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
$1.61
7-Day Straddle
$0.93
Avg IV
0.7%
IV Rank
25%
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
20260609 $1.61 $0.93 0.7% 25%
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%
20260416 $1.93 $0.77 0.8% 34%
20260415 $1.90 $0.61 0.8% 28%
20260414 $1.89 $1.15 0.7% 21%
20260413 $1.95 $0.76 0.8% 28%
20260410 $1.86 $0.94 0.7% 10%
20260409 $1.89 $0.98 0.8% 27%
20260408 $1.94 $1.07 0.8% 25%
20260407 $2.11 $1.16 0.7% 8%
20260406 $2.51 $0.75 0.7% 22%
20260402 $1.84 $0.83 0.7% 12%
20260401 $1.77 $0.89 0.8% 23%
20260331 $1.98 $1.11 0.7% 19%
20260330 $1.95 $0.78 0.7% 12%
20260327 $1.85 $0.85 0.8% 33%
20260326 $1.69 $0.62 0.8% 28%
20260325 $1.64 $0.98 0.7% 20%
20260324 $1.82 $0.99 0.7% 20%
20260323 $1.88 $0.69 0.7% 18%
20260320 $1.67 $0.68 0.7% 16%
20260319 $1.66 $0.99 0.7% 17%
20260318 $1.77 $1.03 0.8% 32%
20260317 $1.86 $1.06 0.8% 32%
20260316 $2.02 $0.83 0.7% 18%
20260313 $1.68 $0.86 0.8% 27%
20260312 $1.79 $1.12 0.7% 16%
20260311 $1.71 $1.58 0.8% 28%
20260310 $2.33 $1.81 0.8% 36%
20260309 $2.32 $1.39 0.8% 35%
20260308 $2.29 $1.39 0.8% 25%
20260306 $1.64 $1.42 0.7% 20%
20260305 $1.85 $1.40 0.8% 37%