NIO Options History — July 2024 In July 2024, NIO traded between $4.30 and $4.89. ATM implied volatility averaged 71.6%, placing in the 35.8% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded above realized volatility by 4.8% (HV 20d: 66.9%). Max pain ranged from $4.00 to $5.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.35.
Notable Days 2024-07-03 : Highest Volume — 224,066 contracts2024-07-12 : Largest IV spike — 5.1% change2024-07-17 : Highest IV Rank — 52.6%2024-07-18 : Largest Expected Move — 22.8%Monthly Statistics Metric Avg Min Max Open Close Price $4.56 $4.30 $4.89 $4.46 $4.46 Max Pain $4.86 $4.00 $5.00 $4.00 $5.00 ATM IV 71.6% 65.5% 79.5% 68.0% 69.3% Expected Move 20.7% 18.8% 22.8% 19.7% 19.1% HV 20d 66.9% 57.9% 75.0% 57.9% 62.9% HV 60d 69.2% 63.4% 71.7% 70.1% 63.4% IV Rank 35.8% 22.6% 52.6% 27.9% 30.8% IV Percentile 51.6% 19.8% 80.2% 34.5% 40.1% Term Structure 1.0% -7.2% 5.3% -2.3% 3.4% VWIV 74.8% 66.9% 81.8% 69.7% 68.0% Skew 25d -3.6% -7.7% 0.4% -0.9% -1.3% Skew 10d -4.0% -8.8% 4.5% -7.8% 4.5% Call IV 25d 75.9% 69.8% 85.4% 70.0% 72.5% Put IV 25d 72.3% 66.0% 78.8% 69.1% 71.2% Bid-Ask Spread % 12.99 3.26 30.03 29.25 25.13 Gamma HHI 0.14 0.11 0.18 0.13 0.16 Net GEX 808.6K -192.0K 2.3M 603.7K 445.3K Net DEX -16.0M -77.9M 20.3M 4.4M 3.1M Net VEX -1.9M -2.2M -1.8M -1.8M -1.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.35 0.16 0.83 0.42 0.36 Total Volume 105,396.545 50,356 224,066 150,107 79,085 Total OI 2,454,251.909 2,328,213 2,578,072 2,328,213 2,431,455
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 2024-07-01 $4.46 $4.00 68.0% 19.7% 57.9% 27.9% 69.7% -0.9% -2.3% 603.7K 4.4M -1.8M 0.42 29.25 105,827 44,280 1,398,802 929,411 2024-07-02 $4.53 $4.00 65.8% 18.8% 58.5% 23.2% 66.9% -3.8% 0.2% 1.1M -4.6M -1.9M 0.18 30.03 87,573 15,880 1,438,678 953,334 2024-07-03 $4.89 $4.00 65.5% 19.3% 65.5% 22.6% 68.8% -4.7% 4.8% 2.3M -77.2M -2.1M 0.27 28.44 176,186 47,880 1,465,652 954,056 2024-07-05 $4.64 $5.00 67.3% 20.2% 67.5% 26.4% 73.3% -4.7% -0.3% 853.6K -29.7M -2.0M 0.36 4.63 115,705 41,346 1,492,061 975,747 2024-07-08 $4.46 $5.00 69.2% 20.0% 64.1% 30.6% 74.2% -4.6% 1.3% 641.1K -3.9M -1.9M 0.56 3.76 63,808 36,021 1,454,020 959,672 2024-07-09 $4.50 $5.00 69.3% 20.1% 64.2% 30.7% 73.4% -2.5% 0.1% 828.2K -11.8M -2.0M 0.23 4.13 52,868 12,286 1,477,481 974,011 2024-07-10 $4.63 $5.00 68.2% 21.1% 64.9% 28.5% 80.6% -6.7% 5.3% 1.2M -27.9M -2.0M 0.22 4.00 116,283 25,704 1,486,441 977,872 2024-07-11 $4.67 $5.00 69.9% 20.7% 61.2% 32.0% 74.4% -3.7% 2.9% 1.4M -31.5M -2.0M 0.25 3.77 94,012 23,453 1,512,783 981,727 2024-07-12 $4.89 $5.00 73.4% 21.2% 63.1% 39.6% 75.9% -7.0% 2.5% 1.5M -77.9M -2.2M 0.16 3.38 121,569 19,268 1,533,570 991,314 2024-07-15 $4.64 $5.00 75.6% 21.8% 66.2% 44.3% 77.3% -4.0% -2.6% 1.1M -26.1M -2.0M 0.36 4.38 96,271 34,694 1,495,365 970,295 2024-07-16 $4.89 $5.00 76.2% 21.8% 67.6% 45.6% 78.3% -0.2% 0.4% 2.0M -67.6M -2.1M 0.31 4.15 104,479 32,237 1,535,154 983,662 2024-07-17 $4.61 $5.00 79.5% 22.8% 70.8% 52.6% 81.8% -7.7% -7.2% 1.2M -26.9M -2.0M 0.31 3.26 96,854 29,556 1,557,488 994,633 2024-07-18 $4.54 $5.00 78.9% 22.8% 71.1% 51.4% 80.3% -6.3% -3.4% 679.7K -15.0M -2.0M 0.37 3.26 47,719 17,455 1,563,644 1,002,188 2024-07-19 $4.46 $5.00 75.3% 21.5% 70.7% 43.6% 78.2% -7.6% 0.3% -192.0K 1.1M -1.9M 0.45 5.21 58,581 26,094 1,571,448 1,006,624 2024-07-22 $4.69 $5.00 71.6% 20.4% 72.7% 35.8% 74.3% -3.6% 3.1% 729.9K -23.9M -2.0M 0.51 22.54 63,292 32,002 1,432,719 943,752 2024-07-23 $4.49 $5.00 70.9% 20.3% 73.6% 34.2% 76.3% -3.5% 2.0% 347.1K 602.4K -1.9M 0.83 17.30 50,521 41,958 1,459,243 951,789 2024-07-24 $4.30 $5.00 72.2% 21.1% 75.0% 37.0% 75.5% -1.4% 1.0% -2.3K 20.3M -1.8M 0.37 17.25 63,497 23,495 1,479,805 950,073 2024-07-25 $4.30 $5.00 72.5% 21.6% 72.0% 37.7% 78.1% -3.5% 3.0% 105.9K 16.4M -1.8M 0.31 18.53 42,729 13,276 1,494,204 948,605 2024-07-26 $4.41 $5.00 71.9% 20.2% 70.9% 36.4% 74.1% 0.4% 0.8% 237.6K 9.2M -1.9M 0.27 18.93 43,191 11,691 1,510,288 949,344 2024-07-29 $4.42 $5.00 73.8% 20.8% 67.5% 40.5% 73.6% -0.5% 2.8% 283.4K 8.7M -1.8M 0.25 17.06 47,751 11,991 1,460,973 932,333 2024-07-30 $4.42 $5.00 71.4% 20.4% 63.0% 35.3% 73.1% -1.2% 4.2% 371.5K 7.7M -1.8M 0.31 17.43 38,480 11,876 1,474,311 937,515 2024-07-31 $4.46 $5.00 69.3% 19.1% 62.9% 30.8% 68.0% -1.3% 3.4% 445.3K 3.1M -1.8M 0.36 25.13 58,249 20,836 1,489,440 942,015
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