NIO (NIO Inc. American depositary shares, each representing one Class A ordinary share)

Historical IV Rank & Volatility Regime

IV Rank measures where NIO's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on NIO are priced rich or cheap relative to its own recent regime.

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.

NIO IV Rank Summary
Current
34%
Subdued — neutral to long-vol
30-Day Avg
56%
60-Day Avg
44%
90-Day Avg
38%
90-Day Low
1%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in NIO's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
NIO IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260904 34% 1.4%
20260903 47% 1.7%
20260902 37% 1.5%
20260901 24% 1.3%
20260831 37% 1.5%
20260828 65% 2.0%
20260827 39% 1.5%
20260826 61% 1.9%
20260825 43% 1.6%
20260824 66% 2.0%
20260821 18% 1.2%
20260820 35% 1.5%
20260819 34% 1.4%
20260818 24% 1.3%
20260817 37% 1.5%
20260814 100% 2.6%
20260813 98% 2.1%
20260812 100% 2.1%
20260811 65% 1.7%
20260810 75% 1.8%
20260806 92% 2.0%
20260805 92% 2.0%
20260804 60% 1.6%
20260803 100% 2.1%
20260731 54% 1.5%
20260730 58% 1.6%
20260729 51% 1.5%
20260728 25% 1.1%
20260727 49% 1.5%
20260724 65% 1.6%
20260723 46% 1.4%
20260722 37% 1.3%
20260721 45% 1.4%
20260720 31% 1.2%
20260716 24% 1.2%
20260715 33% 1.3%
20260714 39% 1.4%
20260713 43% 1.5%
20260710 44% 1.5%
20260709 41% 1.4%
20260708 19% 1.1%
20260707 53% 1.6%
20260706 27% 1.2%
20260702 57% 1.7%
20260701 18% 1.1%
20260630 23% 1.2%
20260629 23% 1.2%
20260626 41% 1.4%
20260625 21% 1.1%
20260624 16% 1.1%
20260623 16% 1.1%
20260622 18% 1.1%
20260618 42% 1.4%
20260617 39% 1.4%
20260616 15% 1.1%
20260615 18% 1.1%
20260613 37% 1.4%
20260612 35% 1.3%
20260611 12% 1.0%
20260610 20% 1.1%
20260609 12% 1.0%
20260608 15% 1.1%
20260605 43% 1.5%
20260604 16% 1.1%
20260603 20% 1.1%
20260602 21% 1.2%
20260601 17% 1.1%
20260529 13% 1.0%
20260528 28% 1.3%
20260527 19% 1.1%
20260526 8% 1.0%
20260522 35% 1.4%
20260521 35% 1.4%
20260520 27% 1.3%
20260519 30% 1.3%
20260518 36% 1.4%
20260515 19% 1.1%
20260514 10% 1.0%
20260513 45% 1.6%
20260512 1% 0.8%
20260511 58% 1.8%
20260510 21% 1.2%
20260508 25% 1.2%
20260507 19% 1.1%
20260506 19% 1.1%
20260505 50% 1.6%
20260504 55% 1.7%
20260502 37% 1.4%
20260501 29% 1.3%
20260430 68% 1.9%