I noticed a lot of bearish pressure coming from the options market on $NIO. Check out this order imbalance! -216 K option volume delta. What is option volume delta?
NIO4.94+0.15 (+3.1%)Nio American Depositary Shares Each Representing One Class A Ordinary Share
ATM straddle for 09-Jan-26 expiration returned a negative -38.6% from the previous business day
The upside wing (25 delta calls) gained 13.3%
Downside put (25 delta puts) lost -46.3%
The option volume for 09-Jan-26 expiration is 2,402
$NIO Bearish pressure building up in the options market. On-Balance net option delta is -474 K.
$NIO Nio American Depositary Shares Each Representing One Class A Ordinary Share Option Order Flow Sentiment is 63.5% Bearish.
$NIO negative imbalance of -411 K option volume delta...indicating traderes are more bearish on the stock
Something to keep an eye on: Mostly professional traders are showing a short build up in $NIO. Net option volume delta is -751 K!
