Share price$3.33
1D-1.9%
Sold putSold call
Nio Inc Class A ADR NIO
CONSUMER CYCLICAL · AUTO MANUFACTURERSi
Market dataready · fetched 2026-10-21T17:51:39.741Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData historical Greeks, 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 dataPriceAlpaca · sip · 2026-10-21T17:51:26.959418726Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:44.039854+00:00
Nio Inc Class A ADR options
PutsExpensive7.13×
CallsExpensive1.88×
SkewBearish+298.36 pp
Implied moveBullish±$0.31
TiltBullish8.7% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 3.48 | 68.9% | 5.4% | 1.87 | 664.1% | 47.2% |
| 25Δ | 3.45 | 72.3% | 5.0% | 1.99 | 618.1% | 43.6% |
| 30Δ | 3.41 | 75.7% | 4.7% | 2.12 | 572.0% | 40.0% |
| 35Δ | 3.38 | 79.1% | 4.3% | 2.24 | 525.9% | 36.5% |
| 40Δ | 3.34 | 82.5% | 4.0% | 2.37 | 479.8% | 32.9% |
| 45Δ | 3.31 | 85.9% | 3.7% | 2.49 | 433.8% | 29.3% |
| 50Δ | 3.27 | 89.3% | 3.3% | 2.61 | 387.7% | 25.7% |
| 55Δ | 3.24 | 92.7% | 3.0% | 2.74 | 341.6% | 22.1% |
| 60Δ | 3.21 | 96.1% | 2.6% | 2.86 | 295.6% | 18.5% |
| 65Δ | 3.17 | 99.6% | 2.3% | 2.99 | 249.5% | 14.9% |
| 70Δ | 3.14 | 103.0% | 2.0% | 3.11 | 203.4% | 11.3% |
| 75Δ | 3.10 | 106.4% | 1.6% | 3.24 | 157.3% | 7.7% |
| 80Δ | 3.07 | 109.8% | 1.3% | 3.36 | 111.3% | 4.1% |
20Δ
- Pseudo strike
- 3.48
- IV
- 68.9%
- B/E move
- 5.4%
- Pseudo strike
- 1.87
- IV
- 664.1%
- B/E move
- 47.2%
25Δ
- Pseudo strike
- 3.45
- IV
- 72.3%
- B/E move
- 5.0%
- Pseudo strike
- 1.99
- IV
- 618.1%
- B/E move
- 43.6%
30Δ
- Pseudo strike
- 3.41
- IV
- 75.7%
- B/E move
- 4.7%
- Pseudo strike
- 2.12
- IV
- 572.0%
- B/E move
- 40.0%
35Δ
- Pseudo strike
- 3.38
- IV
- 79.1%
- B/E move
- 4.3%
- Pseudo strike
- 2.24
- IV
- 525.9%
- B/E move
- 36.5%
40Δ
- Pseudo strike
- 3.34
- IV
- 82.5%
- B/E move
- 4.0%
- Pseudo strike
- 2.37
- IV
- 479.8%
- B/E move
- 32.9%
45Δ
- Pseudo strike
- 3.31
- IV
- 85.9%
- B/E move
- 3.7%
- Pseudo strike
- 2.49
- IV
- 433.8%
- B/E move
- 29.3%
50Δ
- Pseudo strike
- 3.27
- IV
- 89.3%
- B/E move
- 3.3%
- Pseudo strike
- 2.61
- IV
- 387.7%
- B/E move
- 25.7%
55Δ
- Pseudo strike
- 3.24
- IV
- 92.7%
- B/E move
- 3.0%
- Pseudo strike
- 2.74
- IV
- 341.6%
- B/E move
- 22.1%
60Δ
- Pseudo strike
- 3.21
- IV
- 96.1%
- B/E move
- 2.6%
- Pseudo strike
- 2.86
- IV
- 295.6%
- B/E move
- 18.5%
65Δ
- Pseudo strike
- 3.17
- IV
- 99.6%
- B/E move
- 2.3%
- Pseudo strike
- 2.99
- IV
- 249.5%
- B/E move
- 14.9%
70Δ
- Pseudo strike
- 3.14
- IV
- 103.0%
- B/E move
- 2.0%
- Pseudo strike
- 3.11
- IV
- 203.4%
- B/E move
- 11.3%
75Δ
- Pseudo strike
- 3.10
- IV
- 106.4%
- B/E move
- 1.6%
- Pseudo strike
- 3.24
- IV
- 157.3%
- B/E move
- 7.7%
80Δ
- Pseudo strike
- 3.07
- IV
- 109.8%
- B/E move
- 1.3%
- Pseudo strike
- 3.36
- IV
- 111.3%
- B/E move
- 4.1%
Options history
No recorded observations