NIO Options History — September 2025 In September 2025, NIO traded between $5.70 and $7.56. ATM implied volatility averaged 75.1%, placing in the 43.4% IV rank vs the trailing year. The 30-day expected move averaged 21.3%. IV traded below realized volatility by 7.4% (HV 20d: 82.5%). Max pain ranged from $4.00 to $7.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.35.
Notable Days 2025-09-10 : Highest Volume — 438,183 contracts2025-09-23 : Largest IV drop — 9.0% change2025-09-02 : Highest IV Rank — 58.7%2025-09-17 : Largest Expected Move — 23.2%Monthly Statistics Metric Avg Min Max Open Close Price $6.73 $5.70 $7.56 $6.54 $7.56 Max Pain $5.79 $4.00 $7.00 $4.00 $7.00 ATM IV 75.1% 67.8% 84.5% 84.5% 72.4% Expected Move 21.3% 19.0% 23.2% 22.7% 21.2% HV 20d 82.5% 68.1% 90.2% 84.8% 70.8% HV 60d 71.2% 66.8% 74.8% 66.8% 74.7% IV Rank 43.4% 31.4% 58.7% 58.7% 39.0% IV Percentile 57.7% 30.2% 81.3% 81.3% 51.6% Term Structure -0.2% -2.5% 2.0% -2.4% 1.0% VWIV 80.3% 71.9% 87.4% 84.7% 79.0% Skew 25d -13.2% -17.1% -8.6% -13.8% -12.4% Skew 10d -24.1% -40.3% -8.3% -30.2% -24.2% Call IV 25d 87.1% 80.7% 97.8% 97.8% 82.5% Put IV 25d 73.9% 65.5% 84.0% 84.0% 70.0% Bid-Ask Spread % 10.67 3.09 30.53 5.03 3.29 Gamma HHI 0.12 0.09 0.15 0.11 0.13 Net GEX 7.0M 4.1M 10.8M 6.6M 8.7M Net DEX -814.5M -1.16B -525.8M -809.2M -935.7M Net VEX -4.1M -4.5M -3.7M -3.9M -4.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.35 0.18 0.65 0.56 0.38 Total Volume 285,573.905 144,686 438,183 374,294 289,111 Total OI 4,397,831.286 4,033,264 4,793,703 4,376,602 4,200,041
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 2025-09-02 $6.54 $4.00 84.5% 22.7% 84.8% 58.7% 84.7% -13.8% -2.4% 6.6M -809.2M -3.9M 0.56 5.03 239,363 134,931 2,531,759 1,844,843 2025-09-03 $6.29 $4.00 82.2% 21.9% 85.9% 54.9% 79.8% -11.9% -0.3% 5.5M -715.6M -3.9M 0.44 4.04 185,487 81,133 2,574,302 1,881,635 2025-09-04 $6.11 $5.00 76.3% 21.2% 87.3% 45.3% 80.2% -13.9% -2.5% 4.5M -657.2M -3.8M 0.35 3.72 219,257 76,031 2,615,384 1,884,033 2025-09-05 $5.96 $5.00 73.1% 20.9% 88.4% 40.0% 83.7% -9.6% 1.0% 4.1M -603.3M -3.8M 0.44 3.13 148,979 65,733 2,644,053 1,899,358 2025-09-08 $6.13 $5.00 71.4% 20.3% 88.1% 37.2% 79.1% -12.2% 0.1% 5.0M -660.3M -3.8M 0.31 3.09 136,937 42,957 2,479,894 1,799,427 2025-09-09 $6.24 $5.00 73.7% 20.7% 88.2% 41.1% 79.4% -10.6% -0.9% 5.7M -707.8M -3.8M 0.42 3.54 101,879 42,807 2,528,099 1,815,075 2025-09-10 $5.70 $5.00 71.4% 20.1% 88.4% 37.2% 77.1% -9.2% -1.6% 4.1M -525.8M -3.7M 0.65 3.40 265,873 172,310 2,570,845 1,833,330 2025-09-11 $6.08 $5.00 72.5% 20.4% 90.2% 39.0% 77.6% -8.6% -1.6% 6.1M -679.7M -3.9M 0.27 3.53 162,335 43,555 2,661,491 1,846,915 2025-09-12 $6.21 $5.00 76.3% 21.7% 88.4% 45.3% 83.2% -11.6% -1.4% 6.3M -734.6M -3.9M 0.29 3.39 184,619 53,819 2,706,612 1,857,224 2025-09-15 $6.50 $5.50 79.8% 22.6% 86.7% 50.9% 84.7% -11.3% -0.0% 7.6M -836.1M -4.0M 0.19 18.66 242,686 47,113 2,671,727 1,799,677 2025-09-16 $7.04 $5.50 81.3% 23.2% 89.7% 53.4% 84.1% -13.8% -1.7% 9.6M -1.03B -4.1M 0.24 19.13 293,121 71,486 2,702,377 1,816,921 2025-09-17 $7.41 $5.50 81.1% 23.2% 90.0% 53.0% 86.2% -12.8% -0.8% 10.5M -1.16B -4.1M 0.29 18.30 337,168 96,385 2,714,578 1,849,343 2025-09-18 $7.39 $6.00 78.8% 22.5% 90.0% 49.3% 85.2% -15.2% 1.8% 10.8M -1.16B -4.2M 0.41 25.53 255,595 104,830 2,750,570 1,884,301 2025-09-19 $7.38 $7.00 79.4% 22.6% 86.6% 50.3% 87.4% -15.4% 2.0% 7.9M -1.15B -4.4M 0.27 25.35 232,518 62,679 2,845,509 1,948,194 2025-09-22 $6.95 $7.00 77.2% 22.5% 76.7% 46.7% 83.7% -17.1% -0.1% 7.5M -764.9M -4.3M 0.33 10.34 274,487 89,683 2,405,162 1,628,102 2025-09-23 $6.96 $7.00 70.3% 20.1% 75.2% 35.4% 76.6% -16.8% -0.3% 6.9M -747.2M -4.3M 0.32 10.41 163,278 51,540 2,449,851 1,723,536 2025-09-24 $7.11 $7.00 68.5% 19.6% 69.9% 32.5% 74.7% -16.9% -0.3% 7.2M -785.6M -4.3M 0.38 9.78 168,100 63,057 2,482,918 1,760,113 2025-09-25 $7.42 $7.00 71.0% 20.5% 68.1% 36.6% 74.7% -15.5% 0.4% 9.7M -901.9M -4.5M 0.18 30.53 274,120 50,288 2,517,112 1,784,239 2025-09-26 $7.08 $7.00 67.8% 19.0% 70.5% 31.4% 71.9% -15.2% 2.0% 5.5M -762.6M -4.3M 0.28 9.63 232,174 65,129 2,524,356 1,791,230 2025-09-29 $7.19 $7.00 68.9% 19.8% 69.6% 33.1% 73.5% -14.5% 1.4% 6.6M -786.2M -4.4M 0.42 10.15 123,175 51,324 2,408,260 1,722,061 2025-09-30 $7.56 $7.00 72.4% 21.2% 70.8% 39.0% 79.0% -12.4% 1.0% 8.7M -935.7M -4.4M 0.38 3.29 209,921 79,190 2,454,069 1,745,972
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