LI Moves

Li Auto Inc LI 11.92 0.34 2.94%

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Expected move

November 05, 2026 close · $11.92

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.1% ±$0.25	$11.67 – $12.17	$11.62 – $12.22	$11.38 – $12.46
2 sessions	±2.9% ±$0.35	$11.57 – $12.27	$11.50 – $12.34	$11.17 – $12.67
3 sessions	±3.7% ±$0.44	$11.48 – $12.36	$11.40 – $12.44	$10.98 – $12.86
1 week	±4.7% ±$0.56	$11.36 – $12.48	$11.24 – $12.60	$10.73 – $13.11
2 weeks	±6.6% ±$0.78	$11.14 – $12.70	$10.95 – $12.89	$10.25 – $13.59
3 weeks Earnings	±9.6% ±$1.15	$10.77 – $13.07	$10.50 – $13.34	$9.51 – $14.33
1 month Earnings	±11.0% ±$1.31	$10.61 – $13.23	$10.29 – $13.55	$9.17 – $14.67

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. LI reports in 14 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±8.25%

Average actual move

4.26%

Beyond the implied move

1 / 6

Median IV change

-26.50%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 26, 2026	±6.52%	-1.06%	0.16×	—
May 28, 2026	±6.46%	-1.52%	0.24×	—
August 28, 2025	±8.76%	+2.92%	0.33×	66.6% → 47.7%
May 29, 2025	±8.26%	+2.11%	0.26×	67.7% → 47.8%
March 14, 2025	±8.50%	-4.39%	0.52×	79.5% → 59.9%
October 31, 2024	±11.01%	-13.58%	1.23×	102.2% → 77.8%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →