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Li Auto Inc LI

CONSUMER CYCLICAL · AUTO MANUFACTURERS
i

Market dataready · fetched 2026-10-15T21:01:45.076Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:59:46.714239017Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:01:43.786369+00:00

Share price$11.48
1D+1.5%
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$0.08$0.42$0.75$1.09$1.42$10.06$10.68$11.30$11.91$12.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $11.48OPTION PRICELive LI spot · $11.48LI PRICE$0.12$0.13$0.13$0.14$0.15$0.16$0.19$0.31$0.43$0.54$0.66$0.78$0.90$0.21$0.20$0.20$0.20$0.20$0.19$0.19$0.33$0.50$0.68$0.85$1.02$1.32
PutsExpensive4.58×
CallsExpensive2.30×
SkewBearish+62.80 pp
Implied moveBalanced±$0.38
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.15237.2%15.5%9.45406.8%19.5%
25Δ12.86209.3%13.1%9.78353.1%16.6%
30Δ12.58181.4%10.8%10.11299.4%13.7%
35Δ12.30153.5%8.4%10.45245.7%10.7%
40Δ12.02125.6%6.0%10.78192.0%7.8%
45Δ11.7397.7%3.6%11.11138.3%4.9%
50Δ11.4876.9%1.6%11.4484.6%2.0%
55Δ11.3488.9%1.5%11.6592.9%1.4%
60Δ11.21100.9%1.4%11.83114.4%1.4%
65Δ11.07113.0%1.2%12.01135.9%1.3%
70Δ10.94125.0%1.1%12.18157.3%1.2%
75Δ10.81137.1%0.9%12.36178.8%1.2%
80Δ10.67149.1%0.8%12.67212.9%1.1%

20Δ

Calls
Pseudo strike
13.15
IV
237.2%
B/E move
15.5%
Puts
Pseudo strike
9.45
IV
406.8%
B/E move
19.5%

25Δ

Calls
Pseudo strike
12.86
IV
209.3%
B/E move
13.1%
Puts
Pseudo strike
9.78
IV
353.1%
B/E move
16.6%

30Δ

Calls
Pseudo strike
12.58
IV
181.4%
B/E move
10.8%
Puts
Pseudo strike
10.11
IV
299.4%
B/E move
13.7%

35Δ

Calls
Pseudo strike
12.30
IV
153.5%
B/E move
8.4%
Puts
Pseudo strike
10.45
IV
245.7%
B/E move
10.7%

40Δ

Calls
Pseudo strike
12.02
IV
125.6%
B/E move
6.0%
Puts
Pseudo strike
10.78
IV
192.0%
B/E move
7.8%

45Δ

Calls
Pseudo strike
11.73
IV
97.7%
B/E move
3.6%
Puts
Pseudo strike
11.11
IV
138.3%
B/E move
4.9%

50Δ

Calls
Pseudo strike
11.48
IV
76.9%
B/E move
1.6%
Puts
Pseudo strike
11.44
IV
84.6%
B/E move
2.0%

55Δ

Calls
Pseudo strike
11.34
IV
88.9%
B/E move
1.5%
Puts
Pseudo strike
11.65
IV
92.9%
B/E move
1.4%

60Δ

Calls
Pseudo strike
11.21
IV
100.9%
B/E move
1.4%
Puts
Pseudo strike
11.83
IV
114.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
11.07
IV
113.0%
B/E move
1.2%
Puts
Pseudo strike
12.01
IV
135.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
10.94
IV
125.0%
B/E move
1.1%
Puts
Pseudo strike
12.18
IV
157.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
10.81
IV
137.1%
B/E move
0.9%
Puts
Pseudo strike
12.36
IV
178.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
10.67
IV
149.1%
B/E move
0.8%
Puts
Pseudo strike
12.67
IV
212.9%
B/E move
1.1%