NIO Options History — August 2024 In August 2024, NIO traded between $3.69 and $4.09. ATM implied volatility averaged 73.8%, placing in the 40.4% IV rank vs the trailing year. The 30-day expected move averaged 21.4%. IV traded above realized volatility by 15.6% (HV 20d: 58.2%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.44.
Notable Days 2024-08-01 : Highest Volume — 135,926 contracts2024-08-12 : Largest IV drop — 5.7% change2024-08-05 : Highest IV Rank — 59.3%2024-08-05 : Largest Expected Move — 23.9%Monthly Statistics Metric Avg Min Max Open Close Price $3.91 $3.69 $4.09 $4.05 $4.08 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 73.8% 69.4% 82.5% 75.6% 71.4% Expected Move 21.4% 20.0% 23.9% 22.3% 21.4% HV 20d 58.2% 54.4% 64.6% 64.6% 57.4% HV 60d 62.1% 58.0% 65.8% 65.8% 61.8% IV Rank 40.4% 31.0% 59.3% 44.3% 35.2% IV Percentile 61.9% 40.5% 90.1% 69.4% 54.0% Term Structure 0.4% -2.3% 7.7% -0.6% -0.8% VWIV 77.2% 69.0% 87.9% 78.7% 74.5% Skew 25d -0.9% -4.6% 6.0% -3.4% -2.6% Skew 10d 0.4% -8.5% 9.9% -3.8% -4.3% Call IV 25d 77.0% 71.1% 89.4% 78.4% 74.8% Put IV 25d 76.1% 70.7% 87.5% 75.0% 72.2% Bid-Ask Spread % 19.19 4.64 34.25 28.23 18.73 Gamma HHI 0.18 0.10 0.27 0.21 0.12 Net GEX -232.0K -712.8K 535.6K -226.9K 147.2K Net DEX 55.2M 23.5M 80.5M 45.3M 28.2M Net VEX -1.6M -1.7M -1.5M -1.7M -1.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.44 0.18 0.85 0.41 0.30 Total Volume 81,796.727 49,740 135,926 135,926 98,391 Total OI 2,463,836.591 2,320,102 2,573,342 2,457,962 2,537,087
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 2024-08-01 $4.05 $5.00 75.6% 22.3% 64.6% 44.3% 78.7% -3.4% -0.6% -226.9K 45.3M -1.7M 0.41 28.23 96,554 39,372 1,512,088 945,874 2024-08-02 $4.06 $5.00 78.4% 21.4% 62.7% 50.4% 78.7% 0.8% 0.8% -164.6K 37.8M -1.7M 0.73 4.64 66,619 48,356 1,547,293 953,022 2024-08-05 $3.88 $5.00 82.5% 23.9% 63.1% 59.3% 87.9% -1.9% 4.6% -394.3K 61.6M -1.6M 0.31 15.15 76,166 23,652 1,489,810 949,121 2024-08-06 $3.79 $5.00 79.5% 23.3% 63.1% 52.8% 85.9% -1.6% 0.6% -540.5K 74.3M -1.5M 0.47 14.58 50,766 24,067 1,499,460 955,278 2024-08-07 $3.69 $5.00 80.3% 23.1% 61.8% 54.5% 85.1% 0.5% 2.9% -572.9K 80.5M -1.5M 0.28 14.87 50,213 13,946 1,515,854 962,444 2024-08-08 $3.83 $5.00 78.3% 22.2% 63.8% 50.1% 81.3% -0.1% -1.2% -471.0K 68.7M -1.6M 0.18 14.72 53,942 9,656 1,527,756 966,271 2024-08-09 $3.79 $5.00 76.0% 22.0% 60.3% 45.2% 81.5% -4.6% -1.1% -667.9K 74.7M -1.5M 0.52 15.28 32,826 16,914 1,550,144 956,778 2024-08-12 $3.75 $5.00 71.7% 21.6% 58.5% 35.9% 77.1% -1.4% 7.7% -652.8K 71.5M -1.5M 0.32 15.35 41,328 13,421 1,500,774 947,972 2024-08-13 $3.88 $5.00 73.2% 20.8% 56.1% 39.1% 77.8% 2.7% -0.7% -712.8K 66.7M -1.5M 0.76 16.12 55,363 42,206 1,519,093 954,832 2024-08-14 $3.73 $5.00 73.5% 21.5% 54.4% 39.9% 78.9% 0.9% 0.5% -558.7K 78.9M -1.5M 0.85 15.34 53,282 45,088 1,541,579 973,561 2024-08-15 $3.84 $5.00 69.4% 20.2% 56.1% 31.0% 70.5% 1.7% 2.2% -642.2K 71.2M -1.5M 0.47 15.72 38,578 18,230 1,561,428 993,412 2024-08-16 $3.95 $5.00 71.4% 20.3% 57.4% 35.3% 74.3% -0.6% -1.1% -36.7K 64.1M -1.6M 0.27 15.66 64,464 17,343 1,578,158 995,184 2024-08-19 $4.05 $5.00 71.0% 20.3% 54.8% 34.5% 72.4% 6.0% -0.5% 199.0K 33.9M -1.6M 0.29 15.92 64,544 18,837 1,397,068 923,034 2024-08-20 $3.87 $5.00 72.9% 20.8% 55.0% 38.5% 74.5% -1.9% -2.3% 55.5K 50.5M -1.5M 0.43 24.79 57,705 24,839 1,429,901 932,906 2024-08-21 $4.00 $5.00 71.3% 20.4% 55.0% 35.0% 72.0% -1.9% -0.8% 295.1K 42.0M -1.6M 0.51 26.25 51,887 26,461 1,449,309 944,467 2024-08-22 $4.01 $5.00 72.0% 20.7% 55.1% 36.5% 75.4% -2.3% -1.6% 535.6K 34.3M -1.6M 0.25 25.76 45,344 11,365 1,467,419 963,678 2024-08-23 $4.09 $5.00 69.8% 20.0% 54.7% 31.9% 69.0% -2.3% 0.8% 77.6K 23.5M -1.6M 0.24 34.25 64,860 15,359 1,477,785 967,027 2024-08-26 $4.04 $5.00 69.6% 20.4% 54.8% 31.4% 73.8% -3.8% -0.7% 85.4K 37.8M -1.6M 0.63 33.02 41,178 25,880 1,448,362 954,260 2024-08-27 $4.01 $5.00 70.0% 20.5% 54.7% 32.3% 72.4% -1.3% 0.9% -119.3K 43.0M -1.6M 0.65 19.76 35,475 23,065 1,464,121 972,294 2024-08-28 $3.71 $5.00 73.0% 22.0% 60.2% 38.7% 79.2% -1.3% 0.3% -563.1K 76.6M -1.5M 0.55 19.39 81,091 44,701 1,473,958 988,221 2024-08-29 $3.96 $5.00 72.6% 21.2% 56.4% 37.9% 76.7% -1.3% -1.4% -176.6K 50.1M -1.6M 0.35 18.63 56,490 19,704 1,509,914 1,006,408 2024-08-30 $4.08 $5.00 71.4% 21.4% 57.4% 35.2% 74.5% -2.6% -0.8% 147.2K 28.2M -1.6M 0.30 18.73 75,812 22,579 1,524,659 1,012,428
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