LI volatilidade 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.46.2%
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.39.8%
HV6039.5%
Spread IV − HV20
+6.4pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
65
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dias registrados
Cboe delayed options data · em 03:39 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 41.8% | -0.8pt | ±3.9% |
| Oct 30, 2026 | 11 | 49.8% | -8.3pt | ±7.1% |
| Nov 06, 2026 | 18 | 47.0% | -7.0pt | ±8.5% |
| Nov 13, 2026 | 25 | 47.8% | -2.8pt | ±10.2% |
| Nov 20, 2026 | 32 | 45.7% | +12.5pt | ±11.0% |
| Nov 27, 2026 | 39 | 42.8% | -8.9pt | ±11.3% |
| Dec 18, 2026 | 60 | 45.0% | +4.8pt | ±14.6% |
| Jan 15, 2027 | 88 | 50.8% | +4.0pt | ±19.8% |
| Mar 19, 2027 | 151 | 47.2% | +6.8pt | ±24.1% |
| Jun 17, 2027 | 241 | 52.9% | +1.4pt | ±33.8% |
| Jan 21, 2028 | 459 | 42.5% | -9.1pt | ±37.6% |
Sorriso de volatilidade — Oct 30, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20