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Nio Inc Class A ADR NIO

CONSUMER CYCLICAL · AUTO MANUFACTURERS
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Market dataready · fetched 2026-10-21T16:58:57.490Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T16:58:55.045362038Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:56.928141+00:00

Share price$3.33
1D-1.9%
$3.31$3.33$3.36$3.38$3.415:30 AM6:30 AM9:00 AM1:00 PMNIO
Sold putSold call

Nio Inc Class A ADR options

Live interpolated NIO call and put midpoint premiums by absolute delta.Nio Inc Class A ADR$0.00$0.30$0.59$0.89$1.19$1.80$2.29$2.77$3.26$3.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NIO spot · $3.33NIO PRICE$0.03$0.05$0.07$0.10$0.12$0.14$0.16$0.19$0.21$0.23$0.26$0.28$0.30$0.52$0.57$0.62$0.66$0.71$0.76$0.81$0.86$0.91$0.96$1.00$1.05$1.10
PutsExpensive9.61×
CallsExpensive1.87×
SkewBearish+437.90 pp
Implied moveBearish±$0.97
TiltBearish66.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.4870.4%5.3%2.02710.6%54.9%
25Δ3.4573.6%5.0%2.20680.1%51.1%
30Δ3.4176.8%4.6%2.37649.6%47.2%
35Δ3.3880.0%4.3%2.55619.1%43.3%
40Δ3.3483.2%3.9%2.73588.6%39.5%
45Δ3.3186.5%3.6%2.90558.1%35.6%
50Δ3.2789.7%3.2%3.08527.6%31.8%
55Δ3.2492.9%2.9%3.26497.1%27.9%
60Δ3.2096.1%2.5%3.44466.6%24.1%
65Δ3.1799.3%2.2%3.61436.1%20.2%
70Δ3.14102.6%1.8%3.79405.6%16.3%
75Δ3.10105.8%1.5%3.97375.1%12.5%
80Δ3.07109.0%1.1%4.14344.6%8.6%

20Δ

Calls
Pseudo strike
3.48
IV
70.4%
B/E move
5.3%
Puts
Pseudo strike
2.02
IV
710.6%
B/E move
54.9%

25Δ

Calls
Pseudo strike
3.45
IV
73.6%
B/E move
5.0%
Puts
Pseudo strike
2.20
IV
680.1%
B/E move
51.1%

30Δ

Calls
Pseudo strike
3.41
IV
76.8%
B/E move
4.6%
Puts
Pseudo strike
2.37
IV
649.6%
B/E move
47.2%

35Δ

Calls
Pseudo strike
3.38
IV
80.0%
B/E move
4.3%
Puts
Pseudo strike
2.55
IV
619.1%
B/E move
43.3%

40Δ

Calls
Pseudo strike
3.34
IV
83.2%
B/E move
3.9%
Puts
Pseudo strike
2.73
IV
588.6%
B/E move
39.5%

45Δ

Calls
Pseudo strike
3.31
IV
86.5%
B/E move
3.6%
Puts
Pseudo strike
2.90
IV
558.1%
B/E move
35.6%

50Δ

Calls
Pseudo strike
3.27
IV
89.7%
B/E move
3.2%
Puts
Pseudo strike
3.08
IV
527.6%
B/E move
31.8%

55Δ

Calls
Pseudo strike
3.24
IV
92.9%
B/E move
2.9%
Puts
Pseudo strike
3.26
IV
497.1%
B/E move
27.9%

60Δ

Calls
Pseudo strike
3.20
IV
96.1%
B/E move
2.5%
Puts
Pseudo strike
3.44
IV
466.6%
B/E move
24.1%

65Δ

Calls
Pseudo strike
3.17
IV
99.3%
B/E move
2.2%
Puts
Pseudo strike
3.61
IV
436.1%
B/E move
20.2%

70Δ

Calls
Pseudo strike
3.14
IV
102.6%
B/E move
1.8%
Puts
Pseudo strike
3.79
IV
405.6%
B/E move
16.3%

75Δ

Calls
Pseudo strike
3.10
IV
105.8%
B/E move
1.5%
Puts
Pseudo strike
3.97
IV
375.1%
B/E move
12.5%

80Δ

Calls
Pseudo strike
3.07
IV
109.0%
B/E move
1.1%
Puts
Pseudo strike
4.14
IV
344.6%
B/E move
8.6%

Options history

No recorded observations