NIONIO Inc. American depositary shares, each representing one Class A ordinary share
Options Analysis Report
Market Cap $13.1B|NYSE
● 2026-06-12$5.21
BULLISH
Analysis: 2026-06-11 EOD data
1Y +48.0%YTD +1.4%7D -4.4%
Options Vol
68,229
30D
Implied Move
±8.6%
IV Rank
14%
NIO Options Overview
Mixed signals. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
6.8
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks6/9 checks passed
IV Rank
≤35%IV Rank 50.0% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.00x — IV ≤ HV
Sector Relative≤50%
Sector percentile 50% — below sector median
Term Structure
<1.1xFront/Back 1.00x — flat
Skew Normal
<1.25xPut/Call IV 1.00x — normal
Absolute IV
<80%ATM IV 0.0% — normal range
Spread-Adjusted Value
<80%Effective IV 19.0% (ATM 0.0% + spread 9.5% + bias) — excellent value
Execution Efficiency
<3.0%Total drag 18.55% (spread 9.50% + slippage 9.05%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.00 (vega 0.000 / spread 9.50%) — spread drag
Sentiment
Bullish or bearish?
6.5
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: +1%, Raw: -6%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +1% (neutral) — Raw: -6%
OI Skew Magnitude
≥15%|OI skew| 17.1% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +47.5%, OI skew +17.1% — aligned
Conviction Quality
≥2/3 conditions0-DTE 19%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -0%, ATM: +29%, OTM: -11% — bullish (ITM/ATM divergent)
Sector Relative≤40% or ≥60%
Sector P/C percentile 38% — bullish vs sector
Activity
Unusual activity?
3.6
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 0.5x avg — normal
Turnover Rate
≥15%Vol/OI 2.1% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +2.2% (5d) — building
Sector Relative≥60%
Sector activity percentile 50% — neutral vs sector
Trade Quality
≥30%Large trade volume 42% — institutional presence
Execution Urgency
≥60%Aggressive execution 67% — urgent
Flow Conviction
≥30Conviction +1 (bullish) — mixed
Liquidity
Can I trade efficiently?
5.7
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks5/8 checks passed
Tradeable Spread
≤5.0%Spread 9.5% — wide
Adequate OI
≥10,000OI 3,306,174 — deep
Active Volume
≥500Volume 68,229/day — active
Reasonable Cost
≤$0.50$0.47 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 0% — much tighter than sector
Order Book Depth
≥100 contractsDepth 728.9 contracts (bid:385.9 ask:343.0) — deep
Execution Quality
<1.0%Avg slippage 9.05% — poor
Timing
Is now a good time?
5.5
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks4/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +0.0% — flat/unclear
IV Percentile Clarity
<30 or >70IV percentile 50% — neutral
Event Detection
≥10pts kinkIV kink 0.0pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1.00 — favors mixed
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)acceptable: No earnings detected; FOMC in 5d
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +1% @ 50% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 72 (ITM 20% + inst 42%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls6.4
bullishIV cheap, bullish flow
Long Puts5.3
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.2
bullishIV too cheap, bullish flow
Covered Call4.1
bearishIV too cheap, bullish flow
For educational purposes only. Not investment advice.