NIO Options History — June 2025

In June 2025, NIO traded between $3.41 and $3.79. ATM implied volatility averaged 54.8%, placing in the 3.1% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 13.5% (HV 20d: 41.3%). Max pain ranged from $3.00 to $4.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.59.

Notable Days

  • 2025-06-04: Highest Volume — 213,586 contracts
  • 2025-06-03: Largest IV drop — 15.8% change
  • 2025-06-02: Highest IV Rank — 19.2%
  • 2025-06-02: Largest Expected Move — 21.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.54$3.41$3.79$3.51$3.45
Max Pain$3.15$3.00$4.00$4.00$3.00
ATM IV54.8%48.5%67.8%67.8%51.9%
Expected Move15.9%13.9%21.2%21.2%13.9%
HV 20d41.3%35.6%44.3%35.6%40.4%
HV 60d60.0%54.8%70.4%70.0%54.8%
IV Rank3.1%0.0%19.2%19.2%5.5%
IV Percentile1.8%0.0%25.0%25.0%0.8%
Term Structure0.6%-7.7%4.1%-4.4%0.7%
VWIV57.1%48.5%77.3%77.3%48.5%
Skew 25d-2.9%-6.9%0.0%-5.2%-1.4%
Skew 10d-5.6%-32.0%41.4%-32.0%-15.5%
Call IV 25d59.8%51.1%74.1%74.1%55.7%
Put IV 25d56.9%51.2%68.9%68.9%54.3%
Bid-Ask Spread %24.084.6349.076.7822.66
Gamma HHI0.100.080.130.110.09
Net GEX-3.2K-448.4K528.5K-201.2K209.2K
Net DEX27.3M-8.0M66.6M40.5M22.9M
Net VEX-2.1M-2.4M-1.9M-2.1M-2.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.171.740.440.46
Total Volume98,10341,992213,586168,82763,656
Total OI3,228,942.92,911,9303,394,5353,169,7823,064,941

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-06-02$3.51$4.0067.8%21.2%35.6%19.2%77.3%-5.2%-4.4%-201.2K40.5M-2.1M0.446.78117,23551,5921,892,3661,277,416
2025-06-03$3.55$4.0057.1%16.6%36.1%0.0%63.2%-3.3%2.4%-274.0K42.1M-2.1M0.504.79113,56056,7051,958,6181,301,902
2025-06-04$3.76$4.0060.6%18.8%42.2%6.7%64.0%-6.9%1.1%528.5K-4.4M-2.2M0.495.56143,22470,3621,984,8121,305,515
2025-06-05$3.60$3.0059.6%17.1%44.3%4.7%60.0%-6.9%-2.0%-145.3K27.3M-2.2M0.494.6360,08029,4261,995,9701,330,173
2025-06-06$3.62$3.0056.3%16.6%42.0%0.0%59.7%-0.6%3.2%-121.5K24.8M-2.1M0.256.5761,29015,0832,012,8631,325,712
2025-06-09$3.60$3.0055.5%16.6%41.9%0.0%60.5%-2.9%1.9%-166.8K28.6M-2.1M0.4435.4259,07826,1831,951,3511,285,751
2025-06-10$3.79$3.0056.0%16.5%41.9%0.9%59.1%-0.3%2.8%162.3K-1.9M-2.2M0.7326.0783,57361,3681,981,5991,300,745
2025-06-11$3.75$3.0054.7%16.2%41.8%0.0%57.3%-3.6%2.6%208.7K-2.6M-2.3M0.2729.6057,37115,3562,023,7071,343,083
2025-06-12$3.63$3.0055.6%15.8%42.9%1.6%58.2%-2.8%-0.2%-96.9K30.0M-2.2M1.0726.8920,26021,7322,035,6331,348,764
2025-06-13$3.51$3.0052.5%15.2%42.8%0.0%55.9%-3.7%0.3%-257.7K46.3M-2.1M0.5629.7338,63421,6592,041,7641,351,441
2025-06-16$3.54$3.0052.1%15.1%41.3%0.0%53.9%-2.1%1.8%-297.4K47.1M-2.1M0.5926.7737,04221,6792,003,6521,339,123
2025-06-17$3.46$3.0053.2%15.4%41.7%1.8%55.9%-3.3%-7.7%-448.4K58.7M-2.1M0.4228.7442,47317,6522,013,9441,338,015
2025-06-18$3.44$3.0053.3%15.3%41.6%2.1%50.9%-4.3%-0.9%-431.7K66.6M-1.9M0.1736.9072,33712,2302,030,1711,332,621
2025-06-20$3.41$3.0052.5%15.0%41.6%0.6%54.5%-2.6%0.6%33.4K59.0M-2.0M0.4734.1061,28928,8982,068,2521,326,283
2025-06-23$3.41$3.0052.8%14.7%41.6%1.2%51.8%-4.2%0.1%-15.5K29.4M-2.0M1.1242.7360,94868,2791,729,8011,182,129
2025-06-24$3.50$3.0048.5%14.0%42.6%0.0%53.5%0.0%2.0%272.2K15.4M-2.1M0.6449.0753,58334,2551,762,9031,189,792
2025-06-25$3.48$3.0052.1%14.7%41.3%5.8%56.4%-1.3%4.1%440.3K-8.0M-2.3M1.7425.0335,34061,5621,787,3271,212,472
2025-06-26$3.42$3.0052.6%14.6%41.6%6.6%51.5%-0.8%2.1%206.5K30.4M-2.1M0.7132.1050,77536,1931,804,2211,250,965
2025-06-27$3.46$3.0051.4%14.4%41.9%4.7%50.3%-2.4%1.3%330.8K-6.3M-2.4M0.197.4867,10012,9981,832,9871,260,074
2025-06-30$3.45$3.0051.9%13.9%40.4%5.5%48.5%-1.4%0.7%209.2K22.9M-2.1M0.4622.6643,47420,1821,816,4281,248,513