LI volatilità 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
Percentile nell'universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
98
Percentile nella propria storiaWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 giorni registrati
Cboe delayed options data · aggiornato al 03:36 UTC · Come vengono calcolati
Struttura a termine della IV
Volatilità implicita at-the-money per ogni scadenza quotata, rappresentata in base ai giorni rimanenti.
| Scade | 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. | Movimento implicito |
|---|---|---|---|---|
| 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% |
Volatility smile — Sep 18, 2026
Volatilità implicita per strike. L'inclinazione verso i put (lato sinistro più alto) è lo skew: la protezione al ribasso ha un prezzo più elevato rispetto al rialzo.
callput
Implicita vs realizzata, registro giornaliero
IV30HV20