Li Auto Inc. (LI) Options History
Historical options analytics archive for LI with monthly max pain, implied volatility, gamma exposure, and put/call data.
83 months of complete options data available.
LI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LI. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 43.6% | 14.0% | $12.00 | -$671.8K | $14.2M | 1.06 |
| 2026-08 | 20 | 50.1% | 33.8% | $14.00 | -$676.7K | $22.0M | 0.92 |
| 2026-07 | 21 | 54.6% | 47.3% | $12.00 | $332.3K | -$3.6M | 2.09 |
| 2026-06 | 16 | 48.7% | 29.5% | $14.00 | -$132.9K | $20.4M | 1.45 |
| 2026-05 | 18 | 51.9% | 39.2% | $16.00 | -$1.5M | $58.3M | 0.47 |
| 2026-04 | 19 | 46.0% | 16.7% | $17.00 | $689.6K | -$1.7M | 0.41 |
This archive aggregates LI's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how LI option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 43.6%, a month-end max-pain strike around $12.00, an average put/call ratio of 1.06.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
Frequently asked LI history questions
- How much options history is available for LI?
- This archive holds 83 months of LI options analytics, spanning 2007-01 through 2026-09. Each entry is a monthly rollup of LI's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the LI archive.
- What data does each monthly LI aggregate contain?
- Every monthly row summarizes that month of LI option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 43.6%, an average IV rank of 14.0%, a month-end max-pain strike around $12.00, an average put/call ratio of 1.06.
- How is the LI options-history archive built and how often does it update?
- The archive is derived from LI's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how LI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.