BABA option chain Alibaba Group Holding Limited
Cboe delayed options data · as of 00:33 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±11.1% (99.49–124.24) · ATM IV 39.7% · P/C open interest 0.28
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 50.30 | 54.20 | 6 | 79.3% | 1.00 | 0.0004 | 0.000 | 60 | 0 | 0.0500 | 220 | 68.8% | -0.00 | 0.0004 | -0.003 | ||
| 45.50 | 49.25 | 2 | 74.5% | 1.00 | 0.0006 | 0.000 | 65 | 0 | 0.4300 | 148 | 80.2% | -0.00 | 0.0006 | -0.004 | ||
| 41.55 | 43.80 | 15 | 80.7% | 0.99 | 0.0008 | 0.000 | 70 | 0.0100 | 0.0900 | 858 | 57.5% | -0.01 | 0.0008 | -0.004 | ||
| 36.60 | 39.30 | 10 | 77.4% | 0.99 | 0.0013 | 0.000 | 75 | 0.0300 | 0.1500 | 1 | 1,594 | 53.8% | -0.01 | 0.0013 | -0.005 | |
| 31.45 | 33.30 | 40 | 46.7% | 0.99 | 0.0020 | -0.002 | 80 | 0.0700 | 0.1500 | 2 | 2,352 | 47.5% | -0.01 | 0.0020 | -0.007 | |
| 27.40 | 28.35 | 79 | 54.7% | 0.98 | 0.0035 | -0.006 | 85 | 0.1400 | 0.2000 | 70 | 3,374 | 43.0% | -0.03 | 0.0036 | -0.011 | |
| 21.95 | 23.35 | 85 | 40.0% | 0.95 | 0.0064 | -0.014 | 90 | 0.1000 | 0.4000 | 107 | 1,341 | 38.1% | -0.05 | 0.0065 | -0.018 | |
| 17.80 | 18.90 | 1,723 | 43.0% | 0.91 | 0.0112 | -0.026 | 95 | 0.5600 | 0.7700 | 853 | 2,958 | 38.3% | -0.10 | 0.0113 | -0.029 | |
| 13.65 | 14.00 | 12 | 5,228 | 38.1% | 0.83 | 0.0171 | -0.041 | 100 | 1.42 | 1.55 | 205 | 10.3K | 38.5% | -0.18 | 0.0173 | -0.044 |
| 10.05 | 10.60 | 9 | 931 | 39.3% | 0.72 | 0.0223 | -0.057 | 105 | 2.77 | 2.94 | 592 | 6,605 | 38.8% | -0.29 | 0.0226 | -0.059 |
| 7.25 | 7.50 | 79 | 3,118 | 39.6% | 0.59 | 0.0251 | -0.067 | 110 | 4.90 | 5.10 | 1,246 | 7,249 | 39.8% | -0.41 | 0.0255 | -0.069 |
| 5.10 | 5.25 | 389 | 3,326 | 40.6% | 0.47 | 0.0252 | -0.070 | 115 | 7.55 | 7.90 | 276 | 4,497 | 40.3% | -0.54 | 0.0257 | -0.071 |
| 3.50 | 3.70 | 174 | 5,336 | 41.8% | 0.35 | 0.0230 | -0.068 | 120 | 10.85 | 11.35 | 45 | 8,575 | 41.0% | -0.66 | 0.0237 | -0.068 |
| 2.39 | 2.51 | 425 | 14.6K | 42.8% | 0.26 | 0.0196 | -0.061 | 125 | 14.80 | 15.25 | 19 | 1,563 | 42.2% | -0.75 | 0.0204 | -0.061 |
| 1.63 | 1.74 | 663 | 14.6K | 44.0% | 0.19 | 0.0160 | -0.053 | 130 | 19.05 | 19.55 | 18 | 2,467 | 43.4% | -0.82 | 0.0168 | -0.053 |
| 1.15 | 1.24 | 3,689 | 11.7K | 45.6% | 0.14 | 0.0127 | -0.045 | 135 | 23.45 | 24.15 | 1 | 1,931 | 44.2% | -0.87 | 0.0135 | -0.044 |
| 0.8100 | 0.9000 | 595 | 26.2K | 47.2% | 0.11 | 0.0100 | -0.038 | 140 | 28.00 | 29.05 | 1 | 890 | 45.6% | -0.91 | 0.0108 | -0.036 |
| 0.6100 | 0.6900 | 57 | 25.7K | 49.2% | 0.08 | 0.0079 | -0.032 | 145 | 32.80 | 33.90 | 1 | 318 | 46.7% | -0.94 | 0.0088 | -0.028 |
| 0.4600 | 0.5100 | 1,255 | 9,356 | 50.8% | 0.06 | 0.0062 | -0.027 | 150 | 37.70 | 38.70 | 398 | -0.96 | 0.0078 | -0.028 | ||
| 0.3400 | 0.4600 | 194 | 6,130 | 53.2% | 0.05 | 0.0050 | -0.023 | 155 | 42.35 | 44.20 | 34 | 53.1% | -0.98 | 0.0064 | -0.024 | |
| 0.2600 | 0.3300 | 344 | 58.4K | 54.3% | 0.04 | 0.0040 | -0.020 | 160 | 46.10 | 50.05 | 70 | -0.99 | 0.0043 | -0.026 | ||
| 0.2000 | 0.2500 | 14 | 2,790 | 55.5% | 0.03 | 0.0032 | -0.017 | 165 | 51.90 | 54.45 | 16 | 1 | -0.99 | 0.0026 | -0.021 | |
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs