LI · Li Auto Inc.

Track LI — free Ask ALVIS about LI

$12.12 -0.26 (-2.06%) At close · Jul 24

Market Cap

$12.62B

1.04B

Options Chain

15-min delayed Underlying $12.12 · today Options Calculator

Positioning

Jul 31, 2026 · 5 days to expiry · 74 contracts

Put / call OI

0.32

Call-heavy positioning

Open interest

6,867

contracts outstanding

Volume

470

traded today

Max pain

$12.00

$0.12 below spot

ATM implied vol

54.5%

market's expected move

Open interest by strike · near the money

Calls Puts

7.5

8.5

9.5

10.5

11.5

12.5

13.5

14.5

15.5

16.5

17.5

18.5

19.5

20.5

21.5

22.5

23.5

24.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Jul 31 5d Aug 7 12d Aug 14 19d Aug 21 26d Aug 28 33d Sep 4 40d Sep 18 54d Dec 18 145d Jan 15 173d Mar 19 236d Jan 21 544d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
1	2	611.1%	0.871	$5.39		—	—	—	—	0
Call · $7 In the money Last $5.39 Breakeven $12.39 Implied vol 611.1% Delta 0.871 ≈87% ITM Gamma 0.024 Theta -0.186 Vega 0.003 Open interest 1 Model this call Put · $7 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	351.7%	0.916	—		—	—	—	—	0
Call · $7.5 In the money Last — Breakeven — Implied vol 351.7% Delta 0.916 ≈92% ITM Gamma 0.031 Theta -0.078 Vega 0.002 Open interest 0 Model this call Put · $7.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
3	3	—	—	$4.16		—	—	—	—	0
Call · $8 In the money Last $4.16 Breakeven $12.16 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $8 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	2	313.3%	0.876	$3.70		—	—	—	—	0
Call · $8.5 In the money Last $3.70 Breakeven $12.20 Implied vol 313.3% Delta 0.876 ≈88% ITM Gamma 0.046 Theta -0.092 Vega 0.003 Open interest 1 Model this call Put · $8.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	2	—	—	$3.84		—	-0.198	431.1%	—	0
Call · $9 In the money Last $3.84 Breakeven $12.84 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $9 Last — Breakeven — Implied vol 431.1% Delta -0.198 ≈20% ITM Gamma 0.045 Theta -0.171 Vega 0.004 Open interest 0 Model this put
1	2	345.6%	0.792	$3.30		$0.08	-0.067	150.4%	2	21
Call · $9.5 In the money Last $3.30 Breakeven $12.80 Implied vol 345.6% Delta 0.792 ≈79% ITM Gamma 0.058 Theta -0.142 Vega 0.004 Open interest 1 Model this call Put · $9.5 Last $0.08 Breakeven $9.42 Implied vol 150.4% Delta -0.067 ≈7% ITM Gamma 0.061 Theta -0.028 Vega 0.002 Open interest 21 Model this put
3	2	96.6%	0.963	$2.48		$0.10	-0.06	114%	12	27
Call · $10 In the money Last $2.48 Breakeven $12.48 Implied vol 96.6% Delta 0.963 ≈96% ITM Gamma 0.058 Theta -0.012 Vega 0.001 Open interest 3 Model this call Put · $10 Last $0.10 Breakeven $9.90 Implied vol 114% Delta -0.06 ≈6% ITM Gamma 0.074 Theta -0.019 Vega 0.002 Open interest 27 Model this put
2	19	116.9%	0.875	$1.79		$0.04	-0.153	132.1%	2	3
Call · $10.5 In the money Last $1.79 Breakeven $12.29 Implied vol 116.9% Delta 0.875 ≈88% ITM Gamma 0.125 Theta -0.035 Vega 0.004 Open interest 2 Model this call Put · $10.5 Last $0.04 Breakeven $10.46 Implied vol 132.1% Delta -0.153 ≈15% ITM Gamma 0.125 Theta -0.044 Vega 0.004 Open interest 3 Model this put
1	47	56.6%	0.941	$1.28		$0.07	-0.158	90.2%	57	118
Call · $11 In the money Last $1.28 Breakeven $12.28 Implied vol 56.6% Delta 0.941 ≈94% ITM Gamma 0.146 Theta -0.011 Vega 0.001 Open interest 1 Model this call Put · $11 Last $0.07 Breakeven $10.93 Implied vol 90.2% Delta -0.158 ≈16% ITM Gamma 0.188 Theta -0.031 Vega 0.004 Open interest 118 Model this put
260	1	80%	0.741	$0.87		$0.10	-0.209	62.5%	30	130
Call · $11.5 In the money Last $0.87 Breakeven $12.37 Implied vol 80% Delta 0.741 ≈74% ITM Gamma 0.284 Theta -0.038 Vega 0.005 Open interest 260 Model this call Put · $11.5 Last $0.10 Breakeven $11.40 Implied vol 62.5% Delta -0.209 ≈21% ITM Gamma 0.326 Theta -0.026 Vega 0.004 Open interest 130 Model this put
229	43	51%	0.604	$0.40		$0.26	-0.406	58%	17	1.2k
Call · $12 In the money Last $0.40 Breakeven $12.40 Implied vol 51% Delta 0.604 ≈60% ITM Gamma 0.53 Theta -0.029 Vega 0.006 Open interest 229 Model this call Put · $12 Last $0.26 Breakeven $11.74 Implied vol 58% Delta -0.406 ≈41% ITM Gamma 0.47 Theta -0.032 Vega 0.006 Open interest 1.2k Model this put
Underlying $12.12
152	31	53.8%	0.348	$0.18		$0.57	-0.631	62.5%	4	82
Call · $12.5 Last $0.18 Breakeven $12.68 Implied vol 53.8% Delta 0.348 ≈35% ITM Gamma 0.485 Theta -0.029 Vega 0.005 Open interest 152 Model this call Put · $12.5 In the money Last $0.57 Breakeven $11.93 Implied vol 62.5% Delta -0.631 ≈63% ITM Gamma 0.432 Theta -0.033 Vega 0.005 Open interest 82 Model this put
1.6k	33	58.6%	0.179	$0.07		$0.86	-0.702	95.7%	2	34
Call · $13 Last $0.07 Breakeven $13.07 Implied vol 58.6% Delta 0.179 ≈18% ITM Gamma 0.312 Theta -0.022 Vega 0.004 Open interest 1.6k Model this call Put · $13 In the money Last $0.86 Breakeven $12.14 Implied vol 95.7% Delta -0.702 ≈70% ITM Gamma 0.255 Theta -0.046 Vega 0.005 Open interest 34 Model this put
644	14	63.1%	0.085	$0.04		$1.36	-0.617	210.1%	20	4
Call · $13.5 Last $0.04 Breakeven $13.54 Implied vol 63.1% Delta 0.085 ≈9% ITM Gamma 0.174 Theta -0.014 Vega 0.003 Open interest 644 Model this call Put · $13.5 In the money Last $1.36 Breakeven $12.14 Implied vol 210.1% Delta -0.617 ≈62% ITM Gamma 0.129 Theta -0.114 Vega 0.005 Open interest 4 Model this put
2.3k	14	70.1%	0.048	$0.03		$1.86	-0.902	88.9%	45	9
Call · $14 Last $0.03 Breakeven $14.03 Implied vol 70.1% Delta 0.048 ≈5% ITM Gamma 0.099 Theta -0.01 Vega 0.002 Open interest 2.3k Model this call Put · $14 In the money Last $1.86 Breakeven $12.14 Implied vol 88.9% Delta -0.902 ≈90% ITM Gamma 0.138 Theta -0.021 Vega 0.003 Open interest 9 Model this put
45	2	115.1%	0.11	$0.24		$2.33	-0.931	98.5%	5	4
Call · $14.5 Last $0.24 Breakeven $14.74 Implied vol 115.1% Delta 0.11 ≈11% ITM Gamma 0.114 Theta -0.031 Vega 0.003 Open interest 45 Model this call Put · $14.5 In the money Last $2.33 Breakeven $12.17 Implied vol 98.5% Delta -0.931 ≈93% ITM Gamma 0.098 Theta -0.018 Vega 0.002 Open interest 4 Model this put
20	1	101%	0.043	$0.04		$2.64	-0.804	183.8%	3	2
Call · $15 Last $0.04 Breakeven $15.04 Implied vol 101% Delta 0.043 ≈4% ITM Gamma 0.063 Theta -0.013 Vega 0.002 Open interest 20 Model this call Put · $15 In the money Last $2.64 Breakeven $12.36 Implied vol 183.8% Delta -0.804 ≈80% ITM Gamma 0.105 Theta -0.071 Vega 0.004 Open interest 2 Model this put
22	6	250.1%	0.25	$0.04		$3.14	-0.69	305.2%	3	3
Call · $15.5 Last $0.04 Breakeven $15.54 Implied vol 250.1% Delta 0.25 ≈25% ITM Gamma 0.089 Theta -0.114 Vega 0.004 Open interest 22 Model this call Put · $15.5 In the money Last $3.14 Breakeven $12.36 Implied vol 305.2% Delta -0.69 ≈69% ITM Gamma 0.081 Theta -0.153 Vega 0.006 Open interest 3 Model this put
5	4	161%	0.085	$0.04		$3.78	-0.867	190.1%	1	0
Call · $16 Last $0.04 Breakeven $16.04 Implied vol 161% Delta 0.085 ≈9% ITM Gamma 0.068 Theta -0.036 Vega 0.003 Open interest 5 Model this call Put · $16 In the money Last $3.78 Breakeven $12.22 Implied vol 190.1% Delta -0.867 ≈87% ITM Gamma 0.08 Theta -0.057 Vega 0.003 Open interest 0 Model this put
3	2	145.2%	0.043	$0.09		—	-0.863	212.6%	—	0
Call · $16.5 Last $0.09 Breakeven $16.59 Implied vol 145.2% Delta 0.043 ≈4% ITM Gamma 0.044 Theta -0.019 Vega 0.002 Open interest 3 Model this call Put · $16.5 In the money Last — Breakeven — Implied vol 212.6% Delta -0.863 ≈86% ITM Gamma 0.073 Theta -0.065 Vega 0.003 Open interest 0 Model this put
0	—	180.2%	0.07	—		$4.73	—	—	7	1
Call · $17 Last — Breakeven — Implied vol 180.2% Delta 0.07 ≈7% ITM Gamma 0.052 Theta -0.034 Vega 0.002 Open interest 0 Model this call Put · $17 In the money Last $4.73 Breakeven $12.27 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	—	294.3%	0.189	—		$5.47	-0.814	292.1%	1	0
Call · $17.5 Last — Breakeven — Implied vol 294.3% Delta 0.189 ≈19% ITM Gamma 0.065 Theta -0.114 Vega 0.004 Open interest 0 Model this call Put · $17.5 In the money Last $5.47 Breakeven $12.03 Implied vol 292.1% Delta -0.814 ≈81% ITM Gamma 0.065 Theta -0.111 Vega 0.004 Open interest 0 Model this put
0	—	340.3%	0.219	—		$5.88	-0.89	243.8%	2	1
Call · $18 Last — Breakeven — Implied vol 340.3% Delta 0.219 ≈22% ITM Gamma 0.061 Theta -0.143 Vega 0.005 Open interest 0 Model this call Put · $18 In the money Last $5.88 Breakeven $12.12 Implied vol 243.8% Delta -0.89 ≈89% ITM Gamma 0.054 Theta -0.064 Vega 0.003 Open interest 1 Model this put
0	—	—	—	—		$6.35	-0.96	195.7%	4	5
Call · $18.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $18.5 In the money Last $6.35 Breakeven $12.15 Implied vol 195.7% Delta -0.96 ≈96% ITM Gamma 0.032 Theta -0.023 Vega 0.002 Open interest 5 Model this put
0	—	—	—	—		$6.75	—	—	2	3
Call · $19 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $19 In the money Last $6.75 Breakeven $12.25 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
0	—	—	—	—		$7.34	-0.848	327.9%	2	0
Call · $19.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $19.5 In the money Last $7.34 Breakeven $12.16 Implied vol 327.9% Delta -0.848 ≈85% ITM Gamma 0.05 Theta -0.108 Vega 0.003 Open interest 0 Model this put
0	—	—	—	—		$7.90	-0.949	240.6%	3	2
Call · $20 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $20 In the money Last $7.90 Breakeven $12.10 Implied vol 240.6% Delta -0.949 ≈95% ITM Gamma 0.031 Theta -0.034 Vega 0.002 Open interest 2 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $20.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $20.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	-0.966	239.5%	—	0
Call · $21 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $21 In the money Last — Breakeven — Implied vol 239.5% Delta -0.966 ≈97% ITM Gamma 0.023 Theta -0.024 Vega 0.001 Open interest 0 Model this put
0	—	—	—	—		—	-0.79	455.2%	—	0
Call · $21.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $21.5 In the money Last — Breakeven — Implied vol 455.2% Delta -0.79 ≈79% ITM Gamma 0.045 Theta -0.186 Vega 0.005 Open interest 0 Model this put
1	1	235.5%	0.021	$0.22		$9.94	—	—	2	2
Call · $22 Last $0.22 Breakeven $22.22 Implied vol 235.5% Delta 0.021 ≈2% ITM Gamma 0.015 Theta -0.017 Vega 0.001 Open interest 1 Model this call Put · $22 In the money Last $9.94 Breakeven $12.06 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
0	—	—	—	—		$10.08	-0.896	360.9%	2	2
Call · $22.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $22.5 In the money Last $10.08 Breakeven $12.42 Implied vol 360.9% Delta -0.896 ≈90% ITM Gamma 0.035 Theta -0.092 Vega 0.003 Open interest 2 Model this put
0	—	—	—	—		$9.80	-0.836	437.4%	2	1
Call · $23 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $23 In the money Last $9.80 Breakeven $13.20 Implied vol 437.4% Delta -0.836 ≈84% ITM Gamma 0.039 Theta -0.152 Vega 0.003 Open interest 1 Model this put
0	—	—	—	—		$11.17	-0.899	379.6%	2	0
Call · $23.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $23.5 In the money Last $11.17 Breakeven $12.33 Implied vol 379.6% Delta -0.899 ≈90% ITM Gamma 0.033 Theta -0.094 Vega 0.002 Open interest 0 Model this put
0	—	—	—	—		$11.85	-0.853	440.9%	1	0
Call · $24 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $24 In the money Last $11.85 Breakeven $12.15 Implied vol 440.9% Delta -0.853 ≈85% ITM Gamma 0.036 Theta -0.142 Vega 0.003 Open interest 0 Model this put
0	—	—	—	—		$12.20	-0.937	345.4%	4	1
Call · $24.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $24.5 In the money Last $12.20 Breakeven $12.30 Implied vol 345.4% Delta -0.937 ≈94% ITM Gamma 0.025 Theta -0.059 Vega 0.002 Open interest 1 Model this put
0	—	—	—	—		$12.90	-0.986	266.2%	2	0
Call · $25 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $25 In the money Last $12.90 Breakeven $12.10 Implied vol 266.2% Delta -0.986 ≈99% ITM Gamma 0.01 Theta -0.012 Vega 0 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. The 23 strikes around the money are shown by default — switch to "All 37" for the wings. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1791706 CUSIP 50202M102 13F (30d) 25 filings 25 filers Visit website Investor relations