LI option chain Li Auto Inc.
Cboe delayed options data · as of 06:36 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±7.4% (11.11–12.89) · ATM IV 45.4% · P/C open interest 0.63
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 4.50 | 5.90 | 3 | 186.1% | 0.99 | 0.0092 | -0.000 | 7 | 0 | 0.4300 | 14 | 220.3% | -0.01 | 0.0093 | -0.003 | ||
| 3.95 | 5.05 | 0.99 | 0.0123 | -0.001 | 7.5 | 0 | 1.61 | 320.1% | -0.01 | 0.0123 | -0.003 | |||||
| 3.45 | 4.55 | 14 | 0.98 | 0.0164 | -0.001 | 8 | 0 | 0.0500 | 23 | 108.6% | -0.02 | 0.0164 | -0.003 | |||
| 2.98 | 4.05 | 0.98 | 0.0223 | -0.002 | 8.5 | 0 | 1.61 | 262.6% | -0.02 | 0.0223 | -0.003 | |||||
| 2.48 | 3.55 | 1 | 0.97 | 0.0309 | -0.002 | 9 | 0 | 1.61 | 41 | 236.0% | -0.03 | 0.0310 | -0.004 | |||
| 2.00 | 3.25 | 72.2% | 0.97 | 0.0440 | -0.002 | 9.5 | 0 | 0.0400 | 66.0% | -0.03 | 0.0442 | -0.004 | ||||
| 1.67 | 2.48 | 17 | 0.96 | 0.0654 | -0.003 | 10 | 0 | 0.0500 | 1 | 2,956 | 56.5% | -0.04 | 0.0657 | -0.004 | ||
| 1.15 | 2.10 | 46.2% | 0.94 | 0.1063 | -0.004 | 10.5 | 0 | 0.0700 | 107 | 47.8% | -0.06 | 0.1069 | -0.004 | |||
| 0.8600 | 1.30 | 1 | 25 | 0.88 | 0.1980 | -0.006 | 11 | 0.0500 | 0.1300 | 1 | 4,123 | 46.6% | -0.12 | 0.1993 | -0.007 | |
| 0.6700 | 0.7900 | 2 | 37.2% | 0.74 | 0.3221 | -0.010 | 11.5 | 0.0200 | 0.1900 | 21 | 33.3% | -0.26 | 0.3242 | -0.011 | ||
| 0.3900 | 0.7000 | 215 | 1,201 | 50.8% | 0.56 | 0.4006 | -0.013 | 12 | 0.3200 | 0.3700 | 220 | 7,436 | 40.1% | -0.45 | 0.4038 | -0.013 |
| 0.0500 | 0.2700 | 39 | 39 | 32.4% | 0.36 | 0.3761 | -0.012 | 12.5 | 0.2800 | 0.9300 | 2 | 19 | 36.9% | -0.64 | 0.3804 | -0.012 |
| 0.1000 | 0.1400 | 436 | 2,949 | 42.2% | 0.21 | 0.2826 | -0.010 | 13 | 0.8000 | 1.50 | 6,939 | 58.2% | -0.80 | 0.2873 | -0.009 | |
| 0.0400 | 0.0600 | 102 | 41.9% | 0.11 | 0.1796 | -0.006 | 13.5 | 1.20 | 1.95 | 11 | 62.0% | -0.90 | 0.1827 | -0.006 | ||
| 0.0200 | 0.0500 | 1 | 2,185 | 47.4% | 0.06 | 0.1112 | -0.004 | 14 | 1.77 | 2.40 | 3 | 1,238 | 75.4% | -0.94 | 0.1180 | -0.004 |
| 0 | 0.0900 | 32 | 59.1% | 0.04 | 0.0745 | -0.004 | 14.5 | 2.01 | 3.05 | 2 | 76.8% | -0.97 | 0.0886 | -0.003 | ||
| 0 | 0.0200 | 1 | 2,910 | 51.5% | 0.03 | 0.0535 | -0.003 | 15 | 2.85 | 3.20 | 2,821 | 2,628 | 85.4% | -0.98 | 0.0702 | -0.002 |
| 0 | 0.0800 | 73.3% | 0.03 | 0.0405 | -0.003 | 15.5 | 3.00 | 4.05 | 94.3% | -0.98 | 0.0510 | -0.002 | ||||
| 0 | 0.0200 | 1,594 | 64.1% | 0.02 | 0.0319 | -0.003 | 16 | 3.80 | 4.55 | 1,241 | 354 | 130.4% | -0.99 | 0.0388 | -0.002 | |
| 0 | 0.2300 | 109.6% | 0.02 | 0.0258 | -0.002 | 16.5 | 4.00 | 5.05 | 110.8% | -0.99 | 0.0300 | -0.002 | ||||
| 0 | 0.0300 | 1,415 | 80.1% | 0.02 | 0.0214 | -0.002 | 17 | 4.55 | 5.55 | 735 | 210 | 124.2% | -0.99 | 0.0216 | -0.003 | |
| 0 | 0.2300 | 124.2% | 0.01 | 0.0181 | -0.002 | 17.5 | 4.95 | 6.05 | 119.0% | -1.00 | 0.0158 | -0.003 | ||||
| 0 | 0.2300 | 1,240 | 131.1% | 0.01 | 0.0156 | -0.002 | 18 | 5.50 | 6.55 | 9 | 132.7% | -1.00 | 0.0116 | -0.003 | ||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs