NIO Options History — December 2024 In December 2024, NIO traded between $4.29 and $5.14. ATM implied volatility averaged 72.9%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 21.3%. IV traded above realized volatility by 5.9% (HV 20d: 67.0%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.25.
Notable Days 2024-12-09 : Highest Volume — 558,032 contracts2024-12-09 : Largest IV spike — 16.7% change2024-12-10 : Highest IV Rank — 56.7%2024-12-11 : Largest Expected Move — 25.3%Monthly Statistics Metric Avg Min Max Open Close Price $4.56 $4.29 $5.14 $4.39 $4.38 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 72.9% 63.3% 88.4% 66.5% 63.3% Expected Move 21.3% 18.0% 25.3% 19.1% 18.5% HV 20d 67.0% 60.0% 75.9% 63.4% 63.9% HV 60d 70.4% 65.2% 74.6% 73.8% 65.2% IV Rank 25.3% 6.1% 56.7% 12.4% 6.1% IV Percentile 39.2% 2.8% 92.5% 10.3% 2.8% Term Structure 0.9% -6.4% 6.3% 1.4% 2.4% VWIV 84.8% 68.2% 111.8% 69.8% 69.4% Skew 25d -16.0% -23.7% -8.4% -10.8% -14.3% Skew 10d -28.1% -48.2% -13.1% -48.2% -24.3% Call IV 25d 87.2% 73.2% 103.1% 73.2% 74.8% Put IV 25d 71.2% 60.5% 84.3% 62.4% 60.5% Bid-Ask Spread % 6.75 1.93 23.90 17.41 14.84 Gamma HHI 0.13 0.10 0.16 0.16 0.13 Net GEX 1.7M 330.0K 3.4M 605.5K 1.5M Net DEX -70.2M -193.7M 8.0M 8.0M -44.9M Net VEX -2.5M -2.7M -2.2M -2.2M -2.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.25 0.15 0.36 0.36 0.22 Total Volume 166,950.048 101,558 558,032 133,363 138,186 Total OI 3,512,109.571 3,282,950 3,820,644 3,282,950 3,328,924
Daily Data (21 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 2024-12-02 $4.39 $5.00 66.5% 19.1% 63.4% 12.4% 69.8% -10.8% 1.4% 605.5K 8.0M -2.2M 0.36 17.41 98,007 35,356 2,091,623 1,191,327 2024-12-03 $4.62 $5.00 69.1% 20.5% 66.2% 17.6% 81.1% -15.3% 5.7% 1.7M -51.6M -2.4M 0.22 10.79 229,349 50,842 2,137,040 1,202,213 2024-12-04 $4.58 $5.00 68.4% 20.5% 65.4% 16.2% 75.2% -9.7% 2.7% 1.9M -45.8M -2.4M 0.30 23.90 103,724 31,384 2,202,485 1,213,513 2024-12-05 $4.63 $5.00 69.0% 21.9% 63.6% 17.4% 82.0% -11.4% -2.6% 2.1M -58.5M -2.4M 0.20 2.28 94,791 18,777 2,234,755 1,222,921 2024-12-06 $4.62 $5.00 71.2% 21.8% 60.0% 21.9% 84.0% -8.4% 0.8% 1.7M -60.2M -2.4M 0.28 2.15 82,472 22,733 2,257,892 1,225,389 2024-12-09 $5.14 $5.00 83.0% 23.9% 70.7% 45.8% 94.7% -18.6% -0.2% 3.4M -193.7M -2.7M 0.24 2.77 448,818 109,214 2,199,791 1,210,006 2024-12-10 $4.76 $5.00 88.4% 25.1% 75.9% 56.7% 105.2% -21.3% -1.4% 2.3M -122.6M -2.7M 0.17 2.12 180,404 30,627 2,294,447 1,250,401 2024-12-11 $4.66 $5.00 82.1% 25.3% 67.7% 43.9% 101.3% -22.8% 6.0% 2.0M -96.8M -2.7M 0.32 1.93 137,869 43,779 2,366,698 1,252,061 2024-12-12 $4.59 $5.00 83.4% 25.3% 67.9% 46.6% 111.8% -23.7% 5.8% 1.8M -90.1M -2.7M 0.15 2.25 129,103 19,544 2,401,645 1,270,908 2024-12-13 $4.50 $5.00 74.5% 21.9% 67.4% 28.5% 98.1% -20.5% 2.4% 330.0K -49.0M -2.6M 0.28 2.73 152,146 41,930 2,453,183 1,277,739 2024-12-16 $4.42 $5.00 73.8% 21.0% 67.7% 27.2% 94.2% -20.3% 1.8% 1.0M -43.1M -2.5M 0.26 2.10 125,434 31,995 2,402,113 1,252,679 2024-12-17 $4.54 $5.00 81.3% 23.5% 66.8% 42.4% 90.3% -22.9% -5.2% 1.5M -78.9M -2.6M 0.26 2.68 117,823 30,540 2,451,452 1,265,660 2024-12-18 $4.29 $5.00 72.0% 20.6% 69.6% 23.6% 85.8% -12.0% 6.3% 850.1K -21.4M -2.5M 0.32 3.28 88,961 28,324 2,500,472 1,274,611 2024-12-19 $4.39 $5.00 76.5% 21.9% 69.8% 32.6% 85.4% -17.0% 1.0% 1.3M -41.1M -2.5M 0.19 2.55 97,069 18,341 2,514,254 1,277,830 2024-12-20 $4.54 $5.00 78.0% 23.0% 71.0% 35.8% 87.0% -22.5% -6.4% 2.1M -86.2M -2.6M 0.32 2.64 108,848 34,579 2,539,512 1,281,132 2024-12-23 $4.50 $5.00 69.1% 19.2% 69.9% 17.7% 79.9% -13.2% -0.3% 2.0M -78.9M -2.5M 0.22 4.11 96,574 20,819 2,211,611 1,109,937 2024-12-24 $4.61 $5.00 64.2% 18.0% 69.6% 7.7% 72.6% -11.4% 0.1% 2.4M -96.1M -2.5M 0.19 2.39 135,684 25,186 2,236,011 1,120,409 2024-12-26 $4.71 $5.00 65.0% 18.2% 61.8% 9.5% 73.4% -11.1% -1.3% 2.7M -111.1M -2.6M 0.20 2.98 94,805 19,301 2,231,512 1,127,916 2024-12-27 $4.50 $5.00 65.7% 18.7% 64.1% 10.9% 68.2% -14.7% -0.7% 1.6M -67.2M -2.4M 0.32 15.14 99,484 31,571 2,253,956 1,129,111 2024-12-30 $4.40 $5.00 66.1% 19.3% 64.2% 11.6% 70.8% -14.2% 1.3% 1.3M -45.2M -2.4M 0.22 20.67 83,553 18,005 2,183,522 1,105,640 2024-12-31 $4.38 $5.00 63.3% 18.5% 63.9% 6.1% 69.4% -14.3% 2.4% 1.5M -44.9M -2.3M 0.22 14.84 113,055 25,131 2,217,436 1,111,488
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