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 ±15.4% (94.69–129.04) · ATM IV 41.3% · P/C open interest 0.29
| 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 | |
| 50.60 | 54.50 | 13 | 72.8% | 1.00 | 0.0004 | 0.000 | 60 | 0 | 0.0500 | 22 | 51.7% | -0.00 | 0.0004 | -0.002 | ||
| 46.70 | 48.70 | 5 | 59.7% | 0.99 | 0.0006 | 0.000 | 65 | 0 | 0.2800 | 14 | 56.5% | -0.01 | 0.0006 | -0.003 | ||
| 41.55 | 43.80 | 98 | 48.9% | 0.99 | 0.0011 | 0.000 | 70 | 0.0300 | 0.3400 | 14 | 575 | 51.8% | -0.01 | 0.0011 | -0.004 | |
| 36.80 | 38.90 | 22 | 47.6% | 0.98 | 0.0019 | -0.002 | 75 | 0.0500 | 0.2000 | 105 | 42.5% | -0.02 | 0.0019 | -0.006 | ||
| 32.30 | 33.75 | 1 | 143 | 44.3% | 0.97 | 0.0032 | -0.006 | 80 | 0.1200 | 0.4200 | 213 | 41.6% | -0.03 | 0.0033 | -0.010 | |
| 27.60 | 28.90 | 30 | 41.0% | 0.94 | 0.0054 | -0.013 | 85 | 0.5100 | 0.5900 | 1 | 813 | 40.9% | -0.06 | 0.0054 | -0.015 | |
| 23.15 | 24.15 | 31 | 38.9% | 0.90 | 0.0082 | -0.021 | 90 | 1.00 | 1.09 | 17 | 3,052 | 40.5% | -0.10 | 0.0083 | -0.023 | |
| 19.45 | 19.90 | 297 | 40.5% | 0.84 | 0.0113 | -0.030 | 95 | 1.84 | 1.97 | 8 | 1,128 | 40.7% | -0.16 | 0.0115 | -0.032 | |
| 14.95 | 16.10 | 53 | 1,533 | 37.8% | 0.77 | 0.0143 | -0.039 | 100 | 3.05 | 3.25 | 47 | 4,462 | 40.7% | -0.23 | 0.0146 | -0.041 |
| 12.40 | 13.00 | 1,490 | 40.7% | 0.68 | 0.0167 | -0.047 | 105 | 4.80 | 5.05 | 28 | 4,971 | 41.1% | -0.32 | 0.0170 | -0.049 | |
| 9.85 | 10.15 | 62 | 697 | 41.2% | 0.59 | 0.0180 | -0.052 | 110 | 7.05 | 7.30 | 269 | 4,847 | 41.4% | -0.41 | 0.0184 | -0.054 |
| 7.65 | 7.95 | 382 | 1,535 | 41.9% | 0.50 | 0.0183 | -0.054 | 115 | 9.80 | 10.05 | 7 | 2,589 | 41.9% | -0.51 | 0.0188 | -0.056 |
| 5.90 | 6.15 | 430 | 4,692 | 42.5% | 0.42 | 0.0176 | -0.054 | 120 | 12.80 | 13.30 | 5 | 2,116 | 41.9% | -0.59 | 0.0183 | -0.056 |
| 4.55 | 4.80 | 272 | 3,080 | 43.3% | 0.35 | 0.0164 | -0.052 | 125 | 16.50 | 17.00 | 3 | 1,603 | 43.0% | -0.67 | 0.0171 | -0.053 |
| 3.50 | 3.70 | 3,668 | 6,407 | 44.1% | 0.28 | 0.0147 | -0.049 | 130 | 20.50 | 21.00 | 13 | 1,083 | 43.9% | -0.74 | 0.0156 | -0.050 |
| 2.72 | 2.88 | 40 | 2,173 | 45.0% | 0.23 | 0.0129 | -0.044 | 135 | 24.55 | 25.35 | 1 | 487 | 44.6% | -0.79 | 0.0139 | -0.046 |
| 2.13 | 2.29 | 43 | 13.9K | 46.0% | 0.19 | 0.0112 | -0.040 | 140 | 29.15 | 29.65 | 504 | 45.5% | -0.84 | 0.0122 | -0.041 | |
| 1.59 | 1.79 | 31 | 1,847 | 46.6% | 0.15 | 0.0096 | -0.036 | 145 | 33.80 | 34.45 | 1 | 223 | 47.7% | -0.87 | 0.0106 | -0.037 |
| 1.35 | 1.43 | 74 | 7,640 | 48.0% | 0.12 | 0.0082 | -0.032 | 150 | 37.55 | 39.70 | 3 | 120 | 46.4% | -0.90 | 0.0092 | -0.033 |
| 1.00 | 1.20 | 110 | 2,457 | 48.8% | 0.10 | 0.0070 | -0.028 | 155 | 42.60 | 44.10 | 1 | 178 | 45.4% | -0.93 | 0.0082 | -0.028 |
| 0.8600 | 0.9400 | 228 | 60.6K | 49.9% | 0.09 | 0.0060 | -0.025 | 160 | 46.75 | 48.85 | 66 | -0.95 | 0.0072 | -0.024 | ||
| 0.4400 | 0.7800 | 134 | 2,924 | 49.0% | 0.07 | 0.0051 | -0.022 | 165 | 51.20 | 54.90 | 12 | 15 | -0.97 | 0.0064 | -0.027 | |
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs