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 ±11.0% (10.68–13.32) · ATM IV 40.0% · 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 | |
| 5.65 | 7.40 | 200.0% | 0.99 | 0.0059 | 0.000 | 6 | 0 | 0.4800 | 164.8% | -0.01 | 0.0059 | -0.001 | ||||
| 4.45 | 5.40 | 0.99 | 0.0104 | 0.000 | 7 | 0 | 0.4400 | 131.3% | -0.01 | 0.0104 | -0.001 | |||||
| 3.70 | 5.60 | 147.0% | 0.98 | 0.0186 | 0.000 | 8 | 0 | 0.0500 | 64.3% | -0.02 | 0.0187 | -0.001 | ||||
| 3.00 | 3.35 | 61.8% | 0.97 | 0.0370 | 0.000 | 9 | 0 | 0.2000 | 1 | 28 | 65.3% | -0.03 | 0.0372 | -0.002 | ||
| 1.80 | 2.49 | 5 | 38.0% | 0.91 | 0.0900 | -0.002 | 10 | 0.0800 | 0.1000 | 100 | 18 | 45.4% | -0.09 | 0.0907 | -0.004 | |
| 0.9900 | 1.45 | 30.3% | 0.77 | 0.1720 | -0.005 | 11 | 0.2400 | 0.2700 | 17 | 87 | 42.3% | -0.24 | 0.1737 | -0.006 | ||
| 0.5100 | 0.8200 | 98 | 37.0% | 0.55 | 0.2325 | -0.007 | 12 | 0.5600 | 0.7500 | 134 | 42.9% | -0.45 | 0.2362 | -0.007 | ||
| 0.3100 | 0.5500 | 295 | 154 | 46.5% | 0.34 | 0.2086 | -0.007 | 13 | 1.19 | 1.75 | 29 | 55.9% | -0.67 | 0.2142 | -0.007 | |
| 0 | 0.3400 | 75 | 200 | 43.5% | 0.19 | 0.1486 | -0.006 | 14 | 1.96 | 2.33 | 2 | 50.1% | -0.82 | 0.1560 | -0.004 | |
| 0.0100 | 0.2300 | 24 | 175 | 50.4% | 0.10 | 0.0916 | -0.004 | 15 | 2.65 | 3.35 | 46.9% | -0.92 | 0.0986 | -0.002 | ||
| 0.0300 | 0.0600 | 43 | 3 | 48.6% | 0.06 | 0.0561 | -0.003 | 16 | 3.80 | 4.20 | 56.9% | -0.97 | 0.0753 | 0.000 | ||
| 0.0100 | 0.0300 | 26 | 49.3% | 0.04 | 0.0370 | -0.002 | 17 | 4.45 | 5.60 | 70.2% | -0.99 | 0.0421 | -0.002 | |||
| 0 | 0.4400 | 90.9% | 0.03 | 0.0262 | -0.002 | 18 | 5.45 | 6.55 | 74.2% | -1.00 | 0.0144 | -0.005 | ||||
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs