LI chaîne d'options Li Auto Inc.
Chaque ligne correspond à un strike. La moitié gauche concerne le call, la moitié droite le put. Le bid/ask correspond aux cotations actuelles des acheteurs et vendeurs ; le volume indique les contrats échangés lors de cette séance ; l'open interest représente les contrats en cours. La ligne mise en évidence est la plus proche du cours de l'action.
Cette échéance intègre un mouvement d'environ ±7.1% (10.48–12.10) · ATM IV 49.8% · P/C open interest 11.56
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Offre | Demander | 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 | Offre | Demander | Vol | OI | IV | Δ | Γ | Θ | |
| 4.60 | 6.70 | 343.2% | 0.99 | 0.0062 | -0.002 | 6 | 0 | 0.2400 | 253.8% | -0.01 | 0.0062 | -0.002 | ||||
| 3.60 | 5.85 | 4 | 296.4% | 0.99 | 0.0118 | -0.002 | 7 | 0 | 0.2400 | 201.4% | -0.01 | 0.0118 | -0.003 | |||
| 3.10 | 5.30 | 3 | 258.8% | 0.99 | 0.0165 | -0.003 | 7.5 | 0 | 0.4400 | 211.1% | -0.01 | 0.0166 | -0.003 | |||
| 2.65 | 4.85 | 1 | 240.5% | 0.98 | 0.0235 | -0.003 | 8 | 0 | 0.2400 | 155.2% | -0.02 | 0.0236 | -0.004 | |||
| 2.15 | 4.35 | 211.7% | 0.98 | 0.0343 | -0.004 | 8.5 | 0 | 0.2400 | 1 | 133.8% | -0.03 | 0.0344 | -0.004 | |||
| 1.85 | 3.40 | 159.8% | 0.97 | 0.0517 | -0.004 | 9 | 0 | 0.2400 | 7 | 113.2% | -0.03 | 0.0519 | -0.005 | |||
| 1.45 | 3.20 | 1 | 169.8% | 0.95 | 0.0824 | -0.005 | 9.5 | 0 | 0.2300 | 2 | 100 | 91.8% | -0.05 | 0.0828 | -0.005 | |
| 1.07 | 1.95 | 2 | 2 | 90.1% | 0.92 | 0.1446 | -0.006 | 10 | 0.0100 | 0.0500 | 15.1K | 49.0% | -0.08 | 0.1456 | -0.006 | |
| 0.4500 | 1.56 | 1 | 66.6% | 0.83 | 0.2773 | -0.010 | 10.5 | 0.0100 | 0.1000 | 1 | 67 | 39.8% | -0.17 | 0.2796 | -0.010 | |
| 0.4700 | 0.7500 | 4 | 46 | 56.9% | 0.65 | 0.4253 | -0.015 | 11 | 0.0100 | 0.2400 | 1 | 24 | 32.1% | -0.35 | 0.4291 | -0.015 |
| 0.0400 | 0.4800 | 1 | 128 | 44.0% | 0.43 | 0.4651 | -0.015 | 11.5 | 0.4100 | 0.6800 | 41 | 55.6% | -0.58 | 0.4696 | -0.015 | |
| 0.1000 | 0.1300 | 18 | 197 | 44.6% | 0.24 | 0.3492 | -0.012 | 12 | 0.7400 | 1.14 | 1 | 450 | 64.2% | -0.77 | 0.3540 | -0.012 |
| 0.0300 | 0.2000 | 6 | 285 | 60.8% | 0.11 | 0.2126 | -0.008 | 12.5 | 0.6300 | 2.17 | 22 | 76.2% | -0.90 | 0.2191 | -0.008 | |
| 0 | 0.0300 | 4 | 72 | 45.6% | 0.05 | 0.1153 | -0.004 | 13 | 1.64 | 2.10 | 2 | 86.5% | -0.96 | 0.1229 | -0.005 | |
| 0 | 0.0300 | 41 | 55.3% | 0.03 | 0.0662 | -0.003 | 13.5 | 1.75 | 3.10 | 110.8% | -0.98 | 0.0725 | -0.003 | |||
| 0 | 0.0100 | 409 | 54.7% | 0.02 | 0.0418 | -0.002 | 14 | 2.13 | 4.10 | 1 | 24 | 156.7% | -0.99 | 0.0406 | -0.002 | |
| 0 | 0.2500 | 75 | 113.8% | 0.01 | 0.0283 | -0.002 | 14.5 | 2.43 | 4.75 | 166.2% | -1.00 | 0.0209 | -0.002 | |||
| 0 | 0.4400 | 48 | 146.3% | 0.01 | 0.0203 | -0.001 | 15 | 3.05 | 5.25 | 188.9% | -1.00 | 0.0108 | -0.002 | |||
| 0 | 0.1000 | 45 | 109.3% | 0.01 | 0.0152 | -0.001 | 15.5 | 3.55 | 5.75 | 201.0% | -1.00 | 0.0049 | -0.002 | |||
| 0 | 0.2400 | 15 | 142.4% | 0.01 | 0.0118 | -0.001 | 16 | 4.05 | 6.25 | 212.4% | -1.00 | 0.0023 | -0.002 | |||
| 0 | 0.4400 | 177.1% | 0.01 | 0.0094 | -0.001 | 16.5 | 4.35 | 6.75 | 205.1% | -1.00 | 0.0013 | -0.002 | ||||
Strikes affichés : dans une fourchette de ±50 % par rapport au prix du sous-jacent. Valeur intrinsèque = max(0, prix − strike) pour les calls, max(0, strike − prix) pour les puts ; valeur extrinsèque = prix de l'option − valeur intrinsèque. Greeks et IV tels que calculés par le flux de la bourse.
Smile de volatilité — Oct 30, 2026
Page volatilité →Volatilité implicite par strike pour cette échéance. Les puts hors de la monnaie affichent généralement une IV plus élevée que les calls — c'est le skew.