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LILi Auto Inc. American Depositary Shares

Options Analysis Report
Market Cap $12.0B|NASDAQ
● 2026-08-31$12.23
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y -49.9%YTD -29.1%7D -2.0%
4,153
30D
±11.9%
6%

LI Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

4.7VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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LI Gamma Walls

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Value

Is IV priced right?

4.6
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks3/9 checks passed
≤35%

IV Rank 71.8% — elevated vs history

<1.05x

IV/HV 1.39x — IV premium over HV

Sector Relative≤50%

Sector percentile 68% — above sector median

<1.1x

Front/Back 0.85x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 46.2% — normal range

<80%

Effective IV 88.5% (ATM 46.2% + spread 21.1% + bias) — expensive

<3.0%

Total drag 24.37% (spread 21.14% + slippage 3.23%) — high friction

≥5.0

Vega efficiency 0.51 (vega 1.088 / spread 21.14%) — spread drag

Sentiment

Bullish or bearish?

5.0
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBearish - Moderate signal (Conviction: -14%, Raw: -16%)
|net sentiment| ≥25%

Conviction-weighted: -14% (bearish) — Raw: -16%

≥15%

|OI skew| 24.4% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +0.7%, OI skew +24.4% — weak (same direction)

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -3%, ATM: -6%, OTM: -42% — neutral (ITM/ATM aligned)

Sector Relative≤40% or ≥60%

Sector P/C percentile 54% — neutral vs sector

Activity

Unusual activity?

3.8
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 0.9x avg — normal

≥15%

Vol/OI 2.2% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +4.5% (5d) — building

Sector Relative≥60%

Sector activity percentile 55% — neutral vs sector

≥30%

Large trade volume 23% — mixed

≥60%

Aggressive execution 12% — patient

≥30

Conviction -14 (bearish) — mixed

Liquidity

Can I trade efficiently?

3.2
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks3/8 checks passed
≤5.0%

Spread 21.1% — wide

≥10,000

OI 184,769 — deep

≥500

Volume 4,153/day — adequate

≤$0.50

$1.06 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 82% — much wider than sector

≥100 contracts

Depth 394.6 contracts (bid:252.7 ask:141.9) — adequate

<1.0%

Avg slippage 3.23% — poor

Timing

Is now a good time?

6.9
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed
|slope| ≥5%

Slope -14.9% — contango

<30 or >70

IV percentile 72% — seller opportunity

≥10pts kink

IV kink -6.0pts — no clear event

<0.5 or >2.0

θ/ν ratio 50.60 — favors income trades

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow -14% @ 57% consistency — unclear

≥40 composite score

Score 53 (ITM 20% + inst 23%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls4.9
bullishIV fair, mixed flow
Long Puts4.9
bearishIV fair, mixed flow
Premium Sellers
Cash-Secured Put5.0
bullishIV fair, mixed flow
Covered Call5.0
bearishIV fair, mixed flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

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