NIONIO Inc. American depositary shares, each representing one Class A ordinary share
Options Analysis Report
Market Cap $11.9B|NYSE
● 2026-07-30$4.76
BULLISH
Analysis: 2026-07-29 EOD data
1Y +5.5%YTD -7.4%7D +2.6%
Options Vol
75,087
30D
Implied Move
±17.3%
IV Rank
46%
NIO Options Overview
bullish flow. No clear edge detected.
REWARDS
RISK ANALYSIS
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NIO Gamma Walls
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Value
Is IV priced right?
5.4
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks5/9 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 1.33x — backwardation
Skew Normal
<1.25xPut/Call IV 1.00x — normal
Absolute IV
<80%ATM IV 0.0% — normal range
Spread-Adjusted Value
<80%Effective IV 33.9% (ATM 0.0% + spread 16.9% + bias) — excellent value
Execution Efficiency
<3.0%Total drag 24.20% (spread 16.93% + slippage 7.27%) — high friction
Vega Efficiency
≥5.0Vega efficiency 0.00 (vega 0.000 / spread 16.93%) — spread drag
Sentiment
Bullish or bearish?
6.0
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Strong signal (Conviction: -16%, Raw: -8%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -16% (bearish) — Raw: -8%
OI Skew Magnitude
≥15%|OI skew| 13.1% — balanced
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +74.2%, OI skew +13.1% — aligned
Conviction Quality
≥2/3 conditions0-DTE 41%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -33%, ATM: -5%, OTM: -5% — bearish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 18% — very bullish vs sector
Activity
Unusual activity?
4.9
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks3/9 checks passed
Volume Surge
≥1.5xVolume 1.3x avg — normal
Turnover Rate
≥15%Vol/OI 3.2% — 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 -0.1% (5d) — stable
Sector Relative≥60%
Sector activity percentile 61% — active vs sector
Trade Quality
≥30%Large trade volume 42% — institutional presence
Execution Urgency
≥60%Aggressive execution 68% — urgent
Flow Conviction
≥30Conviction -16 (bearish) — mixed
Liquidity
Can I trade efficiently?
4.8
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 16.9% — wide
Adequate OI
≥10,000OI 2,326,819 — deep
Active Volume
≥500Volume 75,087/day — active
Reasonable Cost
≤$0.50$0.85 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 0% — much tighter than sector
Order Book Depth
≥100 contractsDepth 903.2 contracts (bid:544.7 ask:358.5) — deep
Execution Quality
<1.0%Avg slippage 7.27% — poor
Timing
Is now a good time?
7.1
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +32.6% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 50% — neutral
Event Detection
≥10pts kinkIV kink 20.2pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 1.00 — favors mixed
Expiration Distribution
≥3 expirations4 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -16% @ 58% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 72 (ITM 20% + inst 42%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls5.7
bullishIV fair, mixed flow
Long Puts5.1
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.5
bullishIV fair, mixed flow
Covered Call4.8
bearishIV fair, mixed flow
For educational purposes only. Not investment advice.