NIO · Options

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

Term structure, skew and the liquidity of the published chain.

$3.32

Volatility term structureATM IV by stored expiration. Earnings-containing expirations are marked; missing IV stays unavailable. Expiry spacing reflects DTE, not equal calendar spacing.

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2026-11-20: ATM IV: 56.155% 22 DTE · ATM strike $3.50 · No stored earnings marker Update time unavailable

Event / reference markers

Earnings expiry 2026-11-27: 29

Exact data table

Volatility term structure · full stored dataset, independent of graph range/toggles

ATM IV (%)	Context	Updated
56.155%	22 DTE · ATM strike $3.50 · No stored earnings marker	Update time unavailable
53.85%	29 DTE · ATM strike $3.50 · Contains earnings	Update time unavailable
43.935%	36 DTE · ATM strike $3.50 · No stored earnings marker	Update time unavailable
165.015%	43 DTE · ATM strike $3.00 · No stored earnings marker	Update time unavailable

Liquidity classification: POOR
Median bid-ask width: 50.8%
25-delta put IV: 53.9%
25-delta call IV: 58.4%
Downside skew: 0.1%

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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.