LI Options
Li Auto Inc. Options Chain, Implied Volatility & Greeks
Comprehensive options market data for Li Auto Inc. (LI). Explore implied volatility patterns, options chain liquidity, gamma exposure levels, and key market metrics.
LI Options at a Glance
What's Covered in This Guide
1 About Li Auto Inc. (LI)
Li Auto Inc. trades on NASDAQ. Options on LI are actively traded by retail and institutional investors.
Company Profile
Key Dates
LI is an actively traded options name in the Electric Vehicles space.
2 LI Options Market Overview
LI options offer moderate liquidity for traders seeking exposure to Electric Vehicles.
Liquidity Assessment: Moderate
LI options provide moderate liquidity for most trading strategies.
3 LI Volatility Profile
LI implied volatility reflects market expectations for Li Auto Inc. price movement.
Earnings Impact
IV typically increases before earnings and contracts afterward (IV crush).
Historical Volatility vs IV
Compare IV to historical volatility to assess option pricing relative to realized moves.
Term Structure
Term structure varies with market conditions and upcoming events.
LI Gamma Exposure (GEX)
Gamma Exposure (GEX) analysis for LI shows how dealer hedging may impact price behavior.
Typical GEX Profile: GEX profile varies based on market conditions and option positioning.
Key Levels: Major put and call walls at round number strikes may act as support/resistance.
Dealer Hedging: Dealer hedging activity can influence price behavior at key gamma levels.
4 Common LI Options Strategies
These are strategies commonly used by traders on LI options, based on typical market characteristics. This is not investment advice.
Used by LI traders for directional exposure. Moderate liquidity supports efficient execution.
Used by LI traders for volatility exposure. Moderate liquidity supports efficient execution.
Used by LI traders for neutral exposure. Moderate liquidity supports efficient execution.
Used by LI traders for income exposure. Moderate liquidity supports efficient execution.
Used by LI traders for volatility exposure. Moderate liquidity supports efficient execution.
Key Considerations for LI Options
- LI options liquidity: Moderate - affects execution quality
- IV range: 25% - 60% - important for premium selling strategies
- Earnings events can significantly impact IV and option prices
- Consider position sizing based on underlying volatility
- Weekly options available for short-term strategies
- LEAPS available for longer-term positioning
Frequently Asked Questions: LI Options
What are LI options?
LI options are derivative contracts that give you the right to buy (call) or sell (put) Li Auto Inc. shares at a specific price before expiration.
How do I analyze LI implied volatility?
LI IV typically ranges from 25% - 35% during quiet periods to 48% - 60% around earnings and major events. Compare current IV to historical ranges to assess relative value.
What is the typical bid-ask spread for LI options?
LI options have moderate liquidity with typical spreads varying by strike and expiration. ATM options generally have tighter spreads.
When does LI report earnings?
Li Auto Inc. typically reports earnings quarterly. Check the earnings calendar for exact dates as IV tends to increase before announcements.
What strategies work best for LI options?
Popular LI strategies include vertical spreads, straddles, and iron condors. Strategy selection depends on market outlook and risk tolerance.
What is the best time to trade LI options?
The most liquid trading hours for LI options are typically during regular market hours (9:30 AM - 4:00 PM ET), with highest volume around market open and close.
How do I calculate LI option Greeks?
Use our free Options Calculator or Greeks Heatmap tool to calculate delta, gamma, theta, vega and other Greeks for LI options across all strikes and expirations.
What happens to LI options at expiration?
In-the-money LI options are typically auto-exercised at expiration. Out-of-the-money options expire worthless. Consider closing positions before expiration to avoid assignment risk.
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LI Analytics
LI Key Events
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