LI (Li Auto Inc. American Depositary Shares)

Expected Move & Straddle Price History

The expected move for LI is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

Current LI Expected Move
30-Day Straddle
$1.41
7-Day Straddle
$0.64
Avg IV
0.8%
IV Rank
28%
Implied one-standard-deviation move through the next 30 days. Compare to LI's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
LI Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260724 $1.41 $0.64 0.8% 28%
20260723 $1.84 $0.76 0.8% 33%
20260722 $1.61 $0.82 0.9% 50%
20260721 $1.67 $0.92 0.8% 30%
20260720 $1.65 $0.60 0.8% 40%
20260716 $1.51 $0.77 0.8% 26%
20260715 $1.56 $0.85 0.9% 61%
20260714 $1.80 $0.96 0.8% 42%
20260713 $1.58 $0.63 0.8% 43%
20260710 $1.39 $0.69 1.0% 82%
20260709 $1.43 $0.76 0.9% 68%
20260708 $1.60 $0.84 1.1% 98%
20260707 $1.52 $0.82 0.9% 68%
20260706 $1.58 $0.61 0.9% 55%
20260702 $1.49 $0.73 0.9% 72%
20260701 $1.56 $0.85 0.9% 72%
20260630 $1.48 $0.91 1.0% 81%
20260629 $1.50 $0.57 0.9% 69%
20260626 $1.21 $0.80 1.1% 99%
20260625 $1.48 $0.67 0.9% 69%
20260624 $1.37 $0.76 0.8% 37%
20260623 $1.36 $0.88 1.0% 77%
20260622 $1.48 $0.74 0.8% 37%
20260618 $1.54 $0.78 0.8% 42%
20260617 $1.54 $0.82 0.8% 43%
20260616 $1.50 $1.06 0.7% 14%
20260615 $1.61 $0.64 0.8% 25%
20260613 $1.67 $0.85 0.9% 52%
20260612 $1.69 $0.75 0.9% 55%
20260611 $1.56 $0.90 0.9% 69%
20260610 $1.48 $0.85 0.8% 44%
20260609 $1.63 $0.89 0.8% 31%
20260608 $1.62 $0.57 0.7% 23%
20260605 $1.40 $0.69 0.8% 37%
20260604 $1.42 $0.82 0.7% 23%
20260603 $1.60 $0.89 0.8% 40%
20260602 $1.60 $0.94 0.7% 25%
20260601 $1.57 $0.54 0.7% 19%
20260529 $1.35 $0.70 1.0% 73%
20260528 $1.52 $0.79 0.9% 51%
20260527 $2.08 $1.42 0.9% 62%
20260526 $2.06 $1.40 0.8% 46%
20260510 $2.67 $0.93 0.7% 23%
20260508 $1.99 $0.93 0.7% 14%
20260507 $2.31 $1.04 0.8% 37%
20260506 $1.99 $1.03 0.7% 18%
20260505 $1.86 $0.97 0.7% 13%
20260504 $1.90 $0.66 0.7% 21%
20260502 $1.82 $0.75 0.8% 39%
20260501 $1.80 $0.74 0.8% 37%
20260430 $1.89 $0.89 0.8% 34%
20260429 $1.95 $0.97 0.8% 32%
20260428 $1.88 $0.83 0.8% 27%
20260427 $2.12 $0.60 0.7% 17%
20260424 $1.83 $0.87 0.8% 26%
20260423 $1.89 $0.95 0.8% 28%
20260422 $1.69 $1.01 0.7% 20%
20260421 $1.91 $1.10 0.7% 19%
20260420 $2.13 $0.74 0.7% 8%
20260417 $1.50 $1.09 0.9% 42%