LI option chain Li Auto Inc.
Cboe delayed options data · as of 18:39 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 ±6.3% (10.53–11.95) · ATM IV 43.6% · P/C open interest 11.56
| 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 | |
| 4.60 | 6.50 | 320.9% | 0.99 | 0.0067 | -0.002 | 6 | 0 | 0.2400 | 251.8% | -0.01 | 0.0067 | -0.003 | ||||
| 3.60 | 5.80 | 4 | 297.9% | 0.99 | 0.0127 | -0.003 | 7 | 0 | 0.2400 | 199.6% | -0.01 | 0.0127 | -0.003 | |||
| 3.10 | 5.30 | 3 | 266.1% | 0.98 | 0.0177 | -0.003 | 7.5 | 0 | 0.2400 | 175.9% | -0.02 | 0.0177 | -0.004 | |||
| 2.65 | 4.80 | 1 | 241.5% | 0.98 | 0.0251 | -0.004 | 8 | 0 | 0.2400 | 153.5% | -0.02 | 0.0251 | -0.004 | |||
| 2.15 | 4.30 | 212.6% | 0.97 | 0.0364 | -0.004 | 8.5 | 0 | 0.2400 | 1 | 132.2% | -0.03 | 0.0365 | -0.004 | |||
| 1.85 | 3.20 | 145.4% | 0.96 | 0.0546 | -0.005 | 9 | 0 | 0.2400 | 7 | 111.5% | -0.04 | 0.0548 | -0.005 | |||
| 1.45 | 3.00 | 1 | 157.5% | 0.95 | 0.0867 | -0.005 | 9.5 | 0.0100 | 0.0300 | 2 | 100 | 58.2% | -0.05 | 0.0871 | -0.005 | |
| 1.27 | 1.75 | 2 | 2 | 95.5% | 0.92 | 0.1535 | -0.007 | 10 | 0.0300 | 0.0400 | 15.1K | 49.5% | -0.08 | 0.1545 | -0.007 | |
| 0.4500 | 1.56 | 1 | 71.1% | 0.81 | 0.2879 | -0.011 | 10.5 | 0.0900 | 0.1100 | 1 | 67 | 47.6% | -0.19 | 0.2902 | -0.011 | |
| 0.4600 | 0.5300 | 4 | 46 | 44.6% | 0.63 | 0.4183 | -0.015 | 11 | 0.1800 | 0.2500 | 1 | 24 | 42.6% | -0.37 | 0.4219 | -0.016 |
| 0.2400 | 0.2800 | 1 | 128 | 46.1% | 0.41 | 0.4405 | -0.016 | 11.5 | 0.4300 | 0.5100 | 41 | 42.7% | -0.59 | 0.4446 | -0.016 | |
| 0.1100 | 0.1300 | 16 | 197 | 46.9% | 0.24 | 0.3305 | -0.013 | 12 | 0.3800 | 1.33 | 450 | 46.4% | -0.77 | 0.3347 | -0.013 | |
| 0.0500 | 0.0600 | 5 | 285 | 49.0% | 0.12 | 0.2086 | -0.008 | 12.5 | 0.6300 | 2.11 | 22 | 65.2% | -0.89 | 0.2144 | -0.008 | |
| 0.0200 | 0.0300 | 2 | 72 | 51.3% | 0.06 | 0.1158 | -0.005 | 13 | 1.64 | 1.90 | 2 | 52.2% | -0.95 | 0.1232 | -0.005 | |
| 0.0100 | 0.0300 | 41 | 59.0% | 0.03 | 0.0671 | -0.003 | 13.5 | 1.75 | 2.90 | 82.0% | -0.98 | 0.0731 | -0.003 | |||
| 0 | 0.0100 | 409 | 55.3% | 0.02 | 0.0426 | -0.002 | 14 | 2.13 | 3.90 | 1 | 24 | 134.3% | -0.99 | 0.0415 | -0.002 | |
| 0 | 0.2500 | 75 | 114.6% | 0.01 | 0.0290 | -0.002 | 14.5 | 2.43 | 4.70 | 156.0% | -1.00 | 0.0231 | -0.002 | |||
| 0 | 0.2400 | 48 | 123.8% | 0.01 | 0.0209 | -0.002 | 15 | 3.05 | 5.20 | 178.8% | -1.00 | 0.0125 | -0.002 | |||
| 0 | 0.1000 | 45 | 109.9% | 0.01 | 0.0158 | -0.001 | 15.5 | 3.55 | 5.70 | 190.6% | -1.00 | 0.0070 | -0.002 | |||
| 0 | 0.2400 | 15 | 143.0% | 0.01 | 0.0122 | -0.001 | 16 | 4.05 | 6.20 | 201.7% | -1.00 | 0.0040 | -0.002 | |||
| 0 | 0.2400 | 151.9% | 0.01 | 0.0098 | -0.001 | 16.5 | 4.35 | 6.70 | 192.9% | -1.00 | 0.0020 | -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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs