NIO volatility NIO Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.51.2%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.41.2%
HV6036.6%
IV − HV20 spread
+10.1pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
71
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 days recorded
Cboe delayed options data · as of 21:59 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 45.8% | +4.5pt | ±3.8% |
| Oct 30, 2026 | 10 | 44.4% | +4.6pt | ±6.1% |
| Nov 06, 2026 | 17 | 46.8% | -10.0pt | ±8.2% |
| Nov 13, 2026 | 24 | 41.7% | +3.7pt | ±8.7% |
| Nov 20, 2026 | 31 | 52.4% | +3.1pt | ±12.4% |
| Nov 27, 2026 | 38 | 53.6% | +1.9pt | ±13.4% |
| Dec 18, 2026 | 59 | 50.9% | — | ±18.9% |
| Jan 15, 2027 | 87 | 54.1% | -1.1pt | ±21.3% |
| Feb 19, 2027 | 122 | 53.2% | -2.5pt | ±25.8% |
| Mar 19, 2027 | 150 | 53.9% | -6.3pt | ±28.1% |
| Apr 16, 2027 | 178 | 56.4% | -10.3pt | ±31.6% |
| May 21, 2027 | 213 | 55.0% | -8.5pt | ±33.4% |
| Dec 17, 2027 | 423 | 56.3% | -1.0pt | ±47.7% |
| Jan 21, 2028 | 458 | 59.8% | -3.0pt | ±50.6% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20