BABA option chain Alibaba Group Holding Limited
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 ±20.2% (89.24–134.49) · ATM IV 41.8% · P/C open interest 0.86
| 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 | |
| 52.20 | 54.20 | 42 | 54.8% | 0.99 | 0.0009 | 0.000 | 60 | 0.0900 | 0.2300 | 1,869 | 50.3% | -0.01 | 0.0009 | -0.004 | ||
| 46.95 | 49.50 | 6 | 46.8% | 0.98 | 0.0013 | 0.000 | 65 | 0.1500 | 0.2700 | 3 | 344 | 46.5% | -0.02 | 0.0013 | -0.005 | |
| 42.65 | 44.50 | 310 | 47.6% | 0.98 | 0.0020 | 0.000 | 70 | 0.2800 | 0.4000 | 4 | 492 | 44.5% | -0.03 | 0.0020 | -0.006 | |
| 38.15 | 39.80 | 626 | 46.6% | 0.96 | 0.0030 | 0.000 | 75 | 0.4100 | 0.6700 | 1 | 312 | 42.6% | -0.04 | 0.0031 | -0.009 | |
| 33.50 | 35.10 | 6 | 611 | 43.4% | 0.94 | 0.0044 | -0.003 | 80 | 0.7700 | 0.9000 | 270 | 2,674 | 41.0% | -0.06 | 0.0045 | -0.013 |
| 29.50 | 30.55 | 345 | 43.0% | 0.90 | 0.0062 | -0.009 | 85 | 1.38 | 1.66 | 1 | 2,371 | 41.7% | -0.10 | 0.0063 | -0.017 | |
| 25.20 | 26.55 | 1 | 2,019 | 41.9% | 0.86 | 0.0081 | -0.016 | 90 | 2.17 | 2.49 | 40 | 9,001 | 41.0% | -0.14 | 0.0083 | -0.023 |
| 21.60 | 22.15 | 1,381 | 40.4% | 0.81 | 0.0100 | -0.022 | 95 | 3.20 | 3.50 | 31 | 9,387 | 40.1% | -0.20 | 0.0103 | -0.028 | |
| 18.10 | 19.15 | 120 | 2,749 | 41.1% | 0.74 | 0.0117 | -0.028 | 100 | 4.55 | 5.05 | 16 | 14.8K | 39.8% | -0.26 | 0.0120 | -0.033 |
| 15.25 | 15.60 | 7,298 | 40.4% | 0.67 | 0.0130 | -0.033 | 105 | 6.85 | 7.00 | 51 | 2,862 | 40.7% | -0.33 | 0.0134 | -0.036 | |
| 12.75 | 13.90 | 24 | 2,970 | 42.6% | 0.60 | 0.0138 | -0.036 | 110 | 9.20 | 9.40 | 292 | 5,425 | 41.0% | -0.41 | 0.0143 | -0.039 |
| 10.60 | 10.80 | 81 | 2,256 | 41.3% | 0.54 | 0.0141 | -0.038 | 115 | 11.95 | 12.20 | 8,961 | 41.4% | -0.48 | 0.0148 | -0.040 | |
| 8.75 | 9.20 | 76 | 13.7K | 42.3% | 0.47 | 0.0140 | -0.039 | 120 | 15.05 | 15.30 | 4 | 24.2K | 41.7% | -0.55 | 0.0148 | -0.040 |
| 7.20 | 7.35 | 790 | 6,945 | 42.0% | 0.41 | 0.0135 | -0.039 | 125 | 17.35 | 18.80 | 40 | 9,136 | 40.0% | -0.61 | 0.0144 | -0.039 |
| 5.90 | 6.00 | 2,666 | 9,617 | 42.4% | 0.35 | 0.0128 | -0.038 | 130 | 22.00 | 22.60 | 2 | 7,541 | 42.3% | -0.67 | 0.0138 | -0.037 |
| 4.80 | 5.00 | 40 | 9,890 | 42.8% | 0.30 | 0.0119 | -0.036 | 135 | 25.90 | 27.40 | 5,189 | 44.4% | -0.72 | 0.0130 | -0.034 | |
| 3.95 | 4.15 | 170 | 22.0K | 43.5% | 0.26 | 0.0109 | -0.034 | 140 | 29.80 | 30.75 | 17.3K | 42.3% | -0.77 | 0.0122 | -0.031 | |
| 3.05 | 3.45 | 3 | 5,754 | 43.5% | 0.22 | 0.0099 | -0.032 | 145 | 34.60 | 35.10 | 10.8K | 43.9% | -0.81 | 0.0112 | -0.028 | |
| 2.75 | 2.82 | 430 | 26.2K | 44.6% | 0.19 | 0.0089 | -0.030 | 150 | 39.10 | 39.65 | 1 | 13.0K | 44.5% | -0.85 | 0.0103 | -0.024 |
| 2.20 | 2.36 | 30 | 5,558 | 44.9% | 0.16 | 0.0080 | -0.027 | 155 | 43.25 | 44.30 | 1,276 | 43.2% | -0.88 | 0.0094 | -0.021 | |
| 1.87 | 1.98 | 211 | 5,846 | 45.6% | 0.14 | 0.0072 | -0.025 | 160 | 47.90 | 49.65 | 851 | 46.2% | -0.91 | 0.0085 | -0.017 | |
| 1.55 | 1.75 | 16 | 7,046 | 46.3% | 0.12 | 0.0064 | -0.023 | 165 | 52.90 | 53.95 | 1,031 | 45.1% | -0.93 | 0.0082 | -0.014 | |
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.