NIO option chain NIO Inc.
Cboe delayed options data · as of 09:36 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 ±8.9% (3.52–4.21) · ATM IV 49.7% · P/C open interest 0.17
| 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 | |
| 1.56 | 2.31 | 2 | 252.7% | 0.99 | 0.0259 | -0.001 | 2 | 0 | 0.0200 | 2 | 164.5% | -0.01 | 0.0259 | -0.001 | ||
| 1.06 | 1.81 | 1 | 180.9% | 0.98 | 0.0561 | -0.001 | 2.5 | 0 | 0.0200 | 114.5% | -0.02 | 0.0563 | -0.001 | |||
| 0.8000 | 0.9300 | 11 | 123 | 50.4% | 0.96 | 0.1453 | -0.001 | 3 | 0 | 0.0100 | 406 | 63.8% | -0.04 | 0.1459 | -0.001 | |
| 0.3500 | 0.4200 | 141 | 63 | 41.4% | 0.87 | 0.5952 | -0.002 | 3.5 | 0.0100 | 0.0300 | 361 | 1,721 | 41.4% | -0.13 | 0.5999 | -0.002 |
| 0.1000 | 0.1200 | 5,681 | 41.3K | 51.4% | 0.39 | 0.9551 | -0.005 | 4 | 0.2200 | 0.2500 | 521 | 8,837 | 48.0% | -0.61 | 0.9664 | -0.005 |
| 0.0300 | 0.0400 | 1,467 | 5,673 | 63.6% | 0.13 | 0.4318 | -0.003 | 4.5 | 0.6300 | 0.6800 | 101 | 1,673 | 52.3% | -0.88 | 0.4408 | -0.003 |
| 0.0100 | 0.0300 | 4,487 | 23.5K | 80.2% | 0.06 | 0.1998 | -0.002 | 5 | 1.11 | 1.17 | 146 | 4,256 | -0.95 | 0.2128 | -0.002 | |
| 0 | 0.0100 | 35 | 2,211 | 80.4% | 0.03 | 0.1064 | -0.002 | 5.5 | 1.40 | 1.76 | 79 | -0.98 | 0.1240 | -0.002 | ||
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 — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs