Name: NIO Option Chain
Keywords: NIO, Option, Chain, Historical

NIO Option Chain

End of day data from January 22, 2021 for NIO options expiring on January 29, 2021.

Expiration

Data From

NYSE
NIO
Option Chain

Symbol	Type	Strike	Last	Bid / Size	Ask / Size	Volume	OI	IV	Delta	Theta	Gamma	Vega	Rho
NIO29Jan21C62.00	CALL	62.00	$2.54	$2.53 / 2	$2.55 / 1	57,481	4,550	70.867674%	0.523050	-0.215233	0.046074	0.036495	0.006351
NIO29Jan21C60.00	CALL	60.00	$3.57	$3.55 / 10	$3.60 / 164	38,882	12,349	69.878829%	0.615084	-0.206571	0.044218	0.035025	0.007374
NIO29Jan21C65.00	CALL	65.00	$1.46	$1.43 / 8	$1.45 / 1	35,029	11,489	72.484154%	0.389534	-0.207262	0.044371	0.035146	0.004803
NIO29Jan21C70.00	CALL	70.00	$0.53	$0.51 / 29	$0.53 / 10	29,266	13,298	76.270656%	0.208634	-0.155132	0.033213	0.026308	0.002621
NIO29Jan21C61.00	CALL	61.00	$3.03	$3.00 / 12	$3.05 / 11	23,313	2,873	70.351981%	0.569162	-0.212351	0.045456	0.036006	0.006869
NIO29Jan21C63.00	CALL	63.00	$2.14	$2.12 / 1	$2.15 / 4	20,702	4,689	71.898531%	0.477370	-0.215241	0.046077	0.036498	0.005829
NIO29Jan21P60.00	PUT	60.00	$1.61	$1.60 / 35	$1.62 / 20	14,801	2,749	67.867361%	-0.384916	-0.206448	0.044218	0.035025	-0.005776
NIO29Jan21C66.00	CALL	66.00	$1.19	$1.16 / 41	$1.20 / 12	8,906	2,030	73.143040%	0.348322	-0.199802	0.042774	0.033881	0.004314
NIO29Jan21C75.00	CALL	75.00	$0.21	$0.20 / 149	$0.21 / 46	8,148	5,316	82.401327%	0.095916	-0.091973	0.019691	0.015598	0.001221
NIO29Jan21C62.50	CALL	62.50	$2.33	$2.30 / 8	$2.33 / 1	8,097	1,611	70.970040%	0.500119	-0.215590	0.046151	0.036556	0.006090
NIO29Jan21C59.00	CALL	59.00	$4.20	$4.15 / 8	$4.25 / 9	7,310	2,888	69.751413%	0.660175	-0.197992	0.042380	0.033569	0.007858
NIO29Jan21C67.00	CALL	67.00	$0.97	$0.97 / 19	$0.98 / 72	6,660	1,729	74.237391%	0.309408	-0.190478	0.040779	0.032301	0.003847
NIO29Jan21C64.00	CALL	64.00	$1.76	$1.75 / 1	$1.77 / 2	5,612	2,597	72.172270%	0.432694	-0.212508	0.045493	0.036035	0.005311
NIO29Jan21C68.00	CALL	68.00	$0.80	$0.79 / 17	$0.80 / 1	5,494	1,840	74.975735%	0.273051	-0.179670	0.038465	0.030468	0.003408
NIO29Jan21P61.00	PUT	61.00	$2.07	$2.06 / 12	$2.07 / 4	5,483	554	68.568351%	-0.430838	-0.212225	0.045456	0.036006	-0.006500
NIO29Jan21P55.00	PUT	55.00	$0.35	$0.35 / 27	$0.37 / 9	5,310	4,288	68.708612%	-0.179932	-0.141706	0.030348	0.024039	-0.002639
NIO29Jan21C80.00	CALL	80.00	$0.12	$0.10 / 42	$0.11 / 1	4,881	11,204	91.233472%	0.038589	-0.045221	0.009682	0.007669	0.000496
NIO29Jan21C59.50	CALL	59.50	$3.88	$3.80 / 46	$3.90 / 1	4,660	940	68.919023%	0.637774	-0.202620	0.043371	0.034354	0.007620
NIO29Jan21P62.00	PUT	62.00	$2.58	$2.56 / 19	$2.64 / 26	4,577	334	69.663807%	-0.476950	-0.215106	0.046074	0.036495	-0.007238
NIO29Jan21C58.00	CALL	58.00	$4.90	$4.80 / 40	$4.95 / 7	4,109	3,904	69.248909%	0.703793	-0.186837	0.039990	0.031676	0.008312
NIO29Jan21P59.00	PUT	59.00	$1.23	$1.22 / 51	$1.25 / 1	3,589	980	67.584829%	-0.339825	-0.197871	0.042380	0.033569	-0.005073
NIO29Jan21P58.00	PUT	58.00	$0.93	$0.91 / 45	$0.97 / 37	3,461	2,810	67.892472%	-0.296207	-0.186718	0.039990	0.031676	-0.004401
NIO29Jan21C58.50	CALL	58.50	$4.55	$4.40 / 41	$4.60 / 17	3,010	1,789	68.520339%	0.682207	-0.192718	0.041250	0.032674	0.008089
NIO29Jan21P50.00	PUT	50.00	$0.11	$0.10 / 6	$0.11 / 62	2,792	8,040	81.728546%	-0.055013	-0.060104	0.012871	0.010195	-0.000793
NIO29Jan21C71.00	CALL	71.00	$0.43	$0.42 / 41	$0.44 / 1	2,750	972	77.512970%	0.180691	-0.142127	0.030429	0.024102	0.002277
NIO29Jan21C69.00	CALL	69.00	$0.65	$0.63 / 66	$0.65 / 116	2,707	1,174	75.456525%	0.239429	-0.167763	0.035917	0.028449	0.002999
NIO29Jan21P63.00	PUT	63.00	$3.15	$3.10 / 55	$3.20 / 15	2,558	383	69.448289%	-0.522630	-0.215112	0.046077	0.036498	-0.007979
NIO29Jan21C57.00	CALL	57.00	$5.65	$5.55 / 36	$5.70 / 5	2,501	3,958	69.346759%	0.745332	-0.173447	0.037122	0.029404	0.008727
NIO29Jan21P56.00	PUT	56.00	$0.49	$0.48 / 45	$0.50 / 5	2,438	1,402	67.587431%	-0.215756	-0.158151	0.033871	0.026829	-0.003177
NIO29Jan21P57.00	PUT	57.00	$0.68	$0.67 / 27	$0.70 / 10	2,302	3,280	67.599105%	-0.254668	-0.173330	0.037122	0.029404	-0.003766
NIO29Jan21P58.50	PUT	58.50	$1.08	$1.06 / 60	$1.10 / 17	1,938	718	67.727945%	-0.317793	-0.192598	0.041250	0.032674	-0.004733
NIO29Jan21P54.00	PUT	54.00	$0.27	$0.25 / 52	$0.30 / 50	1,850	1,727	70.837312%	-0.147548	-0.124566	0.026677	0.021131	-0.002155
NIO29Jan21C73.00	CALL	73.00	$0.30	$0.29 / 22	$0.30 / 10	1,777	523	79.935235%	0.133145	-0.116207	0.024880	0.019707	0.001687
NIO29Jan21C55.00	CALL	55.00	$7.30	$7.15 / 39	$7.35 / 142	1,696	4,116	68.370808%	0.820068	-0.141819	0.030348	0.024039	0.009416
NIO29Jan21C57.50	CALL	57.50	$5.25	$5.20 / 22	$5.30 / 5	1,606	2,705	69.543780%	0.724858	-0.180396	0.038611	0.030583	0.008524
NIO29Jan21C72.00	CALL	72.00	$0.36	$0.36 / 1	$0.37 / 14	1,560	1,571	79.265426%	0.155558	-0.129062	0.027632	0.021887	0.001965
NIO29Jan21P57.50	PUT	57.50	$0.79	$0.78 / 94	$0.82 / 20	1,413	967	67.544408%	-0.275142	-0.180278	0.038611	0.030583	-0.004078
NIO29Jan21P55.50	PUT	55.50	$0.42	$0.41 / 16	$0.44 / 46	1,409	1,031	68.364835%	-0.197434	-0.150052	0.032136	0.025455	-0.002901
NIO29Jan21P65.00	PUT	65.00	$4.48	$4.45 / 42	$4.55 / 5	1,371	375	71.179099%	-0.610466	-0.207128	0.044371	0.035146	-0.009443
NIO29Jan21P56.50	PUT	56.50	$0.58	$0.57 / 37	$0.60 / 210	1,349	916	67.750719%	-0.234853	-0.165933	0.035538	0.028149	-0.003465
NIO29Jan21P53.00	PUT	53.00	$0.20	$0.19 / 51	$0.21 / 44	1,329	2,043	72.204594%	-0.118831	-0.107314	0.022982	0.018204	-0.001730
NIO29Jan21P53.50	PUT	53.50	$0.23	$0.22 / 32	$0.24 / 36	1,306	925	71.147425%	-0.132722	-0.115919	0.024825	0.019664	-0.001935
NIO29Jan21P59.50	PUT	59.50	$1.41	$1.40 / 49	$1.44 / 10	1,287	355	67.893470%	-0.362226	-0.202498	0.043371	0.034354	-0.005421
NIO29Jan21P52.00	PUT	52.00	$0.15	$0.15 / 4	$0.16 / 34	1,267	1,809	74.764952%	-0.093879	-0.090506	0.019382	0.015353	-0.001362
NIO29Jan21C78.00	CALL	78.00	$0.15	$0.13 / 30	$0.15 / 57	1,245	5	88.312424%	0.056368	-0.061283	0.013121	0.010393	0.000721
NIO29Jan21C100.00	CALL	100.00	$0.03	$0.02 / 50	$0.03 / 132	1,223	3,323	126.910931%	0.000383	-0.000749	0.000160	0.000127	0.000005
NIO29Jan21C74.00	CALL	74.00	$0.25	$0.24 / 37	$0.27 / 33	1,092	420	81.877267%	0.113319	-0.103785	0.022220	0.017601	0.001439
NIO29Jan21C50.00	CALL	50.00	$12.10	$11.95 / 36	$12.30 / 1	970	1,840	95.889047%	0.944987	-0.060207	0.012871	0.010195	0.010166
NIO29Jan21P31.00	PUT	31.00	$0.01	$0.01 / 4	$0.01 / 301	949	0	170.116213%	-0.000001	-0.000001	0.000001	0.000000	0.000000
NIO29Jan21P49.00	PUT	49.00	$0.09	$0.07 / 50	$0.11 / 30	945	852	85.756357%	-0.040690	-0.047202	0.010108	0.008007	-0.000585
NIO29Jan21C56.00	CALL	56.00	$6.47	$6.40 / 15	$6.65 / 20	906	1,622	73.916674%	0.784244	-0.158267	0.033871	0.026829	0.009097
NIO29Jan21C76.00	CALL	76.00	$0.19	$0.19 / 10	$0.20 / 66	870	189	85.833249%	0.080754	-0.080899	0.017321	0.013720	0.001030
NIO29Jan21P62.50	PUT	62.50	$2.85	$2.84 / 12	$2.92 / 53	775	357	69.903049%	-0.499881	-0.215462	0.046151	0.036556	-0.007608
NIO29Jan21C85.00	CALL	85.00	$0.08	$0.06 / 1	$0.08 / 6	597	1,078	101.874620%	0.013854	-0.019109	0.004091	0.003241	0.000179
NIO29Jan21C56.50	CALL	56.50	$6.05	$5.90 / 39	$6.15 / 2	563	1,577	69.636961%	0.765147	-0.166049	0.035538	0.028149	0.008918
NIO29Jan21P64.00	PUT	64.00	$3.90	$3.75 / 55	$3.85 / 9	502	438	70.360887%	-0.567306	-0.212377	0.045493	0.036035	-0.008717
NIO29Jan21C77.00	CALL	77.00	$0.17	$0.12 / 19	$0.17 / 11	475	4	84.941267%	0.067638	-0.070653	0.015127	0.011982	0.000864
NIO29Jan21P48.00	PUT	48.00	$0.07	$0.03 / 10	$0.08 / 7	467	1,250	84.991564%	-0.029354	-0.036099	0.007731	0.006123	-0.000421
NIO29Jan21P51.00	PUT	51.00	$0.12	$0.12 / 16	$0.13 / 60	449	2,084	77.954916%	-0.072658	-0.074635	0.015983	0.012660	-0.001051
NIO29Jan21P54.50	PUT	54.50	$0.31	$0.30 / 23	$0.32 / 28	445	434	69.470682%	-0.163293	-0.133187	0.028524	0.022594	-0.002390
NIO29Jan21P45.00	PUT	45.00	$0.05	$0.01 / 42	$0.06 / 30	424	1,879	97.031587%	-0.009324	-0.013544	0.002900	0.002297	-0.000133
NIO29Jan21P52.50	PUT	52.50	$0.18	$0.16 / 27	$0.18 / 18	416	1,100	72.910124%	-0.105884	-0.098822	0.021163	0.016764	-0.001538
NIO29Jan21C83.00	CALL	83.00	$0.09	$0.08 / 13	$0.09 / 13	366	10	98.358730%	0.021133	-0.027411	0.005869	0.004649	0.000273
NIO29Jan21C55.50	CALL	55.50	$6.90	$6.85 / 1	$7.05 / 9	335	375	74.715815%	0.802566	-0.150166	0.032136	0.025455	0.009263
NIO29Jan21P50.50	PUT	50.50	$0.11	$0.07 / 24	$0.14 / 37	325	950	78.540628%	-0.063402	-0.067181	0.014387	0.011396	-0.000915
NIO29Jan21C81.00	CALL	81.00	$0.11	$0.07 / 32	$0.17 / 11	306	1	96.963532%	0.031709	-0.038490	0.008241	0.006528	0.000408
NIO29Jan21P47.00	PUT	47.00	$0.05	$0.06 / 2	$0.09 / 8	300	829	95.635598%	-0.020619	-0.026841	0.005748	0.004553	-0.000295
NIO29Jan21C53.50	CALL	53.50	$8.50	$8.55 / 39	$8.80 / 10	286	674	74.747717%	0.867278	-0.116028	0.024825	0.019664	0.009791
NIO29Jan21C45.00	CALL	45.00	$17.00	$16.95 / 12	$17.15 / 6	276	1,406	122.936158%	0.990676	-0.013636	0.002900	0.002297	0.009730
NIO29Jan21C54.00	CALL	54.00	$8.25	$8.15 / 20	$8.40 / 10	265	1,304	77.456132%	0.852452	-0.124677	0.026677	0.021131	0.009680
NIO29Jan21C90.00	CALL	90.00	$0.04	$0.04 / 3	$0.05 / 6	262	518	110.144034%	0.004518	-0.007138	0.001528	0.001211	0.000059
NIO29Jan21C79.00	CALL	79.00	$0.14	$0.13 / 1	$0.14 / 23	261	1	91.551033%	0.046749	-0.052809	0.011307	0.008956	0.000599
NIO29Jan21P51.50	PUT	51.50	$0.14	$0.07 / 43	$0.21 / 28	255	1,005	76.455735%	-0.082809	-0.082425	0.017652	0.013982	-0.001199
NIO29Jan21P39.50	PUT	39.50	$0.03	$0.02 / 40	$0.08 / 10	240	258	138.239642%	-0.000508	-0.000975	0.000209	0.000165	-0.000007
NIO29Jan21P66.00	PUT	66.00	$5.20	$5.15 / 59	$5.30 / 5	212	113	71.269465%	-0.651678	-0.199666	0.042774	0.033881	-0.010152
NIO29Jan21P40.50	PUT	40.50	$0.02	$0.02 / 26	$0.09 / 20	210	178	133.127189%	-0.000945	-0.001727	0.000370	0.000293	-0.000013
NIO29Jan21C86.00	CALL	86.00	$0.06	$0.02 / 3	$0.14 / 38	199	1	107.078919%	0.011153	-0.015836	0.003391	0.002686	0.000144
NIO29Jan21C53.00	CALL	53.00	$9.15	$9.05 / 39	$9.25 / 20	199	535	76.531390%	0.881169	-0.107423	0.022982	0.018204	0.009887
NIO29Jan21P35.00	PUT	35.00	$0.02	$0.01 / 18	$0.03 / 75	194	1,402	153.051062%	-0.000016	-0.000039	0.000008	0.000007	0.000000
NIO29Jan21P70.00	PUT	70.00	$8.55	$8.50 / 40	$8.80 / 20	186	233	77.479725%	-0.791366	-0.154988	0.033213	0.026308	-0.012721
NIO29Jan21P38.00	PUT	38.00	$0.02	$0.01 / 60	$0.03 / 141	180	505	132.681498%	-0.000183	-0.000377	0.000081	0.000064	-0.000003
NIO29Jan21P48.50	PUT	48.50	$0.08	$0.07 / 2	$0.10 / 16	169	1,285	88.058257%	-0.034672	-0.041420	0.008870	0.007026	-0.000498
NIO29Jan21P46.50	PUT	46.50	$0.07	$0.05 / 5	$0.11 / 10	168	393	99.872722%	-0.017100	-0.022890	0.004902	0.003883	-0.000244
NIO29Jan21P33.00	PUT	33.00	$0.02	$0.01 / 11	$0.02 / 174	163	0	162.370582%	-0.000002	-0.000006	0.000001	0.000001	0.000000
NIO29Jan21C82.00	CALL	82.00	$0.09	$0.07 / 10	$0.10 / 11	159	4	95.007156%	0.025942	-0.032572	0.006974	0.005524	0.000334
NIO29Jan21C95.00	CALL	95.00	$0.04	$0.03 / 10	$0.04 / 157	152	666	119.723114%	0.001360	-0.002410	0.000516	0.000409	0.000018
NIO29Jan21P47.50	PUT	47.50	$0.07	$0.02 / 44	$0.08 / 1	148	408	86.744874%	-0.024687	-0.031240	0.006690	0.005299	-0.000353
NIO29Jan21C30.00	CALL	30.00	$31.00	$31.80 / 36	$32.50 / 20	134	185	273.940074%	1.000000	-0.000062	0.000001	0.000000	0.006575
NIO29Jan21P49.50	PUT	49.50	$0.09	$0.09 / 1	$0.10 / 6	122	571	83.401027%	-0.047456	-0.053436	0.011443	0.009064	-0.000683
NIO29Jan21P34.00	PUT	34.00	$0.02	$0.01 / 16	$0.03 / 75	119	1	160.204771%	-0.000007	-0.000016	0.000003	0.000003	0.000000
NIO29Jan21P67.00	PUT	67.00	$6.00	$5.95 / 296	$6.20 / 30	118	19	74.104203%	-0.690592	-0.190340	0.040779	0.032301	-0.010837
NIO29Jan21P37.50	PUT	37.50	$0.02	$0.01 / 28	$0.08 / 10	111	110	150.342482%	-0.000127	-0.000268	0.000057	0.000045	-0.000002
NIO29Jan21P44.50	PUT	44.50	$0.04	$0.03 / 61	$0.06 / 7	108	234	103.591313%	-0.007498	-0.011184	0.002395	0.001897	-0.000107
NIO29Jan21P42.50	PUT	42.50	$0.03	$0.03 / 12	$0.09 / 10	108	744	121.163262%	-0.002875	-0.004756	0.001018	0.000807	-0.000041
NIO29Jan21C54.50	CALL	54.50	$7.80	$7.65 / 39	$7.90 / 20	105	339	73.623441%	0.836707	-0.133299	0.028524	0.022594	0.009555
NIO29Jan21P41.50	PUT	41.50	$0.03	$0.03 / 5	$0.09 / 4	102	334	127.911345%	-0.001683	-0.002927	0.000627	0.000496	-0.000024
NIO29Jan21C44.50	CALL	44.50	$17.00	$17.30 / 36	$17.65 / 6	101	277	112.826973%	0.992502	-0.011276	0.002395	0.001897	0.009647
NIO29Jan21P36.50	PUT	36.50	$0.02	$0.02 / 1	$0.08 / 8	100	155	159.883862%	-0.000059	-0.000130	0.000028	0.000022	-0.000001
NIO29Jan21P40.00	PUT	40.00	$0.04	$0.02 / 15	$0.09 / 10	98	2,387	136.589342%	-0.000697	-0.001305	0.000279	0.000221	-0.000010
NIO29Jan21C49.00	CALL	49.00	$13.05	$12.80 / 36	$13.25 / 10	92	637	91.634108%	0.959310	-0.047303	0.010108	0.008007	0.010155
NIO29Jan21C51.00	CALL	51.00	$11.00	$10.90 / 36	$11.15 / 9	83	139	78.465554%	0.927342	-0.074740	0.015983	0.012660	0.010127
NIO29Jan21C52.00	CALL	52.00	$10.10	$10.05 / 13	$10.30 / 2	82	769	85.666588%	0.906121	-0.090613	0.019382	0.015353	0.010035
NIO29Jan21P32.00	PUT	32.00	$0.02	$0.01 / 12	$0.02 / 43	71	48	169.738521%	-0.000001	-0.000002	0.000001	0.000000	0.000000
NIO29Jan21P44.00	PUT	44.00	$0.05	$0.03 / 48	$0.06 / 13	70	504	106.716499%	-0.005979	-0.009156	0.001961	0.001553	-0.000085
NIO29Jan21C46.00	CALL	46.00	$16.00	$15.75 / 36	$16.25 / 5	69	472	107.810939%	0.985922	-0.019465	0.004148	0.003286	0.009881
NIO29Jan21C38.00	CALL	38.00	$23.30	$23.90 / 36	$24.50 / 20	67	83	201.198583%	0.999817	-0.000455	0.000081	0.000064	0.008326
NIO29Jan21P69.00	PUT	69.00	$7.70	$7.60 / 40	$7.90 / 20	66	18	75.711541%	-0.760571	-0.167621	0.035917	0.028449	-0.012125
NIO29Jan21P25.00	PUT	25.00	$0.01		$0.01 / 943	64	1,347	219.596737%	-0.000001	0.000000	0.000001	0.000000	0.000000
NIO29Jan21C84.00	CALL	84.00	$0.08	$0.05 / 14	$0.09 / 15	63	14	98.709753%	0.017145	-0.022945	0.004913	0.003891	0.000221
NIO29Jan21C25.00	CALL	25.00	$36.80	$36.80 / 36	$37.50 / 20	63	65	335.265071%	1.000000	-0.000051	0.000001	0.000000	0.005479
NIO29Jan21C52.50	CALL	52.50	$9.62	$9.45 / 39	$9.75 / 11	54	276	76.008776%	0.894116	-0.098930	0.021163	0.016764	0.009968
NIO29Jan21C45.50	CALL	45.50	$16.45	$16.30 / 36	$16.80 / 10	52	159	119.335356%	0.988498	-0.016357	0.003483	0.002759	0.009809
NIO29Jan21P43.00	PUT	43.00	$0.05	$0.03 / 29	$0.09 / 4	52	405	117.836701%	-0.003703	-0.005972	0.001279	0.001013	-0.000052
NIO29Jan21P38.50	PUT	38.50	$0.02	$0.02 / 16	$0.08 / 4	51	287	145.284417%	-0.000261	-0.000524	0.000112	0.000089	-0.000004
NIO29Jan21C46.50	CALL	46.50	$15.58	$15.30 / 36	$15.80 / 10	47	213	112.216750%	0.982900	-0.022985	0.004902	0.003883	0.009947
NIO29Jan21P30.00	PUT	30.00	$0.01	$0.01 / 1	$0.01 / 59	47	1,294	177.667029%	-0.000001	0.000000	0.000001	0.000000	0.000000
NIO29Jan21C50.50	CALL	50.50	$11.45	$11.30 / 36	$11.75 / 6	44	1,016	81.731691%	0.936598	-0.067285	0.014387	0.011396	0.010153
NIO29Jan21C38.50	CALL	38.50	$23.50	$23.40 / 36	$24.00 / 20	44	50	196.617449%	0.999739	-0.000603	0.000112	0.000089	0.008435
NIO29Jan21P46.00	PUT	46.00	$0.05	$0.02 / 48	$0.07 / 13	42	1,352	94.380434%	-0.014078	-0.019371	0.004148	0.003286	-0.000201
NIO29Jan21P42.00	PUT	42.00	$0.03	$0.02 / 41	$0.09 / 8	42	206	122.952697%	-0.002210	-0.003750	0.000803	0.000636	-0.000031
NIO29Jan21C34.00	CALL	34.00	$27.80	$27.90 / 12	$28.45 / 5	42	4	235.981710%	0.999993	-0.000086	0.000003	0.000003	0.007452
NIO29Jan21C29.00	CALL	29.00	$32.80	$31.20 / 36	$33.40 / 5	40	0	208.725306%	1.000000	-0.000060	0.000001	0.000000	0.006356
NIO29Jan21C48.00	CALL	48.00	$14.00	$13.75 / 36	$14.20 / 6	38	386	90.146561%	0.970646	-0.036197	0.007731	0.006123	0.010100
NIO29Jan21P43.50	PUT	43.50	$0.04	$0.03 / 32	$0.09 / 10	38	411	114.544235%	-0.004726	-0.007429	0.001591	0.001260	-0.000067
NIO29Jan21P77.00	PUT	77.00	$15.45	$15.10 / 36	$15.60 / 20	33	0	94.547967%	-0.932362	-0.070495	0.015127	0.011982	-0.016012
NIO29Jan21P45.50	PUT	45.50	$0.06	$0.05 / 1	$0.08 / 10	33	334	102.927874%	-0.011502	-0.016264	0.003483	0.002759	-0.000164
NIO29Jan21P80.00	PUT	80.00	$18.05	$18.05 / 36	$18.45 / 10	32	30	96.693459%	-0.961411	-0.045056	0.009682	0.007669	-0.017038
NIO29Jan21C40.00	CALL	40.00	$21.70	$21.90 / 36	$22.20 / 5	32	388	160.799016%	0.999303	-0.001387	0.000279	0.000221	0.008757
NIO29Jan21C49.50	CALL	49.50	$12.25	$12.30 / 36	$12.65 / 6	29	330	80.773374%	0.952544	-0.053538	0.011443	0.009064	0.010166
NIO29Jan21C47.00	CALL	47.00	$15.00	$14.75 / 36	$15.30 / 10	29	1,686	105.125254%	0.979381	-0.026938	0.005748	0.004553	0.010006
NIO29Jan21C39.50	CALL	39.50	$22.29	$22.40 / 36	$22.70 / 5	29	40	164.798469%	0.999492	-0.001056	0.000209	0.000165	0.008650
NIO29Jan21C39.00	CALL	39.00	$22.55	$22.85 / 36	$23.55 / 10	29	28	192.089309%	0.999634	-0.000799	0.000154	0.000122	0.008543
NIO29Jan21P37.00	PUT	37.00	$0.02	$0.01 / 5	$0.08 / 8	26	180	153.972161%	-0.000087	-0.000188	0.000040	0.000032	-0.000001
NIO29Jan21C41.00	CALL	41.00	$20.95	$20.85 / 36	$21.20 / 5	24	135	148.267967%	0.998732	-0.002345	0.000484	0.000383	0.008968
NIO29Jan21C51.50	CALL	51.50	$10.50	$10.45 / 36	$10.75 / 6	23	826	82.946745%	0.917191	-0.082531	0.017652	0.013982	0.010088
NIO29Jan21C40.50	CALL	40.50	$21.50	$21.40 / 36	$21.70 / 10	20	95	156.842603%	0.999055	-0.001811	0.000370	0.000293	0.008863
NIO29Jan21P68.00	PUT	68.00	$6.81	$6.75 / 38	$6.90 / 5	18	30	72.171697%	-0.726949	-0.179530	0.038465	0.030468	-0.011496
NIO29Jan21C42.00	CALL	42.00	$19.90	$19.85 / 36	$20.20 / 5	18	416	140.743384%	0.997790	-0.003836	0.000803	0.000636	0.009174
NIO29Jan21P74.00	PUT	74.00	$12.30	$12.20 / 40	$12.55 / 10	17	15	83.062637%	-0.886681	-0.103633	0.022220	0.017601	-0.014780
NIO29Jan21P73.00	PUT	73.00	$11.90	$11.20 / 46	$11.50 / 10	17	1	76.538483%	-0.866855	-0.116057	0.024880	0.019707	-0.014313
NIO29Jan21C31.00	CALL	31.00	$30.90	$30.65 / 2	$31.50 / 5	15	4	247.127904%	1.000000	-0.000064	0.000001	0.000000	0.006794
NIO29Jan21C42.50	CALL	42.50	$19.37	$19.20 / 36	$19.70 / 10	14	118	119.408064%	0.997125	-0.004843	0.001018	0.000807	0.009274
NIO29Jan21C35.00	CALL	35.00	$27.03	$26.75 / 36	$27.50 / 20	14	150	217.732283%	0.999984	-0.000111	0.000008	0.000007	0.007671
NIO29Jan21C48.50	CALL	48.50	$13.53	$13.40 / 36	$13.65 / 6	13	822	94.976514%	0.965328	-0.041520	0.008870	0.007026	0.010132
NIO29Jan21C41.50	CALL	41.50	$20.38	$20.40 / 36	$20.70 / 5	13	133	149.048254%	0.998317	-0.003012	0.000627	0.000496	0.009072
NIO29Jan21P75.00	PUT	75.00	$13.80	$13.15 / 40	$13.50 / 10	12	31	83.768300%	-0.904084	-0.091819	0.019691	0.015598	-0.015218
NIO29Jan21P39.00	PUT	39.00	$0.03	$0.01 / 41	$0.08 / 2	12	771	139.719365%	-0.000366	-0.000719	0.000154	0.000122	-0.000005
NIO29Jan21C44.00	CALL	44.00	$17.53	$17.90 / 36	$18.25 / 10	11	414	133.965114%	0.994021	-0.009247	0.001961	0.001553	0.009559
NIO29Jan21C43.00	CALL	43.00	$17.60	$18.70 / 36	$19.30 / 1	11	242	128.549365%	0.996297	-0.006061	0.001279	0.001013	0.009372
NIO29Jan21P86.00	PUT	86.00	$27.05	$23.75 / 12	$24.75 / 15	10	0	117.928486%	-0.988847	-0.015659	0.003391	0.002686	-0.018705
NIO29Jan21P41.00	PUT	41.00	$0.04	$0.02 / 13	$0.09 / 10	10	335	129.701550%	-0.001268	-0.002261	0.000484	0.000383	-0.000018
NIO29Jan21P90.00	PUT	90.00	$31.15	$27.85 / 36	$28.35 / 22	8	3	102.833955%	-0.995482	-0.006953	0.001528	0.001211	-0.019667
NIO29Jan21C43.50	CALL	43.50	$17.15	$18.40 / 36	$18.80 / 1	8	159	141.265097%	0.995274	-0.007519	0.001591	0.001260	0.009467
NIO29Jan21C37.50	CALL	37.50	$23.20	$24.15 / 10	$25.00 / 2	8	31	186.100345%	0.999873	-0.000345	0.000057	0.000045	0.008217
NIO29Jan21P100.00	PUT	100.00	$38.85	$37.75 / 10	$38.60 / 3	7	13	144.269099%	-0.999617	-0.000544	0.000160	0.000127	-0.021912
NIO29Jan21P78.00	PUT	78.00	$16.85	$16.05 / 36	$16.90 / 6	7	0	108.314878%	-0.943632	-0.061123	0.013121	0.010393	-0.016374
NIO29Jan21P82.00	PUT	82.00	$20.68	$19.90 / 36	$20.65 / 4	5	1	107.053476%	-0.974058	-0.032403	0.006974	0.005524	-0.017638
NIO29Jan21P72.00	PUT	72.00	$11.30	$10.25 / 44	$10.55 / 12	5	9	75.065908%	-0.844442	-0.128914	0.027632	0.021887	-0.013815
NIO29Jan21P71.00	PUT	71.00	$9.50	$9.35 / 48	$9.70 / 20	5	21	77.049071%	-0.819309	-0.141981	0.030429	0.024102	-0.013285
NIO29Jan21C47.50	CALL	47.50	$13.20	$14.40 / 36	$14.80 / 10	5	1,095	111.331697%	0.975313	-0.031338	0.006690	0.005299	0.010057
NIO29Jan21P81.00	PUT	81.00	$19.55	$18.70 / 36	$19.85 / 20	4	0	103.345056%	-0.968291	-0.038323	0.008241	0.006528	-0.017345
NIO29Jan21P95.00	PUT	95.00	$33.90	$32.75 / 10	$34.10 / 10	3	14	167.347227%	-0.998640	-0.002215	0.000516	0.000409	-0.020804
NIO29Jan21P79.00	PUT	79.00	$18.25	$17.05 / 36	$17.90 / 16	3	4	112.691511%	-0.953251	-0.052646	0.011307	0.008956	-0.016715
NIO29Jan21P76.00	PUT	76.00	$14.65	$14.10 / 40	$14.90 / 3	3	0	100.867330%	-0.919246	-0.080743	0.017321	0.013720	-0.015628
NIO29Jan21C37.00	CALL	37.00	$24.85	$24.65 / 20	$25.50 / 20	3	46	190.429033%	0.999913	-0.000264	0.000040	0.000032	0.008108
NIO29Jan21C36.50	CALL	36.50	$24.90	$25.15 / 10	$26.00 / 3	2	71	194.811257%	0.999941	-0.000205	0.000028	0.000022	0.007999
NIO29Jan21P83.00	PUT	83.00	$24.35	$20.75 / 20	$21.70 / 13	1	0	104.198849%	-0.978867	-0.027240	0.005869	0.004649	-0.017919
NIO29Jan21P85.00	PUT	85.00	$27.65	$22.90 / 36	$23.40 / 20	0	2	96.137645%	-0.986146	-0.018934	0.004091	0.003241	-0.018451
NIO29Jan21P84.00	PUT	84.00		$22.00 / 36	$22.75 / 22	0	0	124.717513%	-0.982855	-0.022773	0.004913	0.003891	-0.018189
NIO29Jan21C33.00	CALL	33.00	$25.45	$28.15 / 36	$30.05 / 10	0	11	232.398234%	0.999998	-0.000074	0.000001	0.000001	0.007233
NIO29Jan21C32.00	CALL	32.00		$29.10 / 36	$31.70 / 1	0	0	289.765751%	0.999999	-0.000068	0.000001	0.000000	0.007014
NIO29Jan21P29.00	PUT	29.00			$0.01 / 100	0	0	185.471160%	-0.000001	0.000000	0.000001	0.000000	0.000000