What does the LI options chain show right now?

As of Oct 14, 2026, Li Auto Inc. (LI) has 142.2K contracts outstanding and 1.6K traded today, with ATM IV of 44.1%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.

What expirations are available for LI options?

The nearest expiration is 30 days out, followed by 37 days. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.

How tight are LI options bid/ask spreads?

Average bid/ask spread across the chain is 22.79%. Wider spreads warrant conservative sizing; mid-market fills are unreliable for retail-size orders.

Li Auto Inc. (LI) Options Chain

The options chain displays all available contracts with end-of-day quotes, Greeks, volume, and open interest for each strike and expiration, and streams live quotes for traders who connect a broker. It is the primary tool for options trade selection.

Li Auto Inc. (LI) operates in the Consumer Cyclical sector, specifically the Auto - Manufacturers industry, with a market capitalization near $11.87B, listed on NASDAQ, employing roughly 30,728 people, carrying a beta of 0.49 to the broader market. Li Auto Inc. Led by Xiang Li, public since 2020-07-30.

Snapshot as of Oct 14, 2026.

Spot Price: $11.24
Total OI: 142.2K
Total Volume: 1.6K
Front Expiration: 30 days
Second Expiration: 37 days
ATM IV: 44.1%
Avg Bid/Ask Spread: 22.79%

As of Oct 14, 2026, Li Auto Inc. (LI) has 142.2K open contracts and 1.6K contracts traded. The nearest expiration is 30 days out, followed by 37 days. ATM implied volatility is 44.1%. Average bid/ask spread across the chain is 22.79%: wider spreads, size positions conservatively. The options chain aggregates every listed strike and expiration, letting traders evaluate skew, term structure, and liquidity in a single view.

How LI options chain Data Feeds Strategy Selection

Strategy selection on Li Auto Inc. options does not derive from any single metric in isolation. The options chain view above sits inside a broader read: ATM IV currently sits at 44.1% and dealer gamma exposure is negative, so dealer hedging amplifies directional moves. Combine the options chain data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the LI chain depth

The listed-expirations table below shows every expiration available for Li Auto Inc. options with its days-to-expiration count and ATM implied volatility. Front-month expirations carry the most volume, the highest gamma, and the tightest bid-ask spreads; longer-dated tenors carry less liquidity but more vega exposure. LI front expiration sits at 30 days - the typical hedging horizon for monthly options. The contango term-structure slope of 0.010 means longer-dated tenors price in proportionally more IV.

LI chain mechanics and execution

Options are listed at standardized strike intervals (typically $1 for sub-$25 underlyings, $2.50-$5 for mid-cap, $10-$50 for large-cap), and the deltas of each listed strike are determined by where IV lies relative to the strike's moneyness. Average bid/ask spread on the LI chain is 22.79% - a measure of liquidity. Tighter spreads on liquid strikes mean lower transaction costs; wider spreads on long-dated or far-OTM strikes mean execution drag can dominate the math. The chain table on the SPA side shows the full per-strike, per-expiration grid; this SSR page summarizes the listed expirations and the front-month context to anchor the structural read.

Using the LI chain to build structures

Strategy selection starts with the chain: directional theses use single-leg calls or puts, range-bound theses use credit spreads or iron condors, vol theses use straddles or strangles, calendar theses use diagonal spreads. LI's current 12.64% expected move anchors wing placement - structures with wings at the implied band collect the modal-outcome premium under lognormal assumptions. Cross-reference with the gamma-exposure profile to understand where dealer hedging will reinforce or fight your position, and with the volatility-skew chart to confirm the strikes you're trading sit at the IV levels your strategy assumes.

Learn how the options chain is reported and how to read the data →

LI listed expirations

Per-expiration ATM implied volatility for LI options. Each row is one listed expiration with its days-to-expiration count and ATM IV pulled from the same term-structure feed that powers the SPA's expiration filter. Front-month expirations carry the highest gamma, the tightest bid-ask spreads, and the most volume; longer-dated tenors carry less liquidity but more vega.

Expiration	DTE	ATM IV
Oct 16, 2026	2	51.3%
Oct 23, 2026	9	44.9%
Oct 30, 2026	16	43.3%
Nov 6, 2026	23	42.9%
Nov 13, 2026	30	44.1%
Nov 20, 2026	37	45.1%
Nov 27, 2026	44	45.6%
Dec 18, 2026	65	46.3%
Jan 15, 2027	93	45.1%
Mar 19, 2027	156	47.4%
Jan 21, 2028	464	51.2%
Jan 19, 2029	828	50.4%

Frequently asked LI options chain questions

What does the LI options chain show right now?: As of Oct 14, 2026, Li Auto Inc. (LI) has 142.2K contracts outstanding and 1.6K traded today, with ATM IV of 44.1%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.
What expirations are available for LI options?: The nearest expiration is 30 days out, followed by 37 days. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.
How tight are LI options bid/ask spreads?: Average bid/ask spread across the chain is 22.79%. Wider spreads warrant conservative sizing; mid-market fills are unreliable for retail-size orders.