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Li Auto Inc LI

CONSUMER CYCLICAL · AUTO MANUFACTURERS
i

Market dataready · fetched 2026-10-16T00:17:31.960Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:31.304444+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$0.07$1.01$1.95$2.89$3.84$9.16$10.27$11.39$12.51$13.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LI spot · $11.48LI PRICE$0.17$0.23$0.30$0.37$0.44$0.53$0.64$0.74$0.84$0.95$1.18$1.42$1.67$0.22$0.30$0.37$0.45$0.59$0.73$0.88$1.02$1.17$1.33$1.48$1.64$3.56
PutsExpensive1.16×
CallsExpensive1.09×
SkewBearish+5.03 pp
Implied moveBearish±$1.51
TiltBearish18.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.1845.8%16.3%10.2348.1%12.8%
25Δ12.8445.4%13.9%10.4948.2%11.2%
30Δ12.5945.7%12.3%10.7448.3%9.7%
35Δ12.3446.0%10.8%10.9948.4%8.1%
40Δ12.0946.3%9.2%11.2349.7%7.3%
45Δ11.8746.5%8.0%11.4751.0%6.5%
50Δ11.6546.5%7.0%11.7152.3%5.6%
55Δ11.4446.6%6.1%11.9553.6%4.8%
60Δ11.2246.6%5.1%12.1952.8%4.0%
65Δ11.0146.7%4.1%12.4351.3%3.3%
70Δ10.7149.4%3.6%12.6849.9%2.5%
75Δ10.4052.2%3.0%12.9248.4%1.7%
80Δ10.0955.0%2.4%14.8181.8%2.0%

20Δ

Calls
Pseudo strike
13.18
IV
45.8%
B/E move
16.3%
Puts
Pseudo strike
10.23
IV
48.1%
B/E move
12.8%

25Δ

Calls
Pseudo strike
12.84
IV
45.4%
B/E move
13.9%
Puts
Pseudo strike
10.49
IV
48.2%
B/E move
11.2%

30Δ

Calls
Pseudo strike
12.59
IV
45.7%
B/E move
12.3%
Puts
Pseudo strike
10.74
IV
48.3%
B/E move
9.7%

35Δ

Calls
Pseudo strike
12.34
IV
46.0%
B/E move
10.8%
Puts
Pseudo strike
10.99
IV
48.4%
B/E move
8.1%

40Δ

Calls
Pseudo strike
12.09
IV
46.3%
B/E move
9.2%
Puts
Pseudo strike
11.23
IV
49.7%
B/E move
7.3%

45Δ

Calls
Pseudo strike
11.87
IV
46.5%
B/E move
8.0%
Puts
Pseudo strike
11.47
IV
51.0%
B/E move
6.5%

50Δ

Calls
Pseudo strike
11.65
IV
46.5%
B/E move
7.0%
Puts
Pseudo strike
11.71
IV
52.3%
B/E move
5.6%

55Δ

Calls
Pseudo strike
11.44
IV
46.6%
B/E move
6.1%
Puts
Pseudo strike
11.95
IV
53.6%
B/E move
4.8%

60Δ

Calls
Pseudo strike
11.22
IV
46.6%
B/E move
5.1%
Puts
Pseudo strike
12.19
IV
52.8%
B/E move
4.0%

65Δ

Calls
Pseudo strike
11.01
IV
46.7%
B/E move
4.1%
Puts
Pseudo strike
12.43
IV
51.3%
B/E move
3.3%

70Δ

Calls
Pseudo strike
10.71
IV
49.4%
B/E move
3.6%
Puts
Pseudo strike
12.68
IV
49.9%
B/E move
2.5%

75Δ

Calls
Pseudo strike
10.40
IV
52.2%
B/E move
3.0%
Puts
Pseudo strike
12.92
IV
48.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
10.09
IV
55.0%
B/E move
2.4%
Puts
Pseudo strike
14.81
IV
81.8%
B/E move
2.0%