NIO option chain NIO Inc.
Cboe delayed options data · as of 09:41 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 ±47.6% (1.78–5.02) · ATM IV 55.7% · P/C open interest 1.34
| 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 | |
| 1.62 | 1.74 | 403 | 58.1% | 0.90 | 0.0843 | -0.000 | 2 | 0.1200 | 0.2000 | 38.1K | 60.5% | -0.11 | 0.0879 | -0.001 | ||
| 1.27 | 1.43 | 3 | 381 | 56.9% | 0.83 | 0.1265 | -0.001 | 2.5 | 0.2500 | 0.5500 | 8 | 28.3K | 67.8% | -0.19 | 0.1338 | -0.001 |
| 1.00 | 1.16 | 35 | 1,879 | 56.4% | 0.74 | 0.1605 | -0.001 | 3 | 0.4300 | 0.5800 | 6,789 | 56.8% | -0.28 | 0.1731 | -0.001 | |
| 0.6200 | 1.09 | 200 | 3,049 | 55.5% | 0.65 | 0.1819 | -0.001 | 3.5 | 0.7300 | 0.8000 | 29.5K | 56.0% | -0.38 | 0.2007 | -0.001 | |
| 0.6800 | 0.7600 | 20 | 4,229 | 58.0% | 0.56 | 0.1921 | -0.001 | 4 | 0.8500 | 1.19 | 5,981 | 51.6% | -0.48 | 0.2180 | -0.001 | |
| 0.5000 | 1.18 | 600 | 2,418 | 75.4% | 0.49 | 0.1935 | -0.001 | 4.5 | 1.31 | 1.50 | 1,561 | 53.5% | -0.56 | 0.2271 | -0.001 | |
| 0.3600 | 0.5900 | 14.3K | 57.9% | 0.42 | 0.1886 | -0.001 | 5 | 1.80 | 1.91 | 17 | 9,992 | 57.9% | -0.64 | 0.2304 | -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 — Dec 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs