LI · Expected Move
Li Auto Inc. American Depositary Shares
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).
LI straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current LI Expected Move
30-Day Straddle
$1.24
7-Day Straddle
$0.52
30-Day ATM IV
46.0%
IV Rank
11%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $1.24 | $0.52 | 46.0% | 11% |
| 20261023 | $1.27 | $0.52 | 47.6% | 15% |
| 20261022 | $1.42 | $0.66 | 53.0% | 26% |
| 20261021 | $1.30 | $0.68 | 49.8% | 19% |
| 20261020 | $1.29 | $0.71 | 47.4% | 14% |
| 20261019 | $1.25 | $0.43 | 46.1% | 12% |
| 20261016 | $1.18 | $0.60 | 43.2% | 6% |
| 20261015 | $1.12 | $0.62 | 44.5% | 8% |
| 20261014 | $1.16 | $0.71 | 43.5% | 6% |
| 20261013 | $1.25 | $0.79 | 46.3% | 12% |
| 20261012 | $1.20 | $0.52 | 44.4% | 8% |
| 20261009 | $1.13 | $0.52 | 43.7% | 7% |
| 20261008 | $1.12 | $0.57 | 45.6% | 11% |
| 20261007 | $1.17 | $0.53 | 46.6% | 13% |
| 20261006 | $0.96 | $0.67 | 40.3% | 0% |
| 20261005 | $1.17 | $0.49 | 44.8% | 9% |
| 20261002 | $1.13 | $0.51 | 48.1% | 16% |
| 20261001 | $1.26 | $0.47 | 49.3% | 18% |
| 20260930 | $1.23 | $0.78 | 45.0% | 9% |
| 20260929 | $1.26 | $0.66 | 45.3% | 10% |
| 20260928 | $1.25 | $0.48 | 42.6% | 4% |
| 20260925 | $0.99 | $0.56 | 42.1% | 3% |
| 20260924 | $1.12 | $0.58 | 56.9% | 33% |
| 20260923 | $1.25 | $0.80 | 44.8% | 9% |
| 20260922 | $1.25 | $0.70 | 45.6% | 11% |
| 20260921 | $1.18 | $0.52 | 43.9% | 7% |
| 20260918 | $1.07 | $0.71 | 41.2% | 1% |
| 20260917 | $1.10 | $1.06 | 45.2% | 10% |
| 20260916 | $1.27 | $0.92 | 46.3% | 12% |
| 20260915 | $1.23 | $0.79 | 43.6% | 6% |
| 20260914 | $1.08 | $0.59 | 41.1% | 1% |
| 20260911 | $1.14 | $0.55 | 42.7% | 5% |
| 20260910 | $1.09 | $0.47 | 44.4% | 8% |
| 20260909 | $1.30 | $0.71 | 47.8% | 15% |
| 20260908 | $1.23 | $0.79 | 42.0% | 4% |
| 20260904 | $2.12 | $0.62 | 64.2% | 48% |
| 20260903 | $0.93 | $0.55 | 44.2% | 8% |
| 20260902 | $2.12 | $0.44 | 76.9% | 74% |
| 20260901 | $1.29 | $0.67 | 45.0% | 10% |
| 20260831 | $1.16 | $0.47 | 52.7% | 25% |
| 20260828 | $1.09 | $0.68 | 49.7% | 19% |
| 20260827 | $1.06 | $0.71 | 40.5% | 0% |
| 20260826 | $1.29 | $0.77 | 45.5% | 11% |
| 20260825 | $1.29 | $1.12 | 50.1% | 20% |
| 20260824 | $1.72 | $0.95 | 56.5% | 33% |
| 20260821 | $1.45 | $0.93 | 50.0% | 20% |
| 20260820 | $1.20 | $1.01 | 43.6% | 7% |
| 20260819 | $1.36 | $1.24 | 48.7% | 17% |
| 20260818 | $1.21 | $0.98 | 44.8% | 9% |
| 20260817 | $1.39 | $0.37 | 48.5% | 17% |
| 20260814 | $2.06 | $0.56 | 43.6% | 7% |
| 20260813 | $1.32 | $0.71 | 48.7% | 18% |
| 20260812 | $1.43 | $0.85 | 50.4% | 21% |
| 20260811 | $1.25 | $1.61 | 49.9% | 20% |
| 20260810 | $1.65 | $0.46 | 53.3% | 27% |
| 20260807 | — | — | 48.3% | 17% |
| 20260806 | $1.52 | $0.63 | 53.4% | 27% |
| 20260805 | $1.54 | $0.68 | 52.1% | 24% |
| 20260804 | $1.51 | $0.61 | 54.5% | 29% |
| 20260803 | $1.73 | $0.60 | 54.5% | 29% |
More on LI
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.