NIO

0DTE

1MO

May 23 Expected Move

Use the expected move for strike selection. Modify later.

Will NIO move up, down, or sideways?

Expiry • May 23

Bullish

Neutral

Range

Bearish

Down

Max Loss

Max Gain

PoP

+3P / -3.5P / -4.5C / +5C • May 23

Modify Strikes

Max Loss

Max Gain

PoP

+3.5P / -4C / -4P / +4.5C • May 23

Modify Strikes

Trade NIO's Expected Move of

14.24% • May 23

Average realized move (1D)

5.53%