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LI volatility 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.73.6%
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%
HV6036.1%
IV − HV20 spread +42.5pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history). 96
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period. 4/60 days recorded

Cboe delayed options data · as of 21:51 UTC · How these are computed

IV term structure

At-the-money implied volatility for each listed expiration, plotted by days remaining.

30%47%64%82%1d29d505d
ExpiresDTEATM IV25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure.Implied move
Sep 04, 2026 1 62.2% +2.3pt ±3.7%
Sep 11, 2026 8 31.7% +0.6pt ±4.0%
Sep 18, 2026 15 35.7% -1.4pt ±6.0%
Sep 25, 2026 22 44.8% -2.5pt ±9.0%
Oct 02, 2026 29 77.2% -10.7pt ±17.6%
Oct 09, 2026 36 52.9% +3.0pt ±13.5%
Oct 16, 2026 43 40.0% +0.9pt ±11.1%
Dec 18, 2026 106 47.8% -5.5pt ±20.6%
Jan 15, 2027 134 45.8% -2.8pt ±22.1%
Mar 19, 2027 197 48.5% -8.1pt ±28.3%
Jan 21, 2028 505 52.6% -4.2pt ±49.9%

Volatility smile — Sep 18, 2026

Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.

24%46%67%88%12.0010.0014.00
callsputs

Implied vs realized, daily record

27.3%43.9%60.5%77.0%Aug 31Sep 03
IV30HV20

Consumer Cyclical

ABNB · Airbnb, Inc.AMZN · Amazon.com, Inc.AZO · AutoZone, Inc.BABA · Alibaba Group Holding…BBY · Best Buy Co., Inc.BYD · Boyd Gaming CorporationCAVA · CAVA Group, Inc.CCL · Carnival Corporation & plc

ETF

ARKK · ARK Innovation ETFBITO · ProShares Bitcoin ETFDIA · State Street SPDR Dow…EEM · iShares MSCI Emerging…EFA · iShares MSCI EAFE ETFEWZ · iShares MSCI Brazil ETFFXI · iShares China Large-Cap ETFGDX · VanEck Gold Miners ETF

Technology

AAPL · Apple Inc.ADBE · Adobe Inc.AI · C3.ai, Inc.AMAT · Applied Materials, Inc.AMD · Advanced Micro Device…APP · AppLovin CorporationARM · Arm Holdings plc Amer…ASML · ASML Holding N.V.

Financial Services

AFRM · Affirm Holdings, Inc.ALL · The Allstate CorporationALLY · Ally Financial Inc.AXP · American Express CompanyBAC · Bank of America CorporationBLK · BlackRock, Inc.BX · Blackstone Inc.C · Citigroup Inc.

Industrials

AAL · American Airlines Gro…BA · The Boeing CompanyCAT · Caterpillar Inc.CMI · Cummins Inc.DAL · Delta Air Lines, Inc.DE · Deere & CompanyEMR · Emerson Electric Co.ETN · Eaton Corporation plc

Energy

BKR · Baker Hughes CompanyCCJ · Cameco CorporationCOP · ConocoPhillipsCVX · Chevron CorporationDVN · Devon Energy CorporationENPH · Enphase Energy, Inc.EOG · EOG Resources, Inc.ET · Energy Transfer LP