NIO option chain NIO Inc.
Cboe delayed options data · as of 15:41 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±4.4% (3.26–3.56) · ATM IV 45.1% · P/C open interest 0.27
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 1.35 | 1.49 | 2 | 41 | 224.4% | 0.99 | 0.0392 | -0.003 | 2 | 0 | 0.7500 | 1 | 833.3% | -0.01 | 0.0393 | -0.003 | |
| 0.8500 | 0.9400 | 4 | 3 | 0.97 | 0.1039 | -0.003 | 2.5 | 0 | 0.0100 | 1 | 152.0% | -0.03 | 0.1039 | -0.003 | ||
| 0.3600 | 0.4500 | 11 | 132 | 0.94 | 0.4157 | -0.004 | 3 | 0 | 0.0100 | 30 | 901 | 73.1% | -0.06 | 0.4166 | -0.004 | |
| 0.0300 | 0.0400 | 1,784 | 4,305 | 46.0% | 0.33 | 2.1026 | -0.008 | 3.5 | 0.1100 | 0.1200 | 247 | 2,962 | 44.2% | -0.68 | 2.1217 | -0.008 |
| 0 | 0.0100 | 45 | 9,105 | 82.6% | 0.07 | 0.3929 | -0.005 | 4 | 0.5700 | 0.6200 | 13 | 533 | 98.7% | -0.93 | 0.3952 | -0.005 |
| 0 | 0.0100 | 2,074 | 130.1% | 0.04 | 0.1686 | -0.004 | 4.5 | 1.06 | 1.18 | 8 | 127 | 196.7% | -0.96 | 0.1704 | -0.004 | |
| 0 | 0.0100 | 794 | 169.8% | 0.03 | 0.0973 | -0.004 | 5 | 1.53 | 1.85 | 2 | 84 | 333.1% | -0.98 | 0.0988 | -0.004 | |
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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