.6% -4.0% -2.4% 423.4K 3.2M -2.2M 0.66 3.14 52,352 34,705 1,679,099 1,033,506 2024-05-28 $4.89 $6.00 88.6% 25.9% 80.0% 72.4% 94.8% -5.1% -1.7% 532.8K -8.7M -2.2M 0.24 3.18 90,636 21,958 1,603,052 1,022,479 2024-05-29 $4.92 $6.00 87.8% 26.3% 79.6% 70.7% 92.9% -4.5% -4.2% 745.5K -19.4M -2.3M 0.57 2.90 56,111 31,976 1,635,947 1,033,414 2024-05-30 $5.37 $6.00 85.7% 25.3% 73.0% 66.1% 89.6% -5.7% -4.0% 2.1M -85.1M -2.4M 0.33 5.66 158,563 52,703 1,657,473 1,051,751 2024-05-31 $5.42 $6.00 87.2% 26.8% 70.7% 69.4% 93.0% -4.7% -4.1% 1.3M -91.4M -2.5M 0.31 4.05 111,073 33,967 1,692,527 1,071,275
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