LI volatilidad 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%
HV6036.4%
Diferencial IV − HV20
+42.5pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
96
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 15:36 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | DTE | ATM IV | 25Δ 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. | Movimiento implícito |
|---|---|---|---|---|
| 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% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20