LI cadena de opciones Li Auto Inc.
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±6.0% (11.28–12.72) · ATM IV 35.7% · P/C interés abierto 0.63
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 4.30 | 5.75 | 3 | 0.98 | 0.0121 | -0.003 | 7 | 0 | 0.0500 | 14 | 133.6% | -0.02 | 0.0121 | -0.004 | |||
| 3.80 | 5.05 | 0.98 | 0.0158 | -0.003 | 7.5 | 0 | 0.4700 | 195.7% | -0.02 | 0.0159 | -0.004 | |||||
| 3.30 | 4.55 | 14 | 0.98 | 0.0210 | -0.004 | 8 | 0 | 0.0500 | 23 | 104.4% | -0.02 | 0.0210 | -0.004 | |||
| 2.81 | 5.10 | 189.5% | 0.97 | 0.0280 | -0.004 | 8.5 | 0 | 0.4800 | 156.2% | -0.03 | 0.0281 | -0.004 | ||||
| 2.33 | 4.20 | 1 | 133.7% | 0.96 | 0.0383 | -0.004 | 9 | 0 | 0.0500 | 41 | 78.1% | -0.04 | 0.0384 | -0.005 | ||
| 2.00 | 4.10 | 161.0% | 0.96 | 0.0536 | -0.005 | 9.5 | 0 | 0.7500 | 141.2% | -0.04 | 0.0538 | -0.005 | ||||
| 1.67 | 2.70 | 17 | 83.5% | 0.94 | 0.0783 | -0.005 | 10 | 0 | 0.0500 | 2,956 | 53.8% | -0.06 | 0.0786 | -0.005 | ||
| 1.03 | 2.26 | 60.3% | 0.92 | 0.1236 | -0.006 | 10.5 | 0 | 0.0700 | 107 | 45.3% | -0.08 | 0.1241 | -0.006 | |||
| 0.7900 | 1.33 | 2 | 24 | 26.3% | 0.85 | 0.2110 | -0.008 | 11 | 0.0500 | 0.1200 | 1 | 4,122 | 43.1% | -0.15 | 0.2121 | -0.008 |
| 0.6700 | 1.04 | 2 | 54.7% | 0.72 | 0.3205 | -0.011 | 11.5 | 0.0100 | 0.3000 | 21 | 37.1% | -0.28 | 0.3226 | -0.011 | ||
| 0.2000 | 0.4500 | 859 | 1,063 | 29.9% | 0.54 | 0.3843 | -0.013 | 12 | 0.3600 | 0.4300 | 84 | 7,390 | 41.6% | -0.47 | 0.3875 | -0.013 |
| 0.0600 | 0.3500 | 15 | 25 | 38.0% | 0.35 | 0.3568 | -0.012 | 12.5 | 0.4700 | 0.7900 | 19 | 34.8% | -0.65 | 0.3609 | -0.012 | |
| 0.0900 | 0.1300 | 5 | 2,954 | 40.9% | 0.21 | 0.2699 | -0.009 | 13 | 1.01 | 1.60 | 10 | 6,939 | 70.0% | -0.80 | 0.2740 | -0.009 |
| 0.0400 | 0.2700 | 102 | 59.4% | 0.11 | 0.1761 | -0.006 | 13.5 | 1.35 | 2.09 | 11 | 74.1% | -0.90 | 0.1812 | -0.006 | ||
| 0.0200 | 0.0500 | 34 | 2,212 | 46.9% | 0.07 | 0.1118 | -0.005 | 14 | 1.78 | 2.46 | 14 | 1,239 | 72.3% | -0.94 | 0.1196 | -0.005 |
| 0 | 0.0800 | 32 | 56.8% | 0.05 | 0.0760 | -0.004 | 14.5 | 2.02 | 3.25 | 2 | 85.1% | -0.96 | 0.0859 | -0.004 | ||
| 0 | 0.0500 | 50 | 2,925 | 59.0% | 0.04 | 0.0551 | -0.003 | 15 | 2.85 | 3.30 | 2,636 | 84.1% | -0.98 | 0.0648 | -0.004 | |
| 0 | 0.0800 | 72.0% | 0.03 | 0.0420 | -0.003 | 15.5 | 3.00 | 4.25 | 102.4% | -0.98 | 0.0503 | -0.003 | ||||
| 0 | 0.0200 | 4 | 1,594 | 62.9% | 0.02 | 0.0332 | -0.003 | 16 | 3.70 | 4.75 | 354 | 127.8% | -0.99 | 0.0390 | -0.003 | |
| 0 | 0.0700 | 83.5% | 0.02 | 0.0270 | -0.002 | 16.5 | 4.00 | 5.25 | 119.1% | -0.99 | 0.0313 | -0.002 | ||||
| 0 | 0.2700 | 1,415 | 119.0% | 0.02 | 0.0225 | -0.002 | 17 | 4.50 | 5.75 | 210 | 126.9% | -0.99 | 0.0244 | -0.002 | ||
| 0 | 0.4700 | 145.8% | 0.02 | 0.0191 | -0.002 | 17.5 | 5.00 | 6.25 | 134.3% | -0.99 | 0.0186 | -0.002 | ||||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Sep 18, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.