Li Auto Inc. (LI)
NASDAQ: LI
· Real-Time Price · USD
29.59
1.77 (6.36%)
At close: Jun 03, 2025, 3:35 PM
LI Gamma Exposure By Expiry
Gamma Exposure (GEX) for LI options representing the estimated dollar value of shares that option sellers must buy or sell to maintain delta neutrality for each 1% move in LI’s stock price by expiration.
LI GEX Table
Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Jun 6, 25 | 4.32K | -11.26K | -6.94K | 2.61 |
Jun 13, 25 | 1.54K | -781.47 | 754.19 | 0.51 |
Jun 20, 25 | 71.91K | -88.09K | -16.17K | 1.22 |
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