Li Auto Inc. (LI)
LI Daily Gamma Exposure
Current Gamma Exposure (GEX) is -28.32K, which is 297% below the 3M average of 14.35K. Over this period, GEX peaked at 34.98K on Jul 18, 2025 and bottomed at -31.64K on Aug 11, 2025, showing a shift between positive and negative gamma regimes. The exposure has been decreasing recently, indicating reduced hedging flows that may amplify price swings. Today's put-call gamma ratio of 1.22 is elevated versus the recent average of 1.02, suggesting increased put hedging. High GEX volatility (±18.53K) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 15, 2025 | 130,989.47 | -159,312.46 | -28,322.99 | 1.22 |
Aug 14, 2025 | 119,223.54 | -149,952.72 | -30,729.18 | 1.26 |
Aug 13, 2025 | 127,398.72 | -144,945.4 | -17,546.68 | 1.14 |
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