LI · Options

Li Auto Inc. (LI) options chain & liquidity

Term structure, skew and the liquidity of the published chain.

$11.14

Volatility term structureATM IV by stored expiration. Earnings-containing expirations are marked; missing IV stays unavailable. Expiry spacing reflects DTE, not equal calendar spacing.

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2026-11-20: ATM IV: 47.05% 22 DTE · ATM strike $11.00 · No stored earnings marker Update time unavailable

Event / reference markers

Earnings expiry 2026-11-27: 29

Exact data table

Volatility term structure · full stored dataset, independent of graph range/toggles

ATM IV (%)	Context	Updated
47.05%	22 DTE · ATM strike $11.00 · No stored earnings marker	Update time unavailable
47.96%	29 DTE · ATM strike $11.00 · Contains earnings	Update time unavailable
46.475%	36 DTE · ATM strike $11.00 · No stored earnings marker	Update time unavailable
52.555%	50 DTE · ATM strike $11.00 · No stored earnings marker	Update time unavailable

Liquidity classification: POOR
Median bid-ask width: 109.1%
25-delta put IV: 39.8%
25-delta call IV: 54.4%
Downside skew: -12.3%

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Data provenance

Figures are from published, reviewed research as of Oct 29, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.