Li Auto Inc. (LI)
NASDAQ: LI
· Real-Time Price · USD
24.80
-1.03 (-3.99%)
At close: Oct 03, 2025, 3:59 PM
24.78
-0.08%
After-hours: Oct 03, 2025, 07:57 PM EDT
LI Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for LI across all expirations is 502,281.86 shares per 1% move, with 632,290.69 from calls and 130,008.83 from puts. The put-call GEX ratio of 0.21 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
LI GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 10, 25 | 208,875.28 | -13,542.52 | 195,332.76 | 0.06 |
| Oct 17, 25 | 248,706.26 | -36,646.98 | 212,059.28 | 0.15 |
| Oct 24, 25 | 10,415.73 | -3,274.92 | 7,140.81 | 0.31 |
| Oct 31, 25 | 25,958.4 | -3,077.94 | 22,880.46 | 0.12 |
| Nov 7, 25 | 9,659.04 | -150.15 | 9,508.89 | 0.02 |
| Nov 14, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 20,134.06 | -2,151.03 | 17,983.03 | 0.11 |
| Dec 19, 25 | 30,071.32 | -18,783.37 | 11,287.95 | 0.62 |
| Jan 16, 26 | 50,293.39 | -37,750.31 | 12,543.08 | 0.75 |
| Mar 20, 26 | 13,046.77 | -6,520.36 | 6,526.41 | 0.50 |
| Jun 18, 26 | 4,219.87 | -5,481.78 | -1,261.91 | 1.30 |
| Jan 15, 27 | 10,827.84 | -2,571.37 | 8,256.47 | 0.24 |
| Jan 21, 28 | 82.73 | -58.1 | 24.63 | 0.70 |