NIO Inc. (NIO)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 09:40 UTC · Figures derived from the full chain (380 contracts, 16 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±15.9% (range 2.88–3.96) by Nov 20, 2026. ATM straddle: 0.545 @ strike 3 · ATM IV: 52.9%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 3.08 | -10% | 72.2% | 27.8% |
| 3.25 | -5% | 59.7% | 40.3% |
| 3.42 | +0% | 46.9% | 53.1% |
| 3.59 | +5% | 34.9% | 65.1% |
| 3.76 | +10% | 24.7% | 75.3% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±5.6% | 47.1% | 19.3K |
| Oct 30, 2026 | 11 | ±8.2% | 50.5% | 18.6K |
| Nov 06, 2026 | 18 | ±10.2% | 52.0% | 10.2K |
| Nov 13, 2026 | 25 | ±10.7% | 47.1% | 5,599 |
| Nov 20, 2026 | 32 | ±15.9% | 52.9% | 268.8K |
| Nov 27, 2026 | 39 | ±13.7% | 49.9% | 3,442 |
| Dec 18, 2026 | 60 | ±18.7% | 48.7% | 319 |
| Jan 15, 2027 | 88 | ±22.2% | 55.1% | 1.34M |
| Feb 19, 2027 | 123 | ±27.9% | 58.7% | 32.5K |
| Mar 19, 2027 | 151 | ±27.5% | 51.0% | 83.3K |
| Apr 16, 2027 | 179 | ±31.1% | 54.7% | 79.0K |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 4 C · 81.3K4 P · 38.2K5 C · 33.5K5 P · 25.7K3 P · 22.0K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 75.3% of the time.
Past earnings reactions
Avg |reaction| 7.8% · median 7.0% (21 reports). Two-session close-to-close window; definition
About NIO Inc.
NIO Inc., a company based in Shanghai, China, specializes in the design, development, production, and sale of intelligent electric vehicles. Their product range includes five and six-seater electric SUVs, alongside smart electric sedans. Beyond manufacturing vehicles, NIO offers an extensive ecosystem of power solutions. These encompass home charging options (Power Home), an innovative battery swapping service (Power Swap), various public charging infrastructure like Power Charger and Destination Charger, and mobile charging vans (Power Mobile). Customers also benefit from the Power Map application, which provides real-time data on public charging networks, and the convenient One Click for Power valet charging service. The company provides a wide array of after-sales and customer support services. These include vehicle repairs, maintenance, and bodywork, available through both official NIO service centers and approved third-party facilities. They also facilitate insurance offerings, such as statutory, third-party liability, and vehicle damage policies, in collaboration with external insurers. Additional provisions cover roadside assistance, courtesy vehicle access, data package sub
Consumer Cyclical · Auto - Manufacturers · NYSE · Profile: Financial Modeling Prep
NIO news
All news →Did this year’s COLA beat inflation? Here’s how spending by American seniors stacks up so far in 2026.
The cost-of-living adjustment for 2027 will be 3.6%, which will give Social Security recipients an average of $75 more per month.
MarketWatch · Oct 16, 19:45 UTC ↗Related securities · Consumer Cyclical
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