NIO option chain NIO Inc.
Cboe delayed options data · as of 18:42 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 ±11.9% (3.03–3.85) · ATM IV 50.4% · P/C open interest 0.38
| 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 | 1.76 | 101 | 173.8% | 0.96 | 0.0688 | -0.001 | 2 | 0 | 0.0400 | 122 | 116.8% | -0.04 | 0.0690 | -0.002 | ||
| 0.6300 | 1.28 | 0.94 | 0.1538 | -0.001 | 2.5 | 0 | 0.1300 | 104.5% | -0.06 | 0.1545 | -0.002 | |||||
| 0.4700 | 0.5600 | 1 | 4,188 | 55.5% | 0.85 | 0.4532 | -0.002 | 3 | 0.0300 | 0.0500 | 3,317 | 18.0K | 49.8% | -0.16 | 0.4568 | -0.002 |
| 0.1800 | 0.2000 | 125 | 57 | 51.4% | 0.50 | 0.7807 | -0.003 | 3.5 | 0.2100 | 0.2300 | 104 | 123 | 49.4% | -0.50 | 0.7925 | -0.003 |
| 0.0500 | 0.0600 | 2,355 | 60.1K | 53.2% | 0.20 | 0.5219 | -0.002 | 4 | 0.5700 | 0.6100 | 634 | 36.3K | 51.4% | -0.82 | 0.5435 | -0.002 |
| 0.0100 | 0.0200 | 2 | 56.1% | 0.08 | 0.2458 | -0.001 | 4.5 | 0.8800 | 1.46 | 105.6% | -0.94 | 0.2713 | -0.001 | |||
| 0.0100 | 0.0200 | 86 | 31.9K | 72.9% | 0.05 | 0.1411 | -0.001 | 5 | 1.50 | 1.61 | 45 | 12.1K | -0.97 | 0.1660 | -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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs