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NIO Inc NIO 3.2 -0.1 -3.03%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for NIO.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±10.01%
Average actual move
1.70%
Beyond the implied move
0 / 5
Median IV change
-20.62%
Reaction session Implied Actual Used ATM IV before → after
May 21, 2026 ±7.69% +0.18% 0.02× —
September 02, 2025 ±12.38% +3.13% 0.25× 94.4% → 76.4%
June 03, 2025 ±9.38% +0.28% 0.03× 84.3% → 56.9%
March 21, 2025 ±9.13% -4.46% 0.49× 83.3% → 66.7%
November 20, 2024 ±11.45% +0.43% 0.04× 97.1% → 76.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →