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.46.3%
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.43.8%
HV6039.7%
Diferencial IV − HV20
+2.5pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
65
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.
28/60 días registrados
Cboe delayed options data · a fecha de 18:39 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 |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 47.8% | -4.0pt | ±4.4% |
| Oct 30, 2026 | 11 | 43.6% | -0.9pt | ±6.3% |
| Nov 06, 2026 | 18 | 45.3% | -1.3pt | ±8.2% |
| Nov 13, 2026 | 25 | 46.4% | -1.2pt | ±9.8% |
| Nov 20, 2026 | 32 | 46.2% | -1.2pt | ±11.0% |
| Nov 27, 2026 | 39 | 46.2% | -0.4pt | ±12.1% |
| Dec 18, 2026 | 60 | 45.9% | -2.1pt | ±14.9% |
| Jan 15, 2027 | 88 | 46.8% | -1.3pt | ±18.3% |
| Mar 19, 2027 | 151 | 47.2% | -0.4pt | ±24.2% |
| Jun 17, 2027 | 241 | 50.1% | -0.4pt | ±32.2% |
| Jan 21, 2028 | 459 | 52.4% | +1.6pt | ±45.0% |
Sonrisa de volatilidad — Oct 30, 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