NIO option chain NIO Inc.
Cboe delayed options data · as of 12:39 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 ±33.1% (2.30–4.58) · ATM IV 54.1% · P/C open interest 1.85
| 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 | |
| 1.47 | 1.80 | 1 | 351 | 76.4% | 0.92 | 0.0889 | -0.001 | 2 | 0.0200 | 0.1100 | 10.0K | 60.9% | -0.09 | 0.0905 | -0.001 | |
| 0.5900 | 1.05 | 5 | 363 | 52.6% | 0.73 | 0.2312 | -0.001 | 3 | 0.2900 | 0.3500 | 3 | 1,306 | 55.6% | -0.28 | 0.2401 | -0.001 |
| 0.3400 | 0.4500 | 8 | 1,725 | 52.6% | 0.47 | 0.2800 | -0.001 | 4 | 0.8100 | 0.9800 | 52 | 176 | 56.2% | -0.56 | 0.3031 | -0.001 |
| 0.1900 | 0.2500 | 2 | 2,403 | 56.9% | 0.29 | 0.2274 | -0.001 | 5 | 1.65 | 1.79 | 1 | 867 | 61.2% | -0.76 | 0.2634 | -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 — May 21, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs