NIO Implied Volatility
NIO $3.27 · Updated Oct 26, 4:00 PM ET
NIO at-the-money implied volatility is 58.2% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 55.9%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 3.5 | 58.2% |
| Nov 6, 2026 | 11 | 3.5 | 49.1% |
| Nov 13, 2026 | 18 | 3.5 | 50.4% |
| Nov 20, 2026 | 25 | 3.5 | 54.4% |
| Nov 27, 2026 | 32 | 3.5 | 55.9% |
| Dec 4, 2026 | 39 | 3.5 | 67.4% |
| Dec 18, 2026 | 53 | 3 | 53.3% |
| Jan 15, 2027 | 81 | 3.5 | 55.3% |
| Feb 19, 2027 | 116 | 3 | 62.1% |
| Mar 19, 2027 | 144 | 3 | 64.0% |
| Apr 16, 2027 | 172 | 3 | 58.6% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 0.5 | 0.0% | 816.7% |
| 1 | 0.0% | 520.2% |
| 1.5 | 375.1% | 352.0% |
| 2 | 0.0% | 232.5% |
| 2.5 | 0.0% | 137.4% |
| 3 | 57.0% | 54.0% |
| 3.5 | 60.0% | 56.4% |
| 4 | 104.3% | 0.0% |
| 4.5 | 151.7% | 364.5% |
| 5 | 191.8% | 0.0% |
| 5.5 | 268.9% | 0.0% |
| 6 | 257.8% | 294.1% |
| 6.5 | 285.7% | 0.0% |
| 7 | 311.0% | 0.0% |
| 7.5 | 334.2% | 0.0% |
How this is calculated: Implied Volatility methodology