LI volatilidade Li Auto Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.77.2%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.31.1%
HV6036.4%
Spread IV − HV20
+46.1pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
98
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 dias registrados
Cboe delayed options data · em 00:36 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 62.2% | +2.3pt | ±3.7% |
| Sep 11, 2026 | 9 | 31.7% | +0.6pt | ±4.0% |
| Sep 18, 2026 | 16 | 35.7% | -1.4pt | ±6.0% |
| Sep 25, 2026 | 23 | 44.8% | -2.5pt | ±9.0% |
| Oct 02, 2026 | 30 | 77.2% | -10.7pt | ±17.6% |
| Oct 09, 2026 | 37 | 52.9% | +3.0pt | ±13.5% |
| Oct 16, 2026 | 44 | 40.0% | +0.9pt | ±11.1% |
| Dec 18, 2026 | 107 | 47.8% | -5.5pt | ±20.6% |
| Jan 15, 2027 | 135 | 45.8% | -2.8pt | ±22.1% |
| Mar 19, 2027 | 198 | 48.5% | -8.1pt | ±28.3% |
| Jan 21, 2028 | 506 | 52.6% | -4.2pt | ±49.9% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20