NIO Expected Move
NIO $3.27 · Updated Oct 26, 4:00 PM ET
The options market prices NIO to move about $0.26 (8.0%) by Oct 30, 2026, a range of $3.01 to $3.53. For Nov 27, 2026 (32 days out) the expected move is $0.48 (14.7%).
EXPECTED MOVE BY EXPIRATION
| Expiration | DTE | Straddle | IV (1 sd) | Low | High |
|---|---|---|---|---|---|
| Oct 30, 2026 | 4 | $0.26 | $0.19 | $3.01 | $3.53 |
| Nov 6, 2026 | 11 | $0.30 | $0.27 | $2.97 | $3.57 |
| Nov 13, 2026 | 18 | $0.36 | $0.36 | $2.91 | $3.62 |
| Nov 20, 2026 | 25 | $0.43 | $0.46 | $2.83 | $3.70 |
| Nov 27, 2026 | 32 | $0.48 | $0.54 | $2.79 | $3.75 |
| Dec 4, 2026 | 39 | $0.62 | $0.72 | $2.65 | $3.89 |
| Dec 18, 2026 | 53 | $0.56 | $0.66 | $2.71 | $3.83 |
| Jan 15, 2027 | 81 | $0.72 | $0.85 | $2.55 | $3.99 |
| Feb 19, 2027 | 116 | $0.91 | $1.14 | $2.36 | $4.17 |
| Mar 19, 2027 | 144 | $1.03 | $1.31 | $2.24 | $4.30 |
| Apr 16, 2027 | 172 | $1.03 | $1.31 | $2.24 | $4.29 |
How this is calculated: Expected Move methodology · Expected move calculator