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 ±22.3% (86.94–136.79) · ATM IV 41.0% · P/C open interest 0.83
| 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 | |
| 51.65 | 55.40 | 49.4% | 0.99 | 0.0010 | 0.000 | 60 | 0 | 0.4000 | 1 | 46.6% | -0.01 | 0.0010 | -0.003 | |||
| 47.80 | 49.75 | 47.3% | 0.98 | 0.0015 | 0.000 | 65 | 0.2100 | 0.5200 | 45.8% | -0.02 | 0.0015 | -0.005 | ||||
| 43.20 | 45.05 | 45.9% | 0.97 | 0.0023 | 0.000 | 70 | 0.4000 | 0.5500 | 2 | 42.6% | -0.03 | 0.0023 | -0.007 | |||
| 38.80 | 40.45 | 45.0% | 0.95 | 0.0034 | -0.001 | 75 | 0.6800 | 0.9100 | 1 | 2 | 41.8% | -0.05 | 0.0034 | -0.010 | ||
| 34.45 | 35.70 | 31 | 42.5% | 0.92 | 0.0047 | -0.006 | 80 | 1.21 | 1.50 | 12 | 58 | 41.9% | -0.08 | 0.0048 | -0.013 | |
| 30.40 | 31.05 | 40.8% | 0.89 | 0.0062 | -0.011 | 85 | 1.89 | 2.05 | 39 | 40.7% | -0.12 | 0.0064 | -0.018 | |||
| 26.50 | 26.95 | 2 | 40.2% | 0.84 | 0.0078 | -0.016 | 90 | 2.88 | 3.15 | 11 | 124 | 40.8% | -0.16 | 0.0080 | -0.022 | |
| 22.95 | 23.35 | 40.3% | 0.79 | 0.0093 | -0.021 | 95 | 4.25 | 4.40 | 114 | 40.7% | -0.21 | 0.0095 | -0.026 | |||
| 19.05 | 21.20 | 1 | 21 | 41.4% | 0.73 | 0.0106 | -0.026 | 100 | 5.90 | 6.10 | 2 | 482 | 40.8% | -0.27 | 0.0109 | -0.030 |
| 16.80 | 17.80 | 662 | 19 | 41.7% | 0.67 | 0.0115 | -0.030 | 105 | 7.95 | 8.15 | 1 | 438 | 41.0% | -0.34 | 0.0120 | -0.033 |
| 14.30 | 14.60 | 251 | 102 | 40.8% | 0.61 | 0.0122 | -0.032 | 110 | 10.35 | 10.60 | 51 | 111 | 41.2% | -0.40 | 0.0127 | -0.035 |
| 12.20 | 13.50 | 15 | 129 | 43.1% | 0.55 | 0.0125 | -0.034 | 115 | 13.10 | 13.70 | 3 | 123 | 42.1% | -0.47 | 0.0132 | -0.036 |
| 10.30 | 10.50 | 12 | 68 | 41.6% | 0.49 | 0.0125 | -0.035 | 120 | 16.15 | 16.40 | 564 | 41.8% | -0.53 | 0.0133 | -0.036 | |
| 8.70 | 8.85 | 53 | 247 | 41.9% | 0.44 | 0.0123 | -0.035 | 125 | 19.25 | 19.80 | 121 | 41.6% | -0.59 | 0.0132 | -0.036 | |
| 7.30 | 7.50 | 70 | 280 | 42.3% | 0.38 | 0.0118 | -0.035 | 130 | 22.90 | 23.50 | 472 | 42.0% | -0.64 | 0.0129 | -0.034 | |
| 6.15 | 6.35 | 56 | 337 | 42.7% | 0.34 | 0.0112 | -0.034 | 135 | 26.35 | 28.30 | 8 | 43.3% | -0.69 | 0.0124 | -0.033 | |
| 5.15 | 5.35 | 57 | 502 | 42.9% | 0.30 | 0.0105 | -0.032 | 140 | 30.80 | 31.75 | 10 | 43.3% | -0.74 | 0.0118 | -0.030 | |
| 4.30 | 4.55 | 137 | 43 | 43.3% | 0.26 | 0.0098 | -0.030 | 145 | 35.00 | 35.70 | 42.9% | -0.78 | 0.0112 | -0.028 | ||
| 3.65 | 3.85 | 139 | 269 | 43.7% | 0.23 | 0.0090 | -0.029 | 150 | 39.40 | 40.10 | 1 | 43.3% | -0.82 | 0.0105 | -0.026 | |
| 3.00 | 3.75 | 67 | 60 | 45.0% | 0.20 | 0.0082 | -0.027 | 155 | 44.10 | 44.85 | 44.8% | -0.85 | 0.0098 | -0.023 | ||
| 2.65 | 2.78 | 5 | 358 | 44.5% | 0.17 | 0.0075 | -0.025 | 160 | 48.80 | 50.00 | 52 | 47.3% | -0.88 | 0.0092 | -0.021 | |
| 2.27 | 2.60 | 5 | 52 | 45.6% | 0.15 | 0.0068 | -0.023 | 165 | 52.85 | 54.00 | 45 | 42.0% | -0.91 | 0.0086 | -0.018 | |
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs