NIO option chain NIO Inc.
Cboe delayed options data · as of 15:36 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 ±15.7% (3.19–4.38) · ATM IV 49.8% · P/C open interest —
| 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 | |
| 1.24 | 3.90 | 395.4% | 0.97 | 0.0475 | 0.000 | 2 | 0 | 2.13 | 507.6% | -0.03 | 0.0476 | -0.001 | ||||
| 0.3400 | 3.45 | 254.5% | 0.95 | 0.0988 | -0.000 | 2.5 | 0 | 2.13 | 388.3% | -0.05 | 0.0992 | -0.001 | ||||
| 0.7900 | 2.94 | 300.3% | 0.89 | 0.2318 | -0.001 | 3 | 0 | 2.15 | 304.6% | -0.11 | 0.2336 | -0.002 | ||||
| 0 | 2.55 | 212.1% | 0.71 | 0.4731 | -0.002 | 3.5 | 0 | 0.3000 | 51.7% | -0.30 | 0.4791 | -0.002 | ||||
| 0.2000 | 0.2800 | 44 | 56.4% | 0.44 | 0.5368 | -0.003 | 4 | 0.2600 | 0.4500 | 43.2% | -0.57 | 0.5488 | -0.003 | |||
| 0 | 0.1700 | 6 | 51.7% | 0.24 | 0.4030 | -0.002 | 4.5 | 0.1400 | 2.56 | 161.0% | -0.77 | 0.4202 | -0.002 | |||
| 0.0500 | 0.0900 | 20 | 65.5% | 0.13 | 0.2573 | -0.002 | 5 | 0 | 3.35 | 152.4% | -0.89 | 0.2760 | -0.001 | |||
| 0 | 2.15 | 275.6% | 0.09 | 0.1686 | -0.001 | 5.5 | 0.0100 | 3.85 | 123.3% | -0.94 | 0.1815 | -0.001 | ||||
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.
callsputs