thetaOwl

NIO

NIO Inc.Close $5.74EOD only
Max Pain
$6.00
Next expiry May 22, 2026
Expected Move
±$0.47
8.2% from close
Price Gap
+0.26
Distance to max pain
IV Rank
30
Middle-high premium
P/C OI
0.75
Slightly call-heavy
Consensus
4/4
Partial coverage
Published snapshot: May 19, 2026 close
End-of-day snapshot

This page reflects NIO options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
May 19, 2026 close
NIO Theta Report
Analysis based on market close March 31, 2026

Historical consensus-supported lens with full content, report chain context, and metric rail.

Theta Verdict

Attractiveness6.5 / 10
Sizing: Small
Primary: Sell cash-secured puts at major OI support levels
Invalidation: Close below $5.00 (major put wall)
Confidence:
3 / 10
base 4; +1 high IV; +1 pinning regime; -2 low liquidity; -1 wide bid-ask

IV Environment

IV Regime
Very High
IV vs VIX
IV 88% — Extremely elevated
Favorable?
Yes

Term structure: Steeply upward sloping from 52% (2d) to 66% (290d)

💰Extremely high IV provides exceptional premium for sellers
⚠️IV >80% indicates high risk; size positions accordingly

Pin Risk Assessment

Spot vs MP: Above max pain by 9.6% ($6.03 vs $6.00)

GEX regime: Strong Pinning (GEX +$104.6M)

Gamma flip: ~$2.00Massive put OI at $2 creates strong support; price unlikely to fall below $5

OI concentrations: Put wall $2 (196,695 OI), Call wall $7 (152,920 OI), $5 call (108,552 OI)

Verdict: Highly favorable — massive positive GEX and OI concentrations create strong mean-reverting force

Premium Opportunities

#1
cash-secured put
Sell $5.00 PUT 2026-05-15 (45 DTE)
Strike aligns with major OI support ($5 calls) and multiple max pain levels. 45 DTE captures high IV while allowing time for theta decay. Massive put OI at $2 provides catastrophic downside protection.
Credit: $0.45-$0.65
Max loss: $4.35
BE: $4.55
Mgmt: Close at 70% profit. Roll down/out if price approaches $5.20. Accept assignment below $5.00 if comfortable owning shares at effective $4.55 cost basis.
#2
put credit spread
Sell $5.50/$5.00 PUT spread 2026-04-24 (24 DTE)
Defined risk in high IV environment. Short strike at $5.50 is above current spot, providing premium buffer. Long put at major $5 support level. 24 DTE aligns with elevated IV in near-term expirations.
Credit: $0.18-$0.28
Max loss: $0.32
BE: $5.32
Mgmt: Close at 65% profit. Exit if price closes below $5.60. Do not roll — take loss if max loss is reached.
#3
covered call
Sell $7.00 CALL 2026-05-01 (31 DTE) against long shares
Massive call OI at $7 creates resistance. Premium provides 5.8-8.3% monthly return if shares called away at $7. Aligns with expected move upper bound of $6.90 for May 1.
Credit: $0.35-$0.50
Max loss: Unlimited above $7.00 (shares called away)
BE: $6.50
Mgmt: Close at 70% profit. Roll up/out if price approaches $6.80. Let shares be called away at $7 if assignment occurs.
#4
iron condor (illustrative)
Sell $5.00/$5.50P x $6.50/$7.00C 2026-04-17 (17 DTE)
Illustrative only — liquidity concerns. Range ($5.50-$6.50) sits within expected move (±$0.65) and between major OI concentrations. High IV provides premium for narrow wings.
Credit: $0.15-$0.25
Max loss: $0.35
BE: 5.15/6.85
Mgmt: Close at 50% profit. Exit entire position if either short strike is breached. Not recommended for execution due to wide bid-ask spreads.

Risk Alerts

!LOW LIQUIDITY: Only 25 active strikes and 170K volume — bid-ask spreads likely >$0.20, making multi-leg strategies difficult to execute
!Earnings expected ~2026-06-02 — close all short premium positions at least 1 week prior
!Massive OI at $2 put creates gamma risk if price approaches $5 — dealers may amplify moves below $5
!Unusual activity in weekly $2 calls with IV >900% — suggests speculative lottery ticket buying, not predictive
!Net premium flow overwhelmingly bullish (+$8.3M) — beware of crowded long positioning
!Max pain trend falling from $6 to $4 over time — suggests institutional positioning for lower prices
How to Use These Reports
This theta reflects the market close on March 31, 2026.
What the reports do

Each report translates the same market-close options snapshot into a specific lens such as directional bias, premium-selling posture, flow quality, or earnings setup.

How traders use them

Reports are most useful for narrowing the playbook, surfacing entry and risk context, and deciding which raw data page to inspect next.

What to remember

These are interpretation layers, not execution guarantees. Validate the setup against chain liquidity, expected move, and exposure before sizing risk.

If the report conviction and the raw data disagree, slow down and resolve the mismatch before sizing risk.