NIO GEX - Live Gamma Exposure
Live NIO GEX levels for NIO Inc.: net gamma exposure, call wall, put wall, and the gamma flip level — plus a free interactive NIO GEX chart.
The calculator below is pre-filled with NIO — hit search to compute the latest gamma exposure by strike from live options data. Prefer strikes and expirations in one view? Open the NIO GEX heatmap.
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What is Gamma Exposure (GEX)?
Gamma Exposure represents the sensitivity of an option's delta to changes in the underlying price. Market makers hedge their gamma exposure, creating support/resistance at high GEX strikes.
Key Levels:
- Call Wall: Strike with highest positive GEX (resistance)
- Put Wall: Strike with the largest put GEX, shown as the deepest negative bar (support)
- Gamma Flip: Where total GEX changes from negative to positive
Positive GEX: Market makers sell into rallies, buy into dips (stabilizing).
Negative GEX: Market makers buy into rallies, sell into dips (amplifying moves).
Select a ticker and expiration date, then click Generate GEX to see the analysis
Understanding NIO gamma exposure
NIO combines two sources of volatility that few names carry together: the EV production cycle and Chinese policy risk. Its US-listed ADRs trade while the company's home market is closed, and NIO publishes monthly delivery figures, so the stock gaps regularly on information the US options market cannot react to in real time. Dealer re-hedging concentrates into the opening minutes, which makes the gamma flip level more useful as a gap-risk gauge than an intraday pivot.
The low ADR price puts strikes fifty cents apart and packs gamma tightly around spot, and NIO retains a substantial retail options following in the US. Call-side gamma builds in bursts on Chinese stimulus headlines and monthly delivery beats, and because the chain is deep for a company this size, those bursts produce genuine dealer hedging flow. The put wall firms up during periods when the market questions the battery-swap capital model or Chinese EV price competition.
New to the concept? Start with our guides to gamma in options and the options Greeks.
NIO GEX FAQ
What is NIO GEX (gamma exposure)?
NIO GEX measures the aggregate gamma that options market makers carry across all NIO strikes and expirations. When NIO GEX is positive, dealer hedging dampens price moves (selling rallies, buying dips); when it is negative, hedging amplifies moves. It is calculated from open interest and each contract's gamma across the NIO Inc. options chain.
What is the NIO call wall and put wall?
The NIO call wall is the strike with the largest positive gamma exposure and often acts as resistance, while the NIO put wall is the strike with the largest negative gamma exposure and often acts as support. As of the latest snapshot, the call wall is at $5, the put wall is at $5, the gamma flip level is near $3.90.
What is the NIO gamma flip level?
The NIO gamma flip (zero-gamma) level is the price where net dealer gamma crosses from positive to negative. Above it, market-maker hedging tends to suppress NIO volatility; below it, the same hedging amplifies moves in both directions. The latest computed flip level is near $3.90.
How often is NIO GEX data updated?
GEX levels on this page are recomputed from live options data throughout US market hours, and the interactive calculator below pulls fresh NIO options chain data on demand. Open interest itself is published by OCC once daily before the open.
Is this NIO GEX chart free?
Yes. The NIO GEX levels on this page are free, and the interactive GEX calculator offers free daily lookups without an account. Creating a free QuantWheel account raises the daily limit, and the GEX Dashboard adds unlimited access, intraday tracking, and alerts.
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