NIO Options Chain, Open Interest, and Volatility Data

NIO Options Open Interest & Strategy Insights

NIO – Top 10 Strike Prices by Open Interest

Strike	Call OI	Put OI	Total OI
5	390297	146924	537221
7	229994	175044	405038
10	337177	18192	355369
8	275091	45751	320842
4	137456	174095	311551
2	10026	286909	296935
3	37854	221134	258988
3.5	54168	160220	214388
6	110488	103287	213775
15	201133	1174	202307

NIO – Volatility Metrics & Put/Call Analysis

Put/Call OI Ratio	Put/Call Volume Ratio	Avg Call IV	Avg Put IV	IV Skew
0.50	0.26	72.32%	69.01%	-3.31%

Data Analysis

Symbol: NIO Current Price: 7.29
Max Pain: 7.00 (near)

📌 Absolute OI Peak: 5.00 (537221 contracts)
🛡️ Short-term Key Levels: 7.00（405038 contracts，minor support） , 6.00（213775 contracts，minor support） , 4.00（311551 contracts，major support）

📈 Put/Call OI Ratio: 0.50 (bullish, Call OI dominant)
Put/Call Volume Ratio: 0.26 (bullish, Call volume dominant)

📊 Avg Call IV: 72.32%
Avg Put IV: 69.01%
IV Skew: -3.31% (Call IV higher than Put IV by 3.31%, upward expectation slightly stronger)

⚠️ Unusual OI concentration at far OTM strike 5.00 (537221 contracts), sentiment: bullish (Call OI dominant). May reflect speculative bets or hedging demand.

Market Sentiment Based on Options by Expiration Date

Date	Call Volume	Put Volume	Open Interest	Put/Call Ratio	Sentiment
2025-11-07	14871	2290	126999	0.154	Strong Bullish 📈💥 (85) ⚠️
2025-11-14	7022	3891	65560	0.554	Moderate Bullish 📈 (65)
2025-11-21	8358	6552	432549	0.784	Moderate Bullish 📈 (65) ⚠️
2025-11-28	7481	936	32429	0.125	Moderate Bullish 📈 (70) ⚠️
2025-12-05	1349	289	18865	0.214	Moderate Bullish 📈 (70) ⚠️
2025-12-12	189	638	2513	3.376	Moderate Bearish 📉 (30) ⚠️
2025-12-19	5102	339	40635	0.066	Moderate Bullish 📈 (70) ⚠️
2026-01-16	23611	398	941348	0.017	Strong Bullish 📈💥 (85) ⚠️
2026-02-20	1593	202	153327	0.127	Strong Bullish 📈💥 (85) ⚠️
2026-05-15	663	145	29508	0.219	Moderate Bullish 📈 (70) ⚠️
2026-06-18	1319	955	523505	0.724	Moderate Bullish 📈 (65) ⚠️
2027-01-15	1082	2277	601707	2.104	Strong Bearish 📉💥 (15) ⚠️
2027-12-17	121	748	113723	6.182	Strong Bearish 📉💥 (15) ⚠️
2028-01-21	377	317	50132	0.841	Moderate Bullish 📈 (65)
How the Sentiment Algorithm Works This table evaluates market sentiment based on aggregated options data by expiration date. The key metrics are: Put/Call Ratio (PCR): Indicates the relative activity between put and call options. A high PCR suggests bearish sentiment, while a low PCR indicates bullish sentiment. Open Interest (OI): Represents the number of outstanding contracts. Higher values reflect strong market attention or hedging activity. Unusual activity ⚠️: Days with extremely high PCR or OI are flagged, signaling possible speculative bets or hedging pressures. The sentiment score is computed by combining PCR and OI, then classified into clear labels such as Strong Bullish, Moderate Bullish, Neutral, Moderate Bearish, Strong Bearish. Scores range from 0 to 100, where higher values indicate stronger bullish sentiment and lower values indicate stronger bearish sentiment.