NIO Inc. (NIO)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 00:36 UTC · Figures derived from the full chain (418 contracts, 15 expirations) · IV own-history percentile appears after 60 recorded days (3 so far)
Expected move — Sep 18, 2026 (16 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±8.9% (range 3.52–4.21) by Sep 18, 2026. ATM straddle: 0.345 @ strike 4 · ATM IV: 49.7%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 3.48 | -10% | 83.4% | 16.6% |
| 3.68 | -5% | 66.7% | 33.3% |
| 3.87 | +0% | 47.9% | 52.1% |
| 4.06 | +5% | 30.4% | 69.6% |
| 4.26 | +10% | 16.5% | 83.5% |
Model-estimated probabilities of finishing above/below each level at expiration — estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Sep 18, 2026 · lognormal model, zero drift — an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | ±4.5% | 52.7% | 127.2K |
| Sep 11, 2026 | 9 | ±6.8% | 48.5% | 54.4K |
| Sep 18, 2026 | 16 | ±8.9% | 49.7% | 121.7K |
| Sep 25, 2026 | 23 | ±10.2% | 48.2% | 30.1K |
| Oct 02, 2026 | 30 | ±12.0% | 50.3% | 17.7K |
| Oct 09, 2026 | 37 | ±13.0% | 49.5% | 4,936 |
| Oct 16, 2026 | 44 | ±14.1% | 49.2% | 27.0K |
| Nov 20, 2026 | 79 | ±19.3% | 50.8% | 256.0K |
| Jan 15, 2027 | 135 | ±26.1% | 53.1% | 1.23M |
| Feb 19, 2027 | 170 | ±30.5% | 55.5% | 21.9K |
| Mar 19, 2027 | 198 | ±33.1% | 55.9% | 51.1K |
Open interest by strike — Sep 18
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 5 C · 88.8K4.5 C · 59.3K4 C · 58.1K4 P · 39.3K5.5 C · 31.5K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Track record
Full history →Every trading day we record what the options market is pricing for each expiration — before the outcome is known. Once expirations start resolving, this section compares expected versus actual, and the record is never rewritten. Recording since Aug 31, 2026.
Past earnings reactions
Avg |reaction| 7.7% · median 7.0% (20 reports) — two-session close-to-close window; definition
About NIO Inc.
NIO Inc., a company based in Shanghai, China, specializes in the design, development, production, and sale of intelligent electric vehicles. Their product range includes five and six-seater electric SUVs, alongside smart electric sedans. Beyond manufacturing vehicles, NIO offers an extensive ecosystem of power solutions. These encompass home charging options (Power Home), an innovative battery swapping service (Power Swap), various public charging infrastructure like Power Charger and Destination Charger, and mobile charging vans (Power Mobile). Customers also benefit from the Power Map application, which provides real-time data on public charging networks, and the convenient One Click for Power valet charging service. The company provides a wide array of after-sales and customer support services. These include vehicle repairs, maintenance, and bodywork, available through both official NIO service centers and approved third-party facilities. They also facilitate insurance offerings, such as statutory, third-party liability, and vehicle damage policies, in collaboration with external insurers. Additional provisions cover roadside assistance, courtesy vehicle access, data package sub
Consumer Cyclical · Auto - Manufacturers · NYSE · Profile: Financial Modeling Prep
NIO news
All news →Opinion | Aluminum Tariffs Harm U.S. Manufacturers
Current tariffs punish recyclers and U.S. companies that make aluminum-based products while failing to revive domestic smelting.
WSJ · Sep 02, 10:34 UTC ↗Related securities — Consumer Cyclical
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