NIO · Covered-Calls
NIO Inc. American depositary shares, each representing one Class A ordinary share (NIO) covered calls
A modelled covered call from the published implied volatility, with premium yield and capped upside.
- Modelled strike
- $4.00
- Modelled premium
- $0.02
- Premium yield
- 0.8%
- Annualized premium yield
- 11.1%
- Breakeven
- $3.30
- Downside protection
- 0.8%
- Days to expiration
- 26
Update time unavailable
Loading graph — the exact table is available below.
$1.66: Expiration P/L: -$164.00 Update time unavailable
Event / reference markers
- Spot: $3.32
- Expiry breakeven $3.30: $3.30
- sell call strike $4.00: $4.00
Exact data table
Strategy payoff · full stored dataset, independent of graph range/toggles
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$164.00 | Update time unavailable | ||
| -$160.68 | Update time unavailable | ||
| -$157.36 | Update time unavailable | ||
| -$154.04 | Update time unavailable | ||
| -$150.72 | Update time unavailable | ||
| -$147.40 | Update time unavailable | ||
| -$144.08 | Update time unavailable | ||
| -$140.76 | Update time unavailable | ||
| -$137.44 | Update time unavailable | ||
| -$134.12 | Update time unavailable | ||
| -$130.80 | Update time unavailable | ||
| -$127.48 | Update time unavailable | ||
| -$124.16 | Update time unavailable | ||
| -$120.84 | Update time unavailable | ||
| -$117.52 | Update time unavailable | ||
| -$114.20 | Update time unavailable | ||
| -$110.88 | Update time unavailable | ||
| -$107.56 | Update time unavailable | ||
| -$104.24 | Update time unavailable | ||
| -$100.92 | Update time unavailable | ||
| -$97.60 | Update time unavailable | ||
| -$94.28 | Update time unavailable | ||
| -$90.96 | Update time unavailable | ||
| -$87.64 | Update time unavailable | ||
| -$84.32 | Update time unavailable | ||
| -$81.00 | Update time unavailable | ||
| -$77.68 | Update time unavailable | ||
| -$74.36 | Update time unavailable | ||
| -$71.04 | Update time unavailable | ||
| -$67.72 | Update time unavailable | ||
| -$64.40 | Update time unavailable | ||
| -$61.08 | Update time unavailable | ||
| -$57.76 | Update time unavailable | ||
| -$54.44 | Update time unavailable | ||
| -$51.12 | Update time unavailable | ||
| -$47.80 | Update time unavailable | ||
| -$44.48 | Update time unavailable | ||
| -$41.16 | Update time unavailable | ||
| -$37.84 | Update time unavailable | ||
| -$34.52 | Update time unavailable | ||
| -$31.20 | Update time unavailable | ||
| -$27.88 | Update time unavailable | ||
| -$24.56 | Update time unavailable | ||
| -$21.24 | Update time unavailable | ||
| -$17.92 | Update time unavailable | ||
| -$14.60 | Update time unavailable | ||
| -$11.28 | Update time unavailable | ||
| -$7.96 | Update time unavailable | ||
| -$4.64 | Update time unavailable | ||
| -$1.32 | Update time unavailable | ||
| -$0.00 | Update time unavailable | ||
| $2.00 | Update time unavailable | ||
| $2.00 | Spot reference | Update time unavailable | |
| $5.32 | Update time unavailable | ||
| $8.64 | Update time unavailable | ||
| $11.96 | Update time unavailable | ||
| $15.28 | Update time unavailable | ||
| $18.60 | Update time unavailable | ||
| $21.92 | Update time unavailable | ||
| $25.24 | Update time unavailable | ||
| $28.56 | Update time unavailable | ||
| $31.88 | Update time unavailable | ||
| $35.20 | Update time unavailable | ||
| $38.52 | Update time unavailable | ||
| $41.84 | Update time unavailable | ||
| $45.16 | Update time unavailable | ||
| $48.48 | Update time unavailable | ||
| $51.80 | Update time unavailable | ||
| $55.12 | Update time unavailable | ||
| $58.44 | Update time unavailable | ||
| $61.76 | Update time unavailable | ||
| $65.08 | Update time unavailable | ||
| $68.40 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable | ||
| $70.00 | Update time unavailable |
Black-Scholes from the published at-the-money implied volatility (one expected move above spot). Requires 100 shares per contract; above the strike the shares are called away.
Next steps
Data provenance
Figures are from published, reviewed research as of Oct 29, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.