LI ボラティリティ 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.34.5%
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スプレッド
+3.3pt
ユニバース内パーセンタイルWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
54
自己履歴パーセンタイルWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 日分記録済み
Cboe delayed options data · 基準日時： 12:41 UTC · これらの算出方法
IVタームストラクチャー
上場している各限月のアット・ザ・マネーインプライドボラティリティを、残存日数でプロットしたものです。
| 満期日 | DTE | ATM IV | 25Δ スキューThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | インプライドムーブ |
|---|---|---|---|---|
| Sep 04, 2026 | 0 | 33.5% | +4.4pt | ±1.5% |
| Sep 11, 2026 | 7 | 38.5% | -0.8pt | ±4.6% |
| Sep 18, 2026 | 14 | 45.4% | -5.4pt | ±7.4% |
| Sep 25, 2026 | 21 | 38.8% | +14.4pt | ±7.7% |
| Oct 02, 2026 | 28 | 34.0% | -1.2pt | ±7.7% |
| Oct 09, 2026 | 35 | 35.3% | +55.1pt | ±8.9% |
| Oct 16, 2026 | 42 | 40.0% | -2.4pt | ±11.0% |
| Oct 23, 2026 | 49 | 60.1% | +19.1pt | ±17.8% |
| Dec 18, 2026 | 105 | 47.1% | -9.0pt | ±20.0% |
| Jan 15, 2027 | 133 | 45.3% | -2.6pt | ±21.8% |
| Mar 19, 2027 | 196 | 49.7% | -25.4pt | ±28.9% |
| Jan 21, 2028 | 504 | 51.8% | -5.6pt | ±49.3% |
ボラティリティスマイル — Sep 18, 2026
ストライク別インプライドボラティリティ。プット側（左側が高い）への傾きがスキューです：下値保護が上値よりも高く織り込まれています。
コールプット
インプライドと実現の比較、日次記録
IV30HV20