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 ±28.3% (8.61–15.39) · ATM IV 48.5% · P/C open interest 0.31
| 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 | |
| 5.55 | 6.65 | 0.96 | 0.0146 | 0.000 | 6 | 0 | 0.6000 | 83.4% | -0.04 | 0.0148 | -0.001 | |||||
| 4.70 | 5.65 | 37.1% | 0.94 | 0.0240 | -0.001 | 7 | 0 | 0.6700 | 71.0% | -0.06 | 0.0242 | -0.002 | ||||
| 3.85 | 4.80 | 44.8% | 0.90 | 0.0369 | -0.001 | 8 | 0 | 0.7300 | 59.5% | -0.10 | 0.0374 | -0.002 | ||||
| 3.25 | 3.75 | 43.9% | 0.84 | 0.0521 | -0.002 | 9 | 0.2500 | 0.5300 | 48.6% | -0.16 | 0.0531 | -0.003 | ||||
| 2.54 | 3.05 | 2 | 106 | 44.4% | 0.77 | 0.0675 | -0.003 | 10 | 0.2800 | 0.8300 | 1 | 1 | 43.8% | -0.23 | 0.0691 | -0.003 |
| 2.13 | 2.45 | 12 | 47.7% | 0.69 | 0.0804 | -0.004 | 11 | 0.8600 | 1.20 | 70 | 47.1% | -0.32 | 0.0829 | -0.004 | ||
| 1.66 | 1.98 | 17 | 48.4% | 0.60 | 0.0889 | -0.004 | 12 | 1.44 | 1.70 | 56 | 48.5% | -0.41 | 0.0925 | -0.004 | ||
| 1.29 | 1.59 | 189 | 49.0% | 0.51 | 0.0920 | -0.004 | 13 | 2.04 | 2.36 | 52 | 98 | 49.7% | -0.50 | 0.0969 | -0.004 | |
| 0.9900 | 1.30 | 72 | 49.8% | 0.43 | 0.0903 | -0.004 | 14 | 2.73 | 3.10 | 9 | 51.0% | -0.59 | 0.0965 | -0.004 | ||
| 0.3700 | 1.37 | 290 | 49.2% | 0.36 | 0.0852 | -0.004 | 15 | 3.25 | 3.90 | 5 | 48.6% | -0.66 | 0.0928 | -0.004 | ||
| 0.5900 | 0.8900 | 4 | 51.5% | 0.30 | 0.0782 | -0.004 | 16 | 4.10 | 4.90 | 52.8% | -0.73 | 0.0872 | -0.003 | |||
| 0.4500 | 0.7600 | 214 | 52.5% | 0.25 | 0.0704 | -0.003 | 17 | 5.00 | 5.75 | 1 | 54.3% | -0.79 | 0.0806 | -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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs