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 ±48.4% (1.76–5.06) · ATM IV 56.4% · P/C open interest 0.34
| 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 | |
| 1.70 | 1.84 | 11 | 2,447 | 64.4% | 0.90 | 0.0804 | -0.000 | 2 | 0.1300 | 0.2200 | 4,819 | 60.9% | -0.11 | 0.0841 | -0.001 | |
| 1.11 | 1.15 | 3 | 3,816 | 56.1% | 0.75 | 0.1507 | -0.001 | 3 | 0.4800 | 0.5600 | 3,588 | 56.7% | -0.28 | 0.1634 | -0.001 | |
| 0.7200 | 0.7600 | 6 | 22.4K | 55.7% | 0.58 | 0.1836 | -0.001 | 4 | 1.07 | 1.14 | 23.1K | 56.6% | -0.46 | 0.2100 | -0.001 | |
| 0.4900 | 0.5200 | 17 | 26.1K | 56.6% | 0.44 | 0.1832 | -0.001 | 5 | 1.83 | 1.88 | 11.7K | 57.4% | -0.63 | 0.2259 | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs