NIO Options History — October 2024 In October 2024, NIO traded between $5.00 and $7.14. ATM implied volatility averaged 88.9%, placing in the 57.6% IV rank vs the trailing year. The 30-day expected move averaged 25.7%. IV traded above realized volatility by 11.6% (HV 20d: 77.3%). Max pain ranged from $5.00 to $5.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.40.
Notable Days 2024-10-01 : Highest Volume — 403,796 contracts2024-10-08 : Largest IV drop — 15.5% change2024-10-01 : Highest IV Rank — 100.0%2024-10-01 : Largest Expected Move — 33.5%Monthly Statistics Metric Avg Min Max Open Close Price $5.85 $5.00 $7.14 $7.03 $5.11 Max Pain $5.04 $5.00 $5.50 $5.50 $5.00 ATM IV 88.9% 74.8% 109.9% 109.9% 85.1% Expected Move 25.7% 21.2% 33.5% 33.5% 25.2% HV 20d 77.3% 62.3% 85.8% 85.7% 70.1% HV 60d 73.3% 71.6% 75.8% 71.6% 75.8% IV Rank 57.6% 29.1% 100.0% 100.0% 50.0% IV Percentile 86.5% 60.3% 100.0% 100.0% 87.7% Term Structure -0.1% -5.4% 4.5% -1.3% 3.8% VWIV 94.9% 78.0% 119.8% 119.8% 91.8% Skew 25d -13.1% -23.9% -5.3% -15.8% -10.7% Skew 10d -27.4% -44.7% -16.8% -35.8% -26.9% Call IV 25d 100.0% 82.4% 126.9% 123.2% 93.1% Put IV 25d 86.9% 75.1% 107.4% 107.4% 82.4% Bid-Ask Spread % 18.49 3.14 37.58 3.16 37.58 Gamma HHI 0.10 0.09 0.11 0.10 0.10 Net GEX 2.7M 840.5K 6.3M 5.5M 1.3M Net DEX -217.4M -548.9M -44.9M -498.2M -81.6M Net VEX -2.8M -3.3M -2.4M -3.2M -2.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.40 0.21 0.80 0.29 0.34 Total Volume 198,928.043 88,495 403,796 403,796 112,137 Total OI 3,104,693.522 2,955,067 3,273,985 2,961,507 3,127,089
Daily Data (23 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 2024-10-01 $7.03 $5.50 109.9% 33.5% 85.7% 100.0% 119.8% -15.8% -1.3% 5.5M -498.2M -3.2M 0.29 3.16 312,300 91,496 1,836,259 1,125,248 2024-10-02 $7.14 $5.50 106.8% 32.6% 85.8% 93.7% 118.9% -23.9% -1.5% 6.3M -548.9M -3.3M 0.25 5.04 283,423 71,155 1,911,839 1,152,323 2024-10-03 $6.70 $5.00 100.1% 29.2% 83.5% 80.2% 108.9% -22.7% 4.3% 5.2M -433.7M -3.2M 0.24 4.64 217,000 53,033 1,965,777 1,173,101 2024-10-04 $6.79 $5.00 104.9% 29.3% 82.6% 90.0% 107.6% -21.1% 0.0% 5.1M -452.2M -3.2M 0.80 7.37 187,742 149,313 2,005,128 1,192,490 2024-10-07 $6.81 $5.00 108.6% 30.1% 76.0% 97.4% 109.7% -16.4% -3.2% 4.2M -433.3M -3.2M 0.74 6.49 171,658 126,408 1,872,276 1,207,478 2024-10-08 $6.25 $5.00 91.7% 26.0% 83.0% 63.4% 99.3% -18.0% -1.6% 2.4M -262.6M -3.0M 0.42 7.20 163,892 68,854 1,930,557 1,249,292 2024-10-09 $6.29 $5.00 98.9% 26.5% 82.7% 77.8% 101.3% -14.8% -5.4% 2.4M -269.5M -3.0M 0.41 14.97 146,255 60,045 1,949,375 1,258,393 2024-10-10 $6.21 $5.00 91.2% 26.1% 78.9% 62.3% 100.2% -16.8% 0.0% 2.1M -249.8M -3.0M 0.58 5.71 91,267 52,834 1,969,625 1,261,036 2024-10-11 $6.22 $5.00 90.6% 26.1% 77.6% 61.1% 99.2% -14.7% -0.0% 3.4M -249.0M -3.0M 0.25 14.58 89,535 22,451 1,993,075 1,280,910 2024-10-14 $5.79 $5.00 85.9% 24.8% 81.9% 51.6% 91.3% -13.8% -0.7% 2.6M -171.3M -2.7M 0.26 14.38 192,858 50,235 1,862,821 1,188,370 2024-10-15 $5.64 $5.00 82.8% 23.8% 82.5% 45.3% 87.7% -9.2% -2.6% 1.8M -131.3M -2.7M 0.44 12.52 122,448 54,196 1,870,823 1,206,431 2024-10-16 $5.53 $5.00 85.8% 24.6% 78.2% 51.5% 89.0% -11.6% -3.4% 1.6M -115.0M -2.6M 0.47 12.55 89,508 41,998 1,902,688 1,220,578 2024-10-17 $5.17 $5.00 85.7% 24.6% 79.5% 51.3% 92.7% -10.9% -2.6% 1.2M -44.9M -2.5M 0.53 3.14 173,519 92,657 1,925,584 1,237,204 2024-10-18 $5.21 $5.00 83.9% 24.0% 79.4% 47.5% 90.2% -13.3% 1.3% 1.3M -83.6M -2.6M 0.23 12.77 102,599 23,842 1,965,012 1,222,832 2024-10-21 $5.13 $5.00 77.8% 22.5% 79.2% 35.3% 83.7% -10.3% -1.0% 1.1M -75.4M -2.5M 0.21 31.35 105,025 21,605 1,814,563 1,140,504 2024-10-22 $5.22 $5.00 77.2% 21.5% 71.7% 34.0% 81.6% -7.4% -0.5% 1.6M -93.4M -2.5M 0.28 31.65 74,789 20,900 1,864,946 1,148,892 2024-10-23 $5.22 $5.00 77.1% 21.8% 70.8% 33.7% 78.0% -5.3% -1.2% 1.7M -91.4M -2.5M 0.41 37.17 62,718 25,777 1,887,150 1,158,274 2024-10-24 $5.00 $5.00 74.8% 21.2% 71.0% 29.1% 80.9% -7.3% 2.9% 840.5K -52.7M -2.4M 0.52 32.51 88,159 46,159 1,899,710 1,169,965 2024-10-25 $5.25 $5.00 75.0% 22.1% 62.3% 29.7% 81.2% -8.8% 2.7% 1.7M -102.4M -2.5M 0.35 35.59 122,579 42,842 1,925,752 1,177,884 2024-10-28 $5.84 $5.00 82.9% 24.8% 73.0% 45.5% 88.3% -10.4% 0.9% 3.6M -232.9M -2.8M 0.29 31.10 248,941 71,756 1,852,016 1,140,415 2024-10-29 $5.63 $5.00 83.4% 24.7% 70.8% 46.6% 90.5% -8.1% 2.6% 3.4M -190.6M -2.7M 0.52 26.70 83,305 43,331 1,910,457 1,159,638 2024-10-30 $5.39 $5.00 84.3% 25.4% 71.0% 48.3% 91.4% -9.8% 4.5% 2.4M -136.1M -2.6M 0.38 36.99 74,703 28,098 1,923,555 1,170,616 2024-10-31 $5.11 $5.00 85.1% 25.2% 70.1% 50.0% 91.8% -10.7% 3.8% 1.3M -81.6M -2.5M 0.34 37.58 83,414 28,723 1,951,376 1,175,713
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