NIO · Expected Move
NIO Inc. American depositary shares, each representing one Class A ordinary share
The expected move for NIO is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
NIO straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current NIO Expected Move
30-Day Straddle
$0.42
7-Day Straddle
$0.26
30-Day ATM IV
53.0%
IV Rank
59%
Implied one-standard-deviation move through the next 30 days. Compare to NIO's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
NIO Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $0.42 | $0.26 | 53.0% | 59% |
| 20261022 | $0.43 | $0.29 | 51.5% | 53% |
| 20261021 | $0.42 | $0.26 | 50.2% | 47% |
| 20261020 | $0.43 | $0.21 | 50.7% | 50% |
| 20261019 | $0.41 | $0.18 | 50.5% | 49% |
| 20261016 | $0.36 | $0.19 | 49.1% | 43% |
| 20261015 | $0.37 | $0.20 | 47.6% | 36% |
| 20261014 | $0.36 | $0.23 | 44.9% | 24% |
| 20261013 | $0.41 | $0.23 | 48.6% | 39% |
| 20261012 | $0.37 | $0.14 | 45.0% | 24% |
| 20261009 | $0.37 | $0.18 | 45.5% | 22% |
| 20261008 | $0.39 | $0.22 | 46.7% | 27% |
| 20261007 | $0.32 | $0.17 | 39.2% | 0% |
| 20261006 | $0.36 | $0.20 | 44.3% | 8% |
| 20261005 | $0.40 | $0.15 | 47.7% | 22% |
| 20261002 | $0.33 | $0.21 | 45.0% | 11% |
| 20261001 | $0.35 | $0.17 | 44.5% | 9% |
| 20260930 | $0.35 | $0.17 | 43.9% | 7% |
| 20260929 | $0.36 | $0.24 | 45.8% | 14% |
| 20260928 | $0.38 | $0.14 | 43.3% | 4% |
| 20260925 | $0.34 | $0.17 | 43.5% | 5% |
| 20260924 | $0.37 | $0.22 | 45.3% | 12% |
| 20260923 | $0.31 | $0.24 | 49.0% | 24% |
| 20260922 | $0.44 | $0.29 | 44.9% | 9% |
| 20260921 | $0.44 | $0.21 | 48.8% | 22% |
| 20260918 | $0.50 | $0.22 | 50.5% | 28% |
| 20260917 | $0.51 | $0.22 | 46.8% | 15% |
| 20260916 | $0.56 | $0.20 | 52.0% | 33% |
| 20260915 | $0.58 | $0.20 | 52.2% | 33% |
| 20260914 | $0.54 | $0.18 | 51.7% | 32% |
| 20260911 | $0.36 | $0.23 | 47.0% | 16% |
| 20260910 | $0.40 | $0.20 | 50.3% | 27% |
| 20260909 | $0.45 | $0.28 | 50.3% | 27% |
| 20260908 | $0.49 | $0.30 | 49.4% | 24% |
| 20260904 | $0.41 | $0.27 | 42.3% | 0% |
| 20260903 | $0.43 | $0.26 | 48.5% | 17% |
| 20260902 | $0.46 | $0.27 | 49.4% | 20% |
| 20260901 | $0.42 | $0.26 | 43.7% | 0% |
| 20260831 | $0.63 | $0.46 | 62.4% | 66% |
| 20260828 | $0.60 | $0.42 | 57.7% | 49% |
| 20260827 | $0.54 | $0.41 | 52.3% | 29% |
| 20260826 | $0.55 | $0.41 | 54.1% | 36% |
| 20260825 | $0.57 | $0.40 | 54.5% | 37% |
| 20260824 | $0.62 | $0.24 | 58.2% | 50% |
| 20260821 | $0.72 | $0.26 | 58.0% | 50% |
| 20260820 | $0.74 | $0.23 | 56.2% | 43% |
| 20260819 | $0.72 | $0.28 | 55.5% | 41% |
| 20260818 | $0.70 | $0.27 | 48.9% | 17% |
| 20260817 | $0.71 | $0.19 | 54.4% | 37% |
| 20260814 | $0.52 | $0.21 | 53.0% | 32% |
| 20260813 | $0.52 | $0.21 | 52.0% | 28% |
| 20260812 | $0.58 | $0.28 | 55.8% | 42% |
| 20260811 | $0.60 | $0.31 | 55.3% | 40% |
| 20260810 | $0.70 | $0.29 | 56.9% | 46% |
| 20260807 | — | — | 53.6% | 34% |
| 20260806 | $0.59 | $0.28 | 55.1% | 39% |
| 20260805 | $0.58 | $0.30 | 53.8% | 35% |
| 20260804 | $0.63 | $0.39 | 51.0% | 25% |
| 20260803 | $0.73 | $0.29 | 59.9% | 57% |
| 20260731 | $0.55 | $0.31 | 54.0% | 36% |
More on NIO
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.