LI option chain Li Auto Inc.
Cboe delayed options data · as of 00:36 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 ±9.0% (10.92–13.08) · ATM IV 44.8% · P/C open interest 23.91
| 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 | |
| 3.75 | 6.50 | 138.9% | 0.98 | 0.0152 | -0.003 | 7 | 0 | 0.6500 | 201.1% | -0.02 | 0.0152 | -0.004 | ||||
| 3.90 | 4.95 | 3 | 0.97 | 0.0195 | -0.004 | 7.5 | 0 | 0.4500 | 161.4% | -0.03 | 0.0196 | -0.004 | ||||
| 2.85 | 5.85 | 158.6% | 0.97 | 0.0253 | -0.004 | 8 | 0 | 0.6600 | 163.3% | -0.03 | 0.0254 | -0.004 | ||||
| 2.55 | 5.45 | 163.9% | 0.96 | 0.0332 | -0.004 | 8.5 | 0 | 1.06 | 175.0% | -0.04 | 0.0333 | -0.004 | ||||
| 2.25 | 4.05 | 88.2% | 0.95 | 0.0443 | -0.004 | 9 | 0 | 1.17 | 162.9% | -0.05 | 0.0445 | -0.005 | ||||
| 1.80 | 2.94 | 0.94 | 0.0607 | -0.004 | 9.5 | 0 | 1.08 | 11 | 138.6% | -0.06 | 0.0609 | -0.005 | ||||
| 1.32 | 3.10 | 72.5% | 0.92 | 0.0868 | -0.005 | 10 | 0 | 0.1200 | 14 | 54.8% | -0.08 | 0.0872 | -0.005 | |||
| 0.8700 | 2.01 | 0.89 | 0.1326 | -0.006 | 10.5 | 0 | 0.1200 | 10.9K | 43.5% | -0.11 | 0.1333 | -0.006 | ||||
| 1.05 | 1.42 | 1 | 48.1% | 0.81 | 0.2020 | -0.008 | 11 | 0.0100 | 0.5700 | 51 | 60.2% | -0.19 | 0.2034 | -0.008 | ||
| 0.7400 | 1.24 | 2 | 57.4% | 0.69 | 0.2728 | -0.010 | 11.5 | 0.0500 | 0.4800 | 2 | 10 | 41.9% | -0.31 | 0.2749 | -0.010 | |
| 0.4300 | 0.7500 | 99 | 8 | 46.6% | 0.54 | 0.3123 | -0.011 | 12 | 0.4500 | 0.5300 | 10 | 189 | 43.0% | -0.46 | 0.3154 | -0.011 |
| 0.2500 | 0.5300 | 59 | 47.6% | 0.39 | 0.3004 | -0.011 | 12.5 | 0.5600 | 1.15 | 8 | 49.4% | -0.62 | 0.3045 | -0.011 | ||
| 0.1400 | 0.5000 | 20 | 105 | 55.2% | 0.26 | 0.2506 | -0.009 | 13 | 0.8700 | 1.22 | 4 | 2 | 32.3% | -0.75 | 0.2556 | -0.009 |
| 0.0800 | 0.1300 | 54 | 43.0% | 0.17 | 0.1885 | -0.007 | 13.5 | 1.40 | 2.52 | 85.5% | -0.84 | 0.1936 | -0.007 | |||
| 0.0400 | 0.1000 | 78 | 46.2% | 0.11 | 0.1335 | -0.005 | 14 | 1.64 | 3.55 | 4 | 109.3% | -0.90 | 0.1391 | -0.005 | ||
| 0 | 0.1500 | 52 | 54.7% | 0.08 | 0.0964 | -0.004 | 14.5 | 1.97 | 3.35 | 1 | 75.1% | -0.94 | 0.1032 | -0.004 | ||
| 0 | 1.02 | 45 | 116.0% | 0.06 | 0.0728 | -0.004 | 15 | 2.40 | 4.95 | 137.5% | -0.95 | 0.0801 | -0.004 | |||
| 0 | 1.00 | 60 | 123.9% | 0.05 | 0.0573 | -0.004 | 15.5 | 2.82 | 5.60 | 150.2% | -0.96 | 0.0661 | -0.004 | |||
| 0 | 0.2900 | 88.1% | 0.04 | 0.0466 | -0.003 | 16 | 2.92 | 6.10 | 139.6% | -0.97 | 0.0554 | -0.004 | ||||
| 0 | 1.06 | 143.3% | 0.04 | 0.0388 | -0.003 | 16.5 | 3.10 | 6.60 | 130.2% | -0.98 | 0.0469 | -0.004 | ||||
| 0 | 0.8800 | 1 | 140.8% | 0.03 | 0.0330 | -0.003 | 17 | 3.60 | 6.80 | 1 | 118.5% | -0.98 | 0.0395 | -0.003 | ||
| 0 | 0.4800 | 3 | 122.2% | 0.03 | 0.0286 | -0.003 | 17.5 | 4.45 | 7.60 | 164.2% | -0.98 | 0.0339 | -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 25, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs