Closed
⌘K
Sign in Sign up

Li Auto Inc LI 11.92 0.34 2.94%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.507
Put Call Ratio (OI)
0.698
Put Call Ratio (Vol)
1.16
IV Rank
21.1
IV Percentile
55.3
Max pain
11

Gamma exposure (2026-11-05)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-33.1
33.1
View values by strike
LI · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
3.00 5.85 -39.8
4.00 8.2 -25
5.00 123 -3.64 K
6.00 40.4 -38.7
6.50 60.5 0
7.00 19.7 -1.01 K
7.50 20.3 0
8.00 473 -3.13 K
8.50 12.2 -55.3
9.00 383 -12.1 K
9.50 20.8 -169
10.00 8.72 K -310 K
10.50 93.1 -9.77 K
11.00 57.2 K -248 K
11.50 98.4 K -39.5 K
12.00 242 K -79.5 K
12.50 44.6 K -560
13.00 214 K -140 K
13.50 2.33 K -93.6
14.00 82.8 K -34.9 K
14.50 564 -168
15.00 74.6 K -61.6 K
15.50 11.2 -11.8
16.00 21.3 K -1.25 K
17.00 19.5 K -27.7 K
18.00 10.7 K -2.21 K
19.00 792 0
20.00 28.6 K -2.06 K
21.00 586 0
22.00 11.5 K -541
23.00 662 0
24.00 4.86 K 0
25.00 26.8 K -1.65 K
26.00 35.4 0
27.00 8.21 K 0
30.00 8.45 K 0
32.00 8.28 K 0
35.00 7.88 K 0
37.00 377 0
40.00 798 0
42.00 233 0
45.00 3.99 K 0