As of the latest session, NIO is trading at $3.30 (+3.44% on the day). Net dealer gamma is negative, with the zero-gamma flip near —. The call wall sits at 3.5 (upside magnet / resistance) and the put wall at 3 (downside level). Max pain is 4, and the options market is pricing a 1-sigma expected move of about ±4.2% (ATM IV 80%).
One strike dominates the map: 3, carrying −$0M per 1% move — below the current price. Negative gamma that size behaves like an accelerant — dealers chase price through it rather than defending it.
Options are expensive here: ATM implied volatility is 80%, pricing a 1-sigma move of ±4.2% (±$0.14) into the nearest expiry. At that level you need the move and you need it quickly — long premium bleeds fast, and the structure above argues for spreads over outright calls.
That leaves a working band of 3 to 3.5 — 15.2% of spot, with +6.06% of room to the call wall and −9.09% down to the put wall. In a positive-gamma tape the edge is fading the edges of that band rather than chasing either end.
Want it interactive? Open NIO on the live gamma map → · see how NIO compares across the whole board on the free market regime tracker · new to this? What is GEX →
NIO is in positive gamma with — of room above the null flip. Dealers are damping moves, so expect a mean-reverting tape that pulls back toward the heavy strikes.
NIO's flip isn't resolvable from the current chain — check the live map for today's level.
NIO's flip is not resolvable from the current chain. Pull it live on the free map — the level moves with open interest, so a stale number is worse than none.
NIO's call wall (3.5) is a magnet and resistance; the put wall (3) is support in positive gamma but a through-level once price is below the flip.
4, for the 2026-11-06 expiry — 1 day out. Spot is $3.30, so max pain sits 21.2% above the current price. In negative gamma the pull is weak: dealers are amplifying moves, not damping them toward a strike.
About 0M per 1% move into the 2026-11-06 expiry — though spot is below the zero-gamma flip, so hedging at this price runs with the move and adds to it. GEX describes the character of the tape, not the direction. How dealer gamma works →
The flip, walls and max pain before the open — free. No card required.
Also see the flow side: NIO options flow →
Posting the link is enough — X, Discord and Slack render the live data card automatically.
Live NIO dealer gamma, updates itself. No signup, no API key. Copy and paste:
Keep the credit line — it's the only thing we ask for.
This is the free auto-read. Premium members get the daily SPY gamma drop — the map turned into a scenario-by-scenario trading plan — plus the live conviction desk and AI copilot.
Estimated from the NIO options chain (Polygon) · gamma shifts intraday · educational, not financial advice · options carry substantial risk.
