BABA Optionskette Alibaba Group Holding Limited
Jede Zeile entspricht einem Strike. Die linke Hälfte zeigt den Call, die rechte den Put. Geld-/Briefkurs sind die aktuellen Quotes von Käufern und Verkäufern; Volumen sind die in dieser Sitzung gehandelten Kontrakte; Open Interest sind die offenen Kontrakte. Die hervorgehobene Zeile liegt dem Aktienkurs am nächsten.
Dieser Verfallstermin preist einen Move von etwa ±13.4% (94.22–123.28) · ATM IV 41.1% · P/C Open Interest 0.70
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Geldkurs | Fragen | 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 | Geldkurs | Fragen | Vol | OI | IV | Δ | Γ | Θ | |
| 53.40 | 55.25 | 2 | 88.1% | 1.00 | 0.0003 | 0.000 | 55 | 0 | 0.2100 | 4,220 | 76.2% | -0.00 | 0.0003 | -0.002 | ||
| 48.60 | 50.25 | 13 | 80.8% | 1.00 | 0.0004 | 0.000 | 60 | 0 | 0.2200 | 234 | 67.8% | -0.00 | 0.0004 | -0.002 | ||
| 43.55 | 45.30 | 2 | 69.8% | 0.99 | 0.0007 | 0.000 | 65 | 0.0100 | 0.0600 | 2 | 460 | 51.6% | -0.01 | 0.0007 | -0.003 | |
| 38.85 | 40.30 | 1 | 64 | 64.8% | 0.99 | 0.0012 | 0.000 | 70 | 0.0100 | 0.1200 | 2 | 734 | 48.4% | -0.01 | 0.0012 | -0.004 |
| 33.70 | 36.05 | 57 | 62.4% | 0.98 | 0.0021 | -0.003 | 75 | 0.1000 | 0.3300 | 2,739 | 49.9% | -0.02 | 0.0021 | -0.007 | ||
| 29.15 | 30.50 | 150 | 51.9% | 0.97 | 0.0038 | -0.008 | 80 | 0.2100 | 0.2900 | 10 | 1,361 | 43.6% | -0.03 | 0.0038 | -0.012 | |
| 24.45 | 26.45 | 247 | 52.5% | 0.94 | 0.0064 | -0.016 | 85 | 0.5000 | 0.5800 | 91 | 3,510 | 42.9% | -0.06 | 0.0065 | -0.019 | |
| 20.05 | 20.45 | 594 | 40.6% | 0.89 | 0.0101 | -0.026 | 90 | 1.01 | 1.10 | 71 | 12.1K | 42.1% | -0.11 | 0.0102 | -0.029 | |
| 15.95 | 16.35 | 2 | 852 | 40.6% | 0.82 | 0.0142 | -0.037 | 95 | 1.88 | 1.99 | 50 | 6,007 | 41.7% | -0.18 | 0.0144 | -0.040 |
| 12.35 | 12.70 | 102 | 28.9K | 40.4% | 0.73 | 0.0181 | -0.048 | 100 | 3.20 | 3.35 | 657 | 34.4K | 41.4% | -0.27 | 0.0184 | -0.050 |
| 9.25 | 9.55 | 48 | 4,648 | 40.5% | 0.63 | 0.0208 | -0.056 | 105 | 5.05 | 5.25 | 288 | 9,757 | 41.2% | -0.37 | 0.0212 | -0.057 |
| 6.80 | 7.00 | 182 | 8,782 | 40.7% | 0.52 | 0.0220 | -0.059 | 110 | 7.50 | 7.75 | 89 | 19.3K | 41.4% | -0.49 | 0.0225 | -0.061 |
| 4.90 | 5.05 | 539 | 5,085 | 41.1% | 0.42 | 0.0214 | -0.059 | 115 | 10.55 | 10.85 | 94 | 6,574 | 41.7% | -0.59 | 0.0222 | -0.060 |
| 3.45 | 3.60 | 161 | 14.8K | 41.5% | 0.32 | 0.0196 | -0.054 | 120 | 14.10 | 14.40 | 71 | 11.1K | 42.1% | -0.69 | 0.0204 | -0.055 |
| 2.41 | 2.58 | 208 | 6,741 | 42.2% | 0.25 | 0.0170 | -0.048 | 125 | 18.00 | 18.45 | 1 | 3,122 | 42.7% | -0.77 | 0.0180 | -0.049 |
| 1.68 | 1.80 | 351 | 16.0K | 42.8% | 0.18 | 0.0141 | -0.041 | 130 | 22.40 | 22.75 | 8 | 8,273 | 43.9% | -0.84 | 0.0153 | -0.042 |
| 1.17 | 1.25 | 48 | 9,652 | 43.4% | 0.14 | 0.0114 | -0.035 | 135 | 26.70 | 27.25 | 200 | 3,479 | 43.1% | -0.89 | 0.0127 | -0.035 |
| 0.8100 | 0.9100 | 430 | 12.6K | 44.3% | 0.10 | 0.0091 | -0.029 | 140 | 30.45 | 32.05 | 1 | 4,478 | -0.93 | 0.0105 | -0.029 | |
| 0.5900 | 0.6400 | 69 | 9,887 | 45.2% | 0.08 | 0.0072 | -0.024 | 145 | 35.30 | 36.90 | 541 | -0.96 | 0.0086 | -0.024 | ||
| 0.4400 | 0.5000 | 79 | 13.2K | 46.6% | 0.06 | 0.0057 | -0.020 | 150 | 40.25 | 42.20 | 906 | -0.98 | 0.0072 | -0.019 | ||
| 0.3100 | 0.3700 | 12 | 16.9K | 47.3% | 0.05 | 0.0045 | -0.016 | 155 | 45.75 | 46.95 | 1 | 76 | -0.99 | 0.0042 | -0.015 | |
| 0.2200 | 0.3300 | 12 | 7,939 | 48.9% | 0.04 | 0.0036 | -0.014 | 160 | 50.30 | 52.15 | 5 | 100 | -1.00 | 0.0006 | -0.015 | |
Angezeigte Strikes: innerhalb von ±50 % des Basiswertpreises. Innerer Wert = max(0, Kurs − Strike) bei Calls, max(0, Strike − Kurs) bei Puts; Zeitwert = Optionspreis − innerer Wert. Greeks und IV gemäß Berechnung des Börsendatenfeeds.
Volatility Smile — Dec 18, 2026
Volatilitätsseite →Implizite Volatilität je Strike für diesen Verfallstermin. Out-of-the-money-Puts werden in der Regel mit höherer IV bepreist als Calls — der Skew.