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Li Auto Inc. American Depositary Shares LI

i

Market datapartial · fetched 2026-11-03T15:49:37.274Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T15:49:38.333237976Z

FundamentalsAlpha Vantage · unavailable

Share price$11.19
1D-1.2%
$11.15$11.21$11.28$11.34$11.405:30 AM6:30 AM9:00 AM1:00 PMLI
Sold putSold call

Li Auto Inc. American Depositary Shares options

Live interpolated LI call and put midpoint premiums by absolute delta.Li Auto Inc. American Depositary Shares$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELI PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend64.51%
Daily close
LI29.5%119.9%210.2%2026-08-05: 44.57%2026-08-06: 140.50%2026-08-07: 48.57%2026-08-10: 65.21%2026-08-11: 82.07%2026-08-12: 60.08%2026-08-13: 197.74%2026-08-17: 74.44%2026-08-18: 56.06%2026-08-19: 123.74%2026-08-20: 65.08%2026-08-21: 57.55%2026-08-24: 63.89%2026-08-25: 66.97%2026-08-26: 95.47%2026-08-27: 136.93%2026-08-28: 50.51%2026-08-31: 69.61%2026-09-01: 51.13%2026-09-02: 47.56%2026-09-03: 104.12%2026-09-04: 46.79%2026-09-08: 59.80%2026-09-09: 54.94%2026-09-10: 94.78%2026-09-11: 53.99%2026-09-14: 56.82%2026-09-15: 49.55%2026-09-16: 63.71%2026-09-17: 71.19%2026-09-18: 52.65%2026-09-21: 73.98%2026-09-22: 46.11%2026-09-23: 92.88%2026-09-25: 41.98%2026-09-28: 45.91%2026-09-30: 48.39%2026-10-02: 47.24%2026-10-05: 46.31%2026-10-06: 44.28%2026-10-07: 43.95%2026-10-09: 42.83%2026-10-12: 46.29%2026-10-13: 47.64%2026-10-14: 47.32%2026-10-15: 56.36%2026-10-16: 46.93%2026-10-19: 46.29%2026-10-20: 52.43%2026-10-21: 50.58%2026-10-22: 58.02%2026-10-23: 42.11%2026-10-26: 52.18%2026-10-27: 48.70%2026-10-28: 57.53%2026-10-29: 94.75%2026-10-30: 64.51%Aug 5Sep 16Oct 30
57 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
44.57%
140.50%
48.57%
65.21%
82.07%
60.08%
197.74%
74.44%
56.06%
123.74%
65.08%
57.55%
63.89%
66.97%
95.47%
136.93%
50.51%
69.61%
51.13%
47.56%
104.12%
46.79%
59.80%
54.94%
94.78%
53.99%
56.82%
49.55%
63.71%
71.19%
52.65%
73.98%
46.11%
92.88%
41.98%
45.91%
48.39%
47.24%
46.31%
44.28%
43.95%
42.83%
46.29%
47.64%
47.32%
56.36%
46.93%
46.29%
52.43%
50.58%
58.02%
42.11%
52.18%
48.70%
57.53%
94.75%
64.51%