LI option chain Li Auto Inc.
Cboe delayed options data · as of 03:36 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 ±17.6% (9.88–14.11) · ATM IV 77.2% · P/C open interest 0.45
| 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 | |
| 4.30 | 6.05 | 136.9% | 0.97 | 0.0167 | -0.003 | 7 | 0 | 2.13 | 282.8% | -0.03 | 0.0167 | -0.004 | ||||
| 2.95 | 6.15 | 71.8% | 0.97 | 0.0213 | -0.003 | 7.5 | 0 | 2.13 | 258.1% | -0.03 | 0.0213 | -0.004 | ||||
| 2.86 | 5.15 | 0.96 | 0.0274 | -0.003 | 8 | 0 | 2.13 | 235.1% | -0.04 | 0.0275 | -0.004 | |||||
| 2.55 | 5.35 | 137.4% | 0.96 | 0.0357 | -0.004 | 8.5 | 0 | 2.14 | 214.0% | -0.04 | 0.0358 | -0.004 | ||||
| 2.25 | 4.35 | 102.0% | 0.95 | 0.0472 | -0.004 | 9 | 0 | 1.40 | 155.2% | -0.05 | 0.0474 | -0.004 | ||||
| 1.81 | 2.96 | 0.93 | 0.0643 | -0.004 | 9.5 | 0 | 1.20 | 1 | 127.6% | -0.07 | 0.0646 | -0.004 | ||||
| 1.15 | 3.80 | 93.9% | 0.91 | 0.0916 | -0.004 | 10 | 0 | 0.5000 | 23 | 75.1% | -0.09 | 0.0921 | -0.005 | |||
| 1.11 | 2.06 | 1 | 32.2% | 0.86 | 0.1353 | -0.006 | 10.5 | 0 | 0.3500 | 70 | 30 | 53.8% | -0.14 | 0.1362 | -0.006 | |
| 1.07 | 1.39 | 1 | 41.7% | 0.78 | 0.1919 | -0.007 | 11 | 0.0100 | 0.2300 | 9 | 36 | 35.8% | -0.22 | 0.1933 | -0.007 | |
| 0.8000 | 1.22 | 1 | 51.8% | 0.67 | 0.2444 | -0.009 | 11.5 | 0.1200 | 0.5000 | 2 | 16 | 40.4% | -0.33 | 0.2466 | -0.009 | |
| 0.5100 | 0.8400 | 33 | 47.0% | 0.54 | 0.2728 | -0.010 | 12 | 0.2300 | 2.65 | 77 | 107.3% | -0.46 | 0.2761 | -0.010 | ||
| 0.3100 | 0.4300 | 53 | 40.2% | 0.41 | 0.2661 | -0.009 | 12.5 | 0.4400 | 1.22 | 8 | 41.4% | -0.60 | 0.2704 | -0.009 | ||
| 0.2000 | 0.3400 | 1 | 42 | 44.2% | 0.29 | 0.2322 | -0.008 | 13 | 1.15 | 1.51 | 2 | 53.6% | -0.71 | 0.2374 | -0.009 | |
| 0.1100 | 0.3800 | 51.9% | 0.20 | 0.1869 | -0.007 | 13.5 | 1.41 | 2.37 | 69.2% | -0.81 | 0.1928 | -0.007 | ||||
| 0.0400 | 0.1100 | 15 | 81 | 41.2% | 0.14 | 0.1422 | -0.006 | 14 | 1.87 | 3.15 | 89.0% | -0.87 | 0.1479 | -0.006 | ||
| 0 | 0.2300 | 10 | 50 | 53.8% | 0.10 | 0.1073 | -0.005 | 14.5 | 2.20 | 4.65 | 2 | 131.1% | -0.91 | 0.1129 | -0.005 | |
| 0 | 0.1600 | 88 | 55.0% | 0.08 | 0.0832 | -0.004 | 15 | 2.41 | 4.50 | 2 | 102.0% | -0.94 | 0.0899 | -0.004 | ||
| 0 | 1.20 | 33 | 117.3% | 0.06 | 0.0666 | -0.004 | 15.5 | 2.82 | 5.30 | 119.1% | -0.95 | 0.0734 | -0.004 | |||
| 0 | 1.15 | 55 | 122.5% | 0.05 | 0.0548 | -0.004 | 16 | 2.94 | 6.00 | 118.7% | -0.96 | 0.0616 | -0.004 | |||
| 0 | 0.7600 | 110.9% | 0.05 | 0.0462 | -0.003 | 16.5 | 3.45 | 6.30 | 116.7% | -0.97 | 0.0532 | -0.004 | ||||
| 0 | 0.9500 | 126.8% | 0.04 | 0.0396 | -0.003 | 17 | 3.95 | 6.75 | 120.6% | -0.97 | 0.0484 | -0.004 | ||||
| 0 | 1.16 | 143.0% | 0.04 | 0.0346 | -0.003 | 17.5 | 4.45 | 7.55 | 141.6% | -0.98 | 0.0442 | -0.004 | ||||
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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs