LI option chain Li Auto Inc.
Cboe delayed options data · as of 03:38 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 ±4.7% (11.36–12.46) · ATM IV 63.6% · P/C open interest 0.49
| 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 | 7.55 | 4 | 7 | 1.00 | 0.0000 | 0.000 | 6 | 0 | 0.6400 | 667.9% | 0.00 | 0.0000 | 0.000 | |||
| 4.60 | 6.55 | 1 | 15 | 700.8% | 1.00 | 0.0002 | 0.000 | 7 | 0 | 0.6400 | 546.0% | -0.00 | 0.0002 | 0.000 | ||
| 4.20 | 6.05 | 6 | 15 | 655.8% | 1.00 | 0.0005 | 0.000 | 7.5 | 0 | 0.6400 | 491.2% | -0.00 | 0.0005 | -0.000 | ||
| 3.80 | 4.65 | 11 | 4 | 422.3% | 1.00 | 0.0010 | 0.000 | 8 | 0 | 0.6400 | 439.6% | -0.00 | 0.0010 | -0.000 | ||
| 3.10 | 4.20 | 3 | 4 | 338.4% | 1.00 | 0.0020 | 0.000 | 8.5 | 0 | 0.6400 | 1 | 390.6% | -0.00 | 0.0020 | -0.000 | |
| 2.72 | 3.10 | 2 | 3 | 1.00 | 0.0060 | -0.000 | 9 | 0 | 0.6500 | 345.7% | -0.00 | 0.0060 | -0.001 | |||
| 2.27 | 3.10 | 8 | 2 | 268.8% | 0.99 | 0.0201 | -0.003 | 9.5 | 0 | 0.6500 | 52 | 300.2% | -0.01 | 0.0201 | -0.003 | |
| 1.81 | 2.69 | 2 | 14 | 250.1% | 0.98 | 0.0431 | -0.005 | 10 | 0 | 0.2200 | 4 | 62 | 90.8% | -0.02 | 0.0431 | -0.005 |
| 1.36 | 1.96 | 7 | 21 | 177.5% | 0.97 | 0.0856 | -0.008 | 10.5 | 0 | 0.2300 | 3 | 101 | 139.5% | -0.03 | 0.0856 | -0.008 |
| 0.9200 | 1.05 | 49 | 814 | 74.6% | 0.94 | 0.1907 | -0.011 | 11 | 0 | 0.2400 | 34 | 1,244 | 105.7% | -0.06 | 0.1910 | -0.012 |
| 0.4400 | 0.5900 | 100 | 827 | 53.7% | 0.80 | 0.5098 | -0.025 | 11.5 | 0.0100 | 0.2600 | 129 | 174 | 72.1% | -0.20 | 0.5121 | -0.026 |
| 0.0100 | 0.4200 | 403 | 545 | 55.8% | 0.47 | 0.7664 | -0.037 | 12 | 0.2100 | 0.4700 | 25 | 37 | 71.4% | -0.54 | 0.7727 | -0.038 |
| 0 | 0.1400 | 144 | 165 | 58.3% | 0.19 | 0.4512 | -0.027 | 12.5 | 0.3600 | 1.31 | 3 | 114.5% | -0.81 | 0.4539 | -0.027 | |
| 0 | 0.1000 | 38 | 272 | 78.0% | 0.08 | 0.2141 | -0.016 | 13 | 0.5500 | 1.51 | 26 | 1 | -0.92 | 0.2150 | -0.016 | |
| 0 | 0.6700 | 119 | 197.4% | 0.04 | 0.1051 | -0.009 | 13.5 | 1.26 | 3.15 | 1 | 277.9% | -0.96 | 0.1068 | -0.009 | ||
| 0 | 0.0700 | 395 | 95.8% | 0.02 | 0.0554 | -0.005 | 14 | 1.77 | 3.55 | 2 | 298.3% | -0.98 | 0.0566 | -0.005 | ||
| 0 | 0.6500 | 61 | 249.7% | 0.01 | 0.0313 | -0.003 | 14.5 | 2.08 | 4.10 | 308.6% | -0.99 | 0.0308 | -0.003 | |||
| 0 | 0.2500 | 89 | 140.3% | 0.01 | 0.0188 | -0.002 | 15 | 2.57 | 4.60 | 1 | 333.5% | -1.00 | 0.0168 | -0.002 | ||
| 0 | 0.6400 | 15 | 295.3% | 0.00 | 0.0119 | -0.002 | 15.5 | 3.00 | 5.05 | 340.8% | -1.00 | 0.0092 | -0.002 | |||
| 0 | 0.2000 | 65 | 226.9% | 0.00 | 0.0078 | -0.001 | 16 | 3.50 | 5.60 | 1 | 370.9% | -1.00 | 0.0051 | -0.002 | ||
| 0 | 0.6400 | 336.9% | 0.00 | 0.0054 | -0.001 | 16.5 | 4.20 | 6.10 | 2 | 1 | 421.7% | -1.00 | 0.0028 | -0.002 | ||
| 0 | 0.6400 | 356.1% | 0.00 | 0.0038 | -0.001 | 17 | 4.70 | 6.60 | 2 | 2 | 442.6% | -1.00 | 0.0015 | -0.002 | ||
| 0 | 0.6400 | 374.4% | 0.00 | 0.0028 | -0.000 | 17.5 | 5.15 | 7.05 | 2 | 447.6% | -1.00 | 0.0009 | -0.002 | |||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs