NIO option chain NIO Inc.
Cboe delayed options data · as of 06:40 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 ±24.9% (2.56–4.25) · ATM IV 51.7% · P/C open interest 1.10
| 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 | |
| 1.34 | 1.61 | 23 | 68.0% | 0.95 | 0.0804 | -0.000 | 2 | 0 | 0.0400 | 33 | 58.8% | -0.05 | 0.0812 | -0.001 | ||
| 0.6300 | 0.6800 | 28 | 689 | 52.8% | 0.73 | 0.3159 | -0.001 | 3 | 0.1600 | 0.2200 | 72 | 6,473 | 50.6% | -0.27 | 0.3232 | -0.001 |
| 0.2000 | 0.2400 | 35 | 2,328 | 51.4% | 0.38 | 0.3648 | -0.002 | 4 | 0.6400 | 0.9100 | 31 | 6,759 | 52.8% | -0.64 | 0.3872 | -0.002 |
| 0.0800 | 0.0900 | 97 | 4,762 | 56.0% | 0.17 | 0.2272 | -0.001 | 5 | 1.61 | 1.78 | 3,537 | 68.0% | -0.87 | 0.2642 | -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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs