Li Auto Inc. (LI)
NASDAQ: LI
· Real-Time Price · USD
23.80
0.15 (0.63%)
At close: Sep 08, 2025, 3:59 PM
23.80
0.00%
After-hours: Sep 08, 2025, 04:35 PM EDT
LI Delta Exposure By Expiry
The total Delta Exposure (DEX) for LI across all expirations shows -629,951.46 net shares that market makers must hedge, with 928,604.56 from calls and 1,558,556.02 from puts. The put-call delta ratio of 1.68 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
LI DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 12, 25 | 17,303.6 | -15,308.66 | 1,994.94 | 0.88 |
| Sep 19, 25 | 157,368.86 | -524,564.04 | -367,195.18 | 3.33 |
| Sep 26, 25 | 13,433.95 | -11,866.19 | 1,567.76 | 0.88 |
| Oct 3, 25 | 7,641.07 | -2,716.33 | 4,924.74 | 0.36 |
| Oct 10, 25 | 4,360.69 | -715.1 | 3,645.59 | 0.16 |
| Oct 17, 25 | 174,727.34 | -122,902.78 | 51,824.56 | 0.70 |
| Oct 24, 25 | 35.48 | -146.84 | -111.36 | 4.14 |
| Dec 19, 25 | 87,611.66 | -157,801.36 | -70,189.7 | 1.80 |
| Jan 16, 26 | 288,673.73 | -524,113.59 | -235,439.86 | 1.82 |
| Mar 20, 26 | 45,312.07 | -74,714.63 | -29,402.56 | 1.65 |
| Jun 18, 26 | 31,165.43 | -77,921.6 | -46,756.17 | 2.50 |
| Jan 15, 27 | 100,970.68 | -45,784.9 | 55,185.78 | 0.45 |