Li Auto Inc. (LI)
LI Daily Gamma Exposure
Current Gamma Exposure (GEX) is -27.24K, which is 301% below the 3M average of 13.53K. 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 stable recently, indicating steady positioning. Today's put-call gamma ratio of 1.20 is elevated versus the recent average of 1.05, suggesting increased put hedging. High GEX volatility (±19.22K) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 18, 2025 | 136,719.1 | -163,957.19 | -27,238.09 | 1.20 |
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 |
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