NIO
NIO Inc.As of 2026-10-30 15:59 ET, NIO net GEX is $48K per 1% move; NIO call wall is $3.5; put wall is $3.
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The price and the session change are a point-in-time snapshot taken at the time shown. The gamma levels run on a different clock: they are computed 2026-10-31 03:21 ET from the open interest carried on the option chain at that time and are not intraday values. 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.
As of 2026-10-31 03:21 ET, SquawkFlow published NIO at $3.21 at the 4:00 PM ET close on 2026-10-30 (-3.31%), net dealer gamma of $48K, a call wall at 3.5, a put wall at 3 and a zero-gamma flip at 3.5. The gamma figures are computed 2026-10-31 03:21 ET from the open interest carried on the option chain at that time; dealer positioning is an assumption, not an observable. Source: SquawkFlow, https://squawkflow.com/ticker/NIO.
MARKET SNAPSHOT
| Call Wall | 3.5 |
| Put Wall | 3 |
| GEX Flip | 3.5 |
| Swing Line | 3.5 |
| Net GEX | $48K |
Cached snapshot as of 2026-10-31 03:21 ET, 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: 14 strikes around spot, 54 contract rows spanning 2 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. These rows came from the last chain saved to disk, not from a fresh provider response, so the vintage is older than the calculation time.
New to these levels? Start with the call wall and put wall, or the zero gamma level where the sign of dealer hedging flips.
All captured expirations. Chain as of .
| Strike | Net GEX | Call GEX | Put GEX | Concentration |
|---|---|---|---|---|
| 7 | $4 | $4 | $0 | |
| 6.5 | $10 | $11 | -$2 | |
| 6 | $6 | $8 | -$2 | |
| 5.5 | -$7 | $3 | -$10 | |
| 5 | $33 | $61 | -$28 | |
| 4.5 | $3.4K | $3.4K | -$4 | |
| 4 | $16.4K | $17.5K | -$1.1K | |
| 3.5CALL WALLGEX FLIP | $58.2K | $94.5K | -$36.3K | |
| 3SPOTPUT WALL | -$28.5K | $8.0K | -$36.5K | |
| 2.5 | -$2.1K | $19 | -$2.1K | |
| 2 | $183 | $183 | $0 | |
| 1.5 | $16 | $16 | $0 | |
| 1 | $30 | $30 | $0 | |
| 0.5 | $11 | $11 | $0 |
These levels were captured October 31, 2026 from the open interest carried on the option chain. New levels post before each market open. Today's SPX gamma levels.
COMMON QUESTIONS
- What was the last NIO price on this page?
- NIO close, Oct 30: $3.21 (-3.31%), as of 2026-10-31 03:21 ET.
- What are the NIO call wall and put wall?
- As of 2026-10-31 03:21 ET, the NIO call wall was at 3.5 and the put wall at 3, computed 2026-10-31 03:21 ET from the open interest carried on the option chain at that time.
- What is NIO net dealer gamma?
- As of 2026-10-31 03:21 ET, net dealer gamma for NIO was $48K, Positive gamma. Dealer positioning is an assumption, not an observable.
- Where is the NIO gamma flip?
- As of 2026-10-31 03:21 ET, the NIO zero-gamma flip was at 3.5, computed 2026-10-31 03:21 ET from the open interest carried on the option chain at that time.
- How often do these NIO figures change?
- The price is a snapshot taken at the time shown. The gamma levels come from open interest that settles once per trading day, and the page refreshes at most once an hour.
ABOUT NIO
NIO manufactures electric SUVs and sedans. It also provides battery-swapping services and develops 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 IN 13F FILINGS
1 of the 8 managers in SquawkFlow's 13F cohort with a filing on record reported shares of NIO (filed as NIO INC, class SPON ADS) in their most recent Form 13F filing (newest: 2026-Q2, filed August 13, 2026). A 13F is filed up to 45 days after the quarter ends, so it is a dated snapshot, not a trade record.
- Renaissance Technologies LLC reported 16,161,048 shares ($82M) at the end of 2026-Q2, filed August 13, 2026. 2026-Q2 filing
Form 13F reports long positions in 13(f) securities held on the last day of the quarter. It excludes short positions, cash, and assets outside 13(f) scope. An absent security is not evidence of a sale. Matched on the issuer name and share class as filed. The cohort is a named set of managers, not every 13F filer. All cohort managers
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
Track NIO in the Terminal
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