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
$1.14
7-Day Straddle
$0.55
Avg IV
0.9%
IV Rank
49%
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
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260911 | $1.14 | $0.55 | 0.9% | 49% |
| 20260910 | $1.09 | $0.47 | 0.8% | 28% |
| 20260909 | $1.30 | $0.71 | 0.9% | 62% |
| 20260908 | $1.23 | $0.79 | 0.7% | 11% |
| 20260904 | $2.12 | $0.62 | 0.8% | 45% |
| 20260903 | $0.93 | $0.55 | 0.8% | 44% |
| 20260902 | $2.12 | $0.44 | 1.0% | 76% |
| 20260901 | $1.29 | $0.67 | 0.7% | 14% |
| 20260831 | $1.16 | $0.47 | 0.8% | 35% |
| 20260828 | $1.09 | $0.68 | 0.9% | 71% |
| 20260827 | $1.06 | $0.71 | 0.8% | 46% |
| 20260826 | $1.29 | $0.77 | 0.8% | 24% |
| 20260825 | $1.29 | $1.12 | 1.0% | 92% |
| 20260824 | $1.72 | $0.95 | 0.8% | 34% |
| 20260821 | $1.45 | $0.93 | 0.9% | 69% |
| 20260820 | $1.20 | $1.01 | 1.0% | 76% |
| 20260819 | $1.36 | $1.24 | 1.0% | 87% |
| 20260818 | $1.21 | $0.98 | 1.0% | 78% |
| 20260817 | $1.39 | $0.37 | 0.9% | 64% |
| 20260814 | $2.06 | $0.56 | 0.9% | 72% |
| 20260813 | $1.32 | $0.71 | 0.7% | 20% |
| 20260812 | $1.43 | $0.85 | 0.9% | 60% |
| 20260811 | $1.25 | $1.61 | 0.9% | 70% |
| 20260810 | $1.65 | $0.46 | 0.8% | 26% |
| 20260806 | $1.52 | $0.63 | 0.9% | 52% |
| 20260805 | $1.54 | $0.68 | 0.9% | 60% |
| 20260804 | $1.51 | $0.61 | 0.9% | 69% |
| 20260803 | $1.73 | $0.60 | 0.8% | 30% |
| 20260731 | $1.52 | $0.73 | 0.9% | 63% |
| 20260730 | $1.67 | $0.74 | 0.8% | 48% |
| 20260729 | $1.68 | $0.90 | 1.0% | 86% |
| 20260728 | $1.46 | $0.79 | 0.9% | 68% |
| 20260727 | $1.69 | $0.54 | 0.9% | 56% |
| 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% |