NIO
NIO Inc.Prices and gamma are point-in-time snapshots taken at the time shown. Dealer positioning is an assumption, not an observable: open interest shows that a contract exists, never which side a dealer holds. How dealer gamma is computed.
LIVE MARKET SNAPSHOT
| Call Wall | 4 |
| Put Wall | 3.5 |
| GEX Flip | 4 |
| Vol Trigger | 4 |
| Net GEX | $469K |
Cached snapshot as of 2026-09-16 06:05 UTC, live streaming data in the terminal.
NIO DEALER GAMMA BY STRIKE
Part of the SquawkFlow GEX Calculator: gamma by strike for any US stock. Compare with SPX GEX.
Net gamma exposure at each strike near NIO's spot price, signed from the dealer perspective, calls positive, puts negative. Green strikes are where hedging tends to dampen moves; red is where it tends to amplify them. Dealer positioning is an assumption rather than an observable, so treat these as a map of where hedging pressure concentrates, not a forecast.
Unit: USD of dealer gamma per 1 percent move in spot. A window of the NIO option chain, not the whole book: 22 strikes around spot, 418 contract rows spanning 16 expirations. Gamma is taken as the chain publishes it per contract; nothing here is re-priced. Crossed with the open interest carried on that chain.
New to these levels? Start with the call wall and put wall, or the zero gamma level where the sign of dealer hedging flips.
| Strike | Net GEX | Call GEX | Put GEX | Concentration |
|---|---|---|---|---|
| 0.5 | $30 | $30 | $0 | |
| 1 | $7 | $7 | $0 | |
| 1.5 | $278 | $278 | $0 | |
| 2 | -$178.0K | $10.9K | -$188.9K | |
| 2.5 | -$173.5K | $535 | -$174.1K | |
| 3 | -$143.5K | $200.6K | -$344.1K | |
| 3.5SPOTPUT WALL | -$267.0K | $211.5K | -$478.5K | |
| 4CALL WALLGEX FLIP | $256.2K | $1.2M | -$900.1K | |
| 4.5 | $51.9K | $150.6K | -$98.6K | |
| 5 | $239.4K | $463.3K | -$224.0K | |
| 5.5 | $37.8K | $81.9K | -$44.1K | |
| 6 | $31.1K | $46.8K | -$15.6K | |
| 6.5 | $233 | $234 | -$1 | |
| 7 | $341.0K | $362.8K | -$21.9K | |
| 7.5 | -$1 | $0 | -$1 | |
| 8 | $26.8K | $26.8K | -$1 | |
| 8.5 | -$2 | $0 | -$2 | |
| 9 | $9.9K | $9.9K | -$9 | |
| 10 | $122.7K | $122.9K | -$214 | |
| 11 | $0 | $0 | $0 | |
| 12 | $54.4K | $54.4K | $0 | |
| 15 | $59.7K | $59.7K | $0 |
These levels were captured September 16, 2026 from the open interest carried on the option chain. New levels post before each market open. Today's SPX gamma levels.
ABOUT NIO
NIO is a Chinese premium electric vehicle company known for its innovative battery-as-a-service (BaaS) swapping model, allowing drivers to exchange depleted batteries for full ones in minutes. The company produces a lineup of SUVs and sedans (ES8, ES6, ET7, ET5) and has expanded into Europe. NIO also develops its own autonomous driving chips.
WHY TRACK NIO ON SQUAWKFLOW
NIO options flow is a key indicator for Chinese EV demand and U.S.-listed China ADR sentiment. Unusual activity often correlates with China EV subsidy announcements and monthly delivery data releases.
NIO DATA ON SQUAWKFLOW
Options Flow
NIO options flow, unusual activity, and volume concentrations from the session chain
Latest Snapshot
Last NIO price, change, volume, and the current dealer-gamma regime
GEX Dashboard
NIO gamma exposure levels, call/put walls, and GEX flip
AI Narration
AI-powered analysis of NIO market microstructure in real time
News Sentiment
NIO news with AI sentiment scoring and impact analysis
Sector Context
Meme/Retail sector rotation and relative strength vs peers
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