NIO Option Chain
End of day data from June 24, 2022 for NIO options expired on June 24, 2022.
| Symbol | Type | Strike | Last | Bid / Size | Ask / Size | Volume | OI | IV | Delta | Theta | Gamma | Vega | Rho |
| NIO24Jun22C24.00 | CALL | 24.00 | $0.12 | $0.09 / 4 | $0.14 / 1 | 35,179 | 8,248 | 19.684362% | 0.520380 | -0.270545 | 0.293925 | 0.005011 | 0.000327 |
| NIO24Jun22C23.50 | CALL | 23.50 | $0.58 | $0.53 / 111 | $0.67 / 56 | 18,453 | 7,795 | 50.308902% | 0.664338 | -0.247755 | 0.268970 | 0.004586 | 0.000414 |
| NIO24Jun22P23.50 | PUT | 23.50 | $0.01 | | $0.01 / 208 | 13,343 | 2,407 | 28.225909% | -0.335662 | -0.246750 | 0.268970 | 0.004586 | -0.000229 |
| NIO24Jun22C24.50 | CALL | 24.50 | $0.01 | | $0.01 / 50 | 12,821 | 4,386 | 25.114718% | 0.376601 | -0.257719 | 0.280115 | 0.004776 | 0.000239 |
| NIO24Jun22C23.00 | CALL | 23.00 | $1.06 | $1.06 / 25 | $1.19 / 27 | 9,996 | 8,929 | 86.469966% | 0.789758 | -0.196223 | 0.212756 | 0.003627 | 0.000487 |
| NIO24Jun22P23.00 | PUT | 23.00 | $0.01 | | $0.01 / 59 | 8,929 | 4,301 | 48.312225% | -0.210242 | -0.195240 | 0.212756 | 0.003627 | -0.000143 |
| NIO24Jun22P24.00 | PUT | 24.00 | $0.02 | $0.01 / 4 | $0.04 / 4 | 8,515 | 1,116 | 7.685598% | -0.479620 | -0.269519 | 0.293925 | 0.005011 | -0.000330 |
| NIO24Jun22P22.00 | PUT | 22.00 | $0.01 | | $0.01 / 666 | 5,913 | 8,676 | 86.378866% | -0.055513 | -0.075891 | 0.082669 | 0.001409 | -0.000037 |
| NIO24Jun22C25.00 | CALL | 25.00 | $0.01 | | $0.01 / 82 | 5,140 | 7,655 | 44.069850% | 0.250612 | -0.215905 | 0.234736 | 0.004002 | 0.000160 |
| NIO24Jun22P22.50 | PUT | 22.50 | $0.01 | | $0.01 / 67 | 5,058 | 6,572 | 67.518476% | -0.116002 | -0.132246 | 0.144079 | 0.002456 | -0.000079 |
| NIO24Jun22C21.00 | CALL | 21.00 | $3.08 | $3.00 / 244 | $3.15 / 85 | 2,848 | 9,307 | 161.093401% | 0.992203 | -0.015413 | 0.015809 | 0.000270 | 0.000570 |
| NIO24Jun22C22.50 | CALL | 22.50 | $1.58 | $1.51 / 66 | $1.68 / 75 | 2,684 | 4,571 | 101.556969% | 0.883998 | -0.133207 | 0.144079 | 0.002456 | 0.000538 |
| NIO24Jun22P21.50 | PUT | 21.50 | $0.01 | | $0.01 / 15 | 2,173 | 3,781 | 105.140637% | -0.022688 | -0.036485 | 0.039739 | 0.000678 | -0.000015 |
| NIO24Jun22C25.50 | CALL | 25.50 | $0.01 | | $0.01 / 38 | 1,984 | 2,578 | 61.293168% | 0.153009 | -0.160279 | 0.174293 | 0.002972 | 0.000098 |
| NIO24Jun22C21.50 | CALL | 21.50 | $2.57 | $2.50 / 137 | $2.67 / 62 | 1,881 | 2,864 | 144.720629% | 0.977312 | -0.037404 | 0.039739 | 0.000678 | 0.000574 |
| NIO24Jun22C22.00 | CALL | 22.00 | $2.03 | $2.01 / 35 | $2.17 / 44 | 1,503 | 5,076 | 123.696877% | 0.944487 | -0.076832 | 0.082669 | 0.001409 | 0.000565 |
| NIO24Jun22C20.00 | CALL | 20.00 | $4.10 | $4.00 / 166 | $4.15 / 84 | 867 | 8,055 | 207.169557% | 0.999487 | -0.002088 | 0.001343 | 0.000023 | 0.000548 |
| NIO24Jun22C20.50 | CALL | 20.50 | $3.60 | $3.50 / 244 | $3.65 / 71 | 855 | 3,264 | 184.050248% | 0.997783 | -0.005592 | 0.005136 | 0.000088 | 0.000560 |
| NIO24Jun22C16.50 | CALL | 16.50 | $7.60 | $7.50 / 111 | $7.65 / 73 | 693 | 1,019 | 379.379867% | 1.000000 | -0.000705 | 0.000001 | 0.000000 | 0.000452 |
| NIO24Jun22C19.00 | CALL | 19.00 | $5.08 | $5.00 / 129 | $5.15 / 79 | 556 | 2,319 | 254.216521% | 0.999986 | -0.000853 | 0.000045 | 0.000001 | 0.000521 |
| NIO24Jun22C17.50 | CALL | 17.50 | $6.56 | $6.50 / 280 | $6.65 / 93 | 535 | 757 | 327.738164% | 1.000000 | -0.000748 | 0.000001 | 0.000000 | 0.000479 |
| NIO24Jun22C19.50 | CALL | 19.50 | $4.58 | $4.50 / 97 | $4.65 / 246 | 444 | 2,031 | 230.539746% | 0.999905 | -0.001089 | 0.000278 | 0.000005 | 0.000534 |
| NIO24Jun22P30.00 | PUT | 30.00 | $5.91 | $5.85 / 54 | $6.00 / 36 | 404 | 404 | 187.626908% | -0.999953 | 0.001150 | 0.000144 | 0.000002 | -0.000822 |
| NIO24Jun22C26.00 | CALL | 26.00 | $0.01 | | $0.01 / 29 | 328 | 3,413 | 77.424607% | 0.085680 | -0.106182 | 0.115483 | 0.001969 | 0.000055 |
| NIO24Jun22C18.50 | CALL | 18.50 | $5.56 | $5.50 / 206 | $5.65 / 70 | 325 | 1,559 | 278.272429% | 0.999998 | -0.000796 | 0.000006 | 0.000000 | 0.000507 |
| NIO24Jun22P21.00 | PUT | 21.00 | $0.01 | | $0.01 / 601 | 250 | 5,184 | 123.935657% | -0.007797 | -0.014516 | 0.015809 | 0.000270 | -0.000005 |
| NIO24Jun22C16.00 | CALL | 16.00 | $8.07 | $8.00 / 175 | $8.15 / 88 | 235 | 1,380 | 406.159887% | 1.000000 | -0.000684 | 0.000001 | 0.000000 | 0.000438 |
| NIO24Jun22C13.00 | CALL | 13.00 | $11.11 | $11.00 / 179 | $11.15 / 111 | 221 | 251 | 584.387904% | 1.000000 | -0.000556 | 0.000001 | 0.000000 | 0.000356 |
| NIO24Jun22C18.00 | CALL | 18.00 | $6.07 | $6.00 / 145 | $6.20 / 126 | 185 | 1,569 | 329.323935% | 1.000000 | -0.000770 | 0.000001 | 0.000000 | 0.000493 |
| NIO24Jun22P25.00 | PUT | 25.00 | $0.95 | $0.85 / 63 | $1.00 / 26 | 171 | 225 | 39.190757% | -0.749388 | -0.214837 | 0.234736 | 0.004002 | -0.000525 |
| NIO24Jun22P20.00 | PUT | 20.00 | $0.01 | | $0.01 / 962 | 126 | 8,047 | 161.972312% | -0.000513 | -0.001233 | 0.001343 | 0.000023 | 0.000000 |
| NIO24Jun22C12.00 | CALL | 12.00 | $11.76 | $12.00 / 91 | $12.15 / 110 | 120 | 143 | 652.463124% | 1.000000 | -0.000513 | 0.000001 | 0.000000 | 0.000329 |
| NIO24Jun22C17.00 | CALL | 17.00 | $7.08 | $7.00 / 30 | $7.15 / 50 | 119 | 484 | 353.259983% | 1.000000 | -0.000727 | 0.000001 | 0.000000 | 0.000466 |
| NIO24Jun22P19.50 | PUT | 19.50 | $0.01 | | $0.01 / 148 | 107 | 2,435 | 181.345021% | -0.000095 | -0.000255 | 0.000278 | 0.000005 | 0.000000 |
| NIO24Jun22P20.50 | PUT | 20.50 | $0.01 | | $0.01 / 96 | 86 | 2,817 | 142.854629% | -0.002217 | -0.004716 | 0.005136 | 0.000088 | -0.000001 |
| NIO24Jun22P26.00 | PUT | 26.00 | $1.93 | $1.84 / 146 | $2.02 / 81 | 71 | 89 | 70.753861% | -0.914320 | -0.105071 | 0.115483 | 0.001969 | -0.000657 |
| NIO24Jun22P24.50 | PUT | 24.50 | $0.44 | $0.34 / 53 | $0.51 / 133 | 64 | 195 | 15.856985% | -0.623399 | -0.256672 | 0.280115 | 0.004776 | -0.000433 |
| NIO24Jun22C15.50 | CALL | 15.50 | $8.60 | $8.50 / 118 | $8.65 / 136 | 57 | 429 | 433.658800% | 1.000000 | -0.000662 | 0.000001 | 0.000000 | 0.000425 |
| NIO24Jun22P18.00 | PUT | 18.00 | $0.01 | | $0.01 / 1,697 | 51 | 8,729 | 241.468833% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| NIO24Jun22P19.00 | PUT | 19.00 | $0.01 | | $0.01 / 222 | 47 | 4,623 | 201.021280% | -0.000014 | -0.000041 | 0.000045 | 0.000001 | 0.000000 |
| NIO24Jun22C15.00 | CALL | 15.00 | $9.10 | $9.00 / 166 | $9.15 / 116 | 31 | 519 | 461.940584% | 1.000000 | -0.000641 | 0.000001 | 0.000000 | 0.000411 |
| NIO24Jun22P17.00 | PUT | 17.00 | $0.01 | | $0.01 / 304 | 30 | 4,235 | 283.659552% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| NIO24Jun22C26.50 | CALL | 26.50 | $0.01 | | $0.01 / 129 | 24 | 5,043 | 92.745885% | 0.044048 | -0.063190 | 0.068732 | 0.001172 | 0.000028 |
| NIO24Jun22P16.00 | PUT | 16.00 | $0.01 | | $0.01 / 752 | 22 | 6,905 | 327.945443% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| NIO24Jun22C14.00 | CALL | 14.00 | $10.12 | $10.00 / 112 | $10.20 / 168 | 20 | 211 | 561.703392% | 1.000000 | -0.000598 | 0.000001 | 0.000000 | 0.000384 |
| NIO24Jun22P18.50 | PUT | 18.50 | $0.01 | | $0.01 / 452 | 19 | 3,013 | 221.048898% | -0.000002 | -0.000005 | 0.000006 | 0.000000 | 0.000000 |
| NIO24Jun22P17.50 | PUT | 17.50 | $0.01 | | $0.01 / 241 | 12 | 2,495 | 262.324930% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| NIO24Jun22P27.00 | PUT | 27.00 | $2.85 | $2.81 / 27 | $3.00 / 26 | 8 | 20 | 80.090740% | -0.979169 | -0.032834 | 0.036972 | 0.000630 | -0.000726 |
| NIO24Jun22P26.50 | PUT | 26.50 | $2.40 | $2.32 / 32 | $2.51 / 45 | 7 | 3 | 84.202177% | -0.955952 | -0.062058 | 0.068732 | 0.001172 | -0.000698 |
| NIO24Jun22C10.00 | CALL | 10.00 | $14.13 | $14.00 / 31 | $14.20 / 113 | 7 | 57 | 865.898321% | 1.000000 | -0.000427 | 0.000001 | 0.000000 | 0.000274 |
| NIO24Jun22P25.50 | PUT | 25.50 | $1.41 | $1.32 / 25 | $1.50 / 27 | 6 | 16 | 42.559468% | -0.846991 | -0.159189 | 0.174293 | 0.002972 | -0.000601 |
| NIO24Jun22P13.00 | PUT | 13.00 | $0.01 | | $0.01 / 3 | 6 | 1,229 | 477.480055% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| NIO24Jun22P12.00 | PUT | 12.00 | $0.01 | | $0.01 / 10 | 6 | 1,284 | 534.630840% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| NIO24Jun22C30.00 | CALL | 30.00 | $0.01 | | $0.01 / 242 | 5 | 3,118 | 185.580395% | 0.000047 | -0.000132 | 0.000144 | 0.000002 | 0.000000 |
| NIO24Jun22C14.50 | CALL | 14.50 | $9.61 | $9.50 / 196 | $9.65 / 94 | 5 | 146 | 491.074118% | 1.000000 | -0.000620 | 0.000001 | 0.000000 | 0.000397 |
| NIO24Jun22C13.50 | CALL | 13.50 | $9.85 | $10.50 / 24 | $10.70 / 78 | 5 | 50 | 594.741912% | 1.000000 | -0.000577 | 0.000001 | 0.000000 | 0.000370 |
| NIO24Jun22P16.50 | PUT | 16.50 | $0.01 | | $0.01 / 193 | 4 | 2,432 | 305.519074% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| NIO24Jun22C35.00 | CALL | 35.00 | $0.01 | | $0.01 / 96 | 3 | 491 | 291.930037% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| NIO24Jun22P35.00 | PUT | 35.00 | $10.92 | $10.80 / 110 | $11.05 / 130 | 3 | 3 | 295.904149% | -1.000000 | 0.001496 | 0.000001 | 0.000000 | -0.000959 |
| NIO24Jun22C12.50 | CALL | 12.50 | $11.14 | $11.50 / 26 | $11.75 / 123 | 2 | 25 | 701.753183% | 1.000000 | -0.000534 | 0.000001 | 0.000000 | 0.000342 |
| NIO24Jun22P5.00 | PUT | 5.00 | $0.01 | | $0.01 / 20 | 2 | 99 | 1162.416233% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| NIO24Jun22C5.00 | CALL | 5.00 | $18.75 | $19.00 / 25 | $19.20 / 118 | 2 | 12 | 1503.195089% | 1.000000 | -0.000214 | 0.000001 | 0.000000 | 0.000137 |
| NIO24Jun22P15.50 | PUT | 15.50 | $0.03 | | $0.01 / 114 | 1 | 756 | 350.992228% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| NIO24Jun22P14.50 | PUT | 14.50 | $0.01 | | $0.01 / 18 | 1 | 702 | 399.149280% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| NIO24Jun22P14.00 | PUT | 14.00 | $0.01 | | $0.01 / 52 | 1 | 3,745 | 424.378688% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| NIO24Jun22P13.50 | PUT | 13.50 | $0.01 | | $0.01 / 1 | 1 | 568 | 450.463950% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| NIO24Jun22P27.50 | PUT | 27.50 | | $3.30 / 103 | $3.50 / 26 | 0 | 0 | 122.525092% | -0.990916 | -0.015442 | 0.018078 | 0.000308 | -0.000748 |
| NIO24Jun22C27.50 | CALL | 27.50 | $0.02 | | $0.01 / 1 | 0 | 332 | 121.512135% | 0.009084 | -0.016618 | 0.018078 | 0.000308 | 0.000006 |
| NIO24Jun22C27.00 | CALL | 27.00 | $0.01 | | $0.01 / 278 | 0 | 2,622 | 107.409576% | 0.020831 | -0.033988 | 0.036972 | 0.000630 | 0.000013 |
| NIO24Jun22P15.00 | PUT | 15.00 | $0.01 | | $0.01 / 518 | 0 | 7,899 | 374.707874% | 0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| NIO24Jun22P12.50 | PUT | 12.50 | $0.01 | | $0.01 / 12 | 0 | 356 | 505.502603% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| NIO24Jun22C11.50 | CALL | 11.50 | | $12.50 / 28 | $12.70 / 99 | 0 | 0 | 739.746731% | 1.000000 | -0.000491 | 0.000001 | 0.000000 | 0.000315 |
| NIO24Jun22P11.50 | PUT | 11.50 | | | $0.03 / 26 | 0 | 0 | 649.808420% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| NIO24Jun22P11.00 | PUT | 11.00 | $0.01 | | $0.03 / 128 | 0 | 833 | 685.626365% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| NIO24Jun22C11.00 | CALL | 11.00 | $11.50 | $13.00 / 27 | $13.35 / 114 | 0 | 3 | 891.451531% | 1.000000 | -0.000470 | 0.000001 | 0.000000 | 0.000301 |
| NIO24Jun22P10.00 | PUT | 10.00 | $0.01 | | $0.01 / 25 | 0 | 1,848 | 664.476664% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| NIO24Jun22P9.00 | PUT | 9.00 | $0.02 | | $0.01 / 24 | 0 | 785 | 739.508339% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| NIO24Jun22C9.00 | CALL | 9.00 | $11.74 | $15.00 / 25 | $15.20 / 99 | 0 | 40 | 961.194161% | 1.000000 | -0.000385 | 0.000001 | 0.000000 | 0.000247 |
| NIO24Jun22P8.50 | PUT | 8.50 | $0.02 | | $0.01 / 24 | 0 | 134 | 780.261963% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| NIO24Jun22C8.50 | CALL | 8.50 | $12.20 | $15.50 / 25 | $15.70 / 105 | 0 | 3 | 1013.036575% | 1.000000 | -0.000363 | 0.000001 | 0.000000 | 0.000233 |
| NIO24Jun22P8.00 | PUT | 8.00 | $0.01 | | $0.01 / 23 | 0 | 16 | 823.542865% | -0.000001 | 0.000000 | 0.000001 | 0.000000 | 0.000000 |
| NIO24Jun22C8.00 | CALL | 8.00 | | $16.00 / 25 | $16.20 / 93 | 0 | 0 | 1068.162446% | 1.000000 | -0.000342 | 0.000001 | 0.000000 | 0.000219 |