IntraAlpha
Create free account Start free

Li Auto Inc LI

CONSUMER CYCLICAL · AUTO MANUFACTURERS
i

Market dataready · fetched 2026-10-15T20:32:57.810Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:32:17.008312147Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:32:57.284247+00:00

Share price$11.51
1D+1.4%
AH$11.29$11.36$11.44$11.52$11.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLI
Sold putSold callAH

Li Auto Inc options

Live interpolated LI call and put midpoint premiums by absolute delta.Li Auto Inc$0.07$0.50$0.92$1.35$1.77$10.04$10.66$11.28$11.90$12.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $11.51OPTION PRICELive LI spot · $11.51LI PRICE$0.12$0.12$0.13$0.14$0.15$0.16$0.17$0.24$0.36$0.47$0.58$0.70$0.81$0.21$0.20$0.20$0.20$0.19$0.19$0.25$0.42$0.59$0.76$0.93$1.10$1.65
PutsExpensive4.81×
CallsExpensive2.20×
SkewBearish+77.23 pp
Implied moveBearish±$0.42
TiltBearish24.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.18234.1%15.5%9.49400.1%19.4%
25Δ12.91208.0%13.3%9.84343.7%16.2%
30Δ12.65182.0%11.0%10.20287.3%13.1%
35Δ12.38155.9%8.8%10.56230.8%10.0%
40Δ12.12129.9%6.6%10.91174.4%6.9%
45Δ11.86103.8%4.4%11.27118.0%3.8%
50Δ11.5977.8%2.2%11.5689.2%1.7%
55Δ11.4274.4%1.3%11.74111.4%1.7%
60Δ11.2983.6%1.2%11.92133.6%1.6%
65Δ11.1692.9%1.0%12.10155.8%1.5%
70Δ11.03102.2%0.9%12.27178.0%1.5%
75Δ10.90111.5%0.8%12.45200.2%1.4%
80Δ10.77120.8%0.6%13.00258.6%1.4%

20Δ

Calls
Pseudo strike
13.18
IV
234.1%
B/E move
15.5%
Puts
Pseudo strike
9.49
IV
400.1%
B/E move
19.4%

25Δ

Calls
Pseudo strike
12.91
IV
208.0%
B/E move
13.3%
Puts
Pseudo strike
9.84
IV
343.7%
B/E move
16.2%

30Δ

Calls
Pseudo strike
12.65
IV
182.0%
B/E move
11.0%
Puts
Pseudo strike
10.20
IV
287.3%
B/E move
13.1%

35Δ

Calls
Pseudo strike
12.38
IV
155.9%
B/E move
8.8%
Puts
Pseudo strike
10.56
IV
230.8%
B/E move
10.0%

40Δ

Calls
Pseudo strike
12.12
IV
129.9%
B/E move
6.6%
Puts
Pseudo strike
10.91
IV
174.4%
B/E move
6.9%

45Δ

Calls
Pseudo strike
11.86
IV
103.8%
B/E move
4.4%
Puts
Pseudo strike
11.27
IV
118.0%
B/E move
3.8%

50Δ

Calls
Pseudo strike
11.59
IV
77.8%
B/E move
2.2%
Puts
Pseudo strike
11.56
IV
89.2%
B/E move
1.7%

55Δ

Calls
Pseudo strike
11.42
IV
74.4%
B/E move
1.3%
Puts
Pseudo strike
11.74
IV
111.4%
B/E move
1.7%

60Δ

Calls
Pseudo strike
11.29
IV
83.6%
B/E move
1.2%
Puts
Pseudo strike
11.92
IV
133.6%
B/E move
1.6%

65Δ

Calls
Pseudo strike
11.16
IV
92.9%
B/E move
1.0%
Puts
Pseudo strike
12.10
IV
155.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
11.03
IV
102.2%
B/E move
0.9%
Puts
Pseudo strike
12.27
IV
178.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
10.90
IV
111.5%
B/E move
0.8%
Puts
Pseudo strike
12.45
IV
200.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
10.77
IV
120.8%
B/E move
0.6%
Puts
Pseudo strike
13.00
IV
258.6%
B/E move
1.4%