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 ±24.2% (84.77–138.97) · ATM IV 41.5% · P/C open interest 1.13
| 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 | |
| 51.90 | 55.75 | 433 | 42.2% | 0.98 | 0.0012 | 0.000 | 60 | 0.1600 | 0.6000 | 30 | 48.2% | -0.02 | 0.0012 | -0.004 | ||
| 48.35 | 50.15 | 17 | 48.0% | 0.97 | 0.0018 | 0.000 | 65 | 0.1100 | 0.5500 | 123 | 41.9% | -0.03 | 0.0018 | -0.006 | ||
| 43.80 | 45.55 | 37 | 46.4% | 0.96 | 0.0026 | 0.000 | 70 | 0.6300 | 0.7200 | 211 | 42.6% | -0.04 | 0.0026 | -0.008 | ||
| 39.30 | 41.05 | 66 | 44.6% | 0.94 | 0.0036 | -0.003 | 75 | 1.00 | 1.14 | 503 | 41.9% | -0.06 | 0.0037 | -0.011 | ||
| 35.20 | 35.85 | 1 | 33 | 40.9% | 0.91 | 0.0048 | -0.007 | 80 | 1.47 | 1.79 | 6 | 386 | 41.2% | -0.09 | 0.0049 | -0.014 |
| 31.20 | 32.80 | 70 | 43.8% | 0.87 | 0.0061 | -0.012 | 85 | 2.41 | 2.73 | 2 | 2,764 | 41.6% | -0.13 | 0.0063 | -0.018 | |
| 27.45 | 28.10 | 603 | 41.2% | 0.83 | 0.0075 | -0.016 | 90 | 3.10 | 3.75 | 11 | 7,906 | 40.2% | -0.17 | 0.0077 | -0.022 | |
| 23.95 | 24.40 | 5 | 460 | 40.7% | 0.78 | 0.0087 | -0.021 | 95 | 4.70 | 5.15 | 3,544 | 40.6% | -0.22 | 0.0090 | -0.025 | |
| 20.85 | 21.30 | 37 | 598 | 40.8% | 0.73 | 0.0098 | -0.025 | 100 | 6.60 | 6.95 | 8 | 4,877 | 41.0% | -0.28 | 0.0102 | -0.028 |
| 18.05 | 18.45 | 935 | 41.1% | 0.67 | 0.0106 | -0.028 | 105 | 8.75 | 9.40 | 9 | 5,056 | 41.9% | -0.34 | 0.0111 | -0.031 | |
| 15.60 | 16.00 | 1,000 | 41.5% | 0.62 | 0.0112 | -0.030 | 110 | 11.20 | 11.40 | 1 | 3,515 | 41.4% | -0.40 | 0.0117 | -0.033 | |
| 13.40 | 13.85 | 5 | 206 | 41.8% | 0.56 | 0.0115 | -0.032 | 115 | 14.00 | 14.25 | 47 | 961 | 41.8% | -0.46 | 0.0122 | -0.034 |
| 11.60 | 11.85 | 165 | 2,546 | 42.1% | 0.51 | 0.0115 | -0.033 | 120 | 17.05 | 17.60 | 10 | 2,845 | 42.5% | -0.51 | 0.0123 | -0.034 |
| 9.85 | 10.20 | 85 | 5,769 | 42.2% | 0.46 | 0.0114 | -0.033 | 125 | 19.70 | 20.70 | 51 | 1,845 | 41.3% | -0.57 | 0.0123 | -0.034 |
| 8.45 | 9.15 | 97 | 2,009 | 43.2% | 0.41 | 0.0111 | -0.033 | 130 | 23.70 | 24.30 | 2,635 | 42.3% | -0.62 | 0.0121 | -0.033 | |
| 7.20 | 7.50 | 44 | 2,974 | 42.8% | 0.36 | 0.0106 | -0.032 | 135 | 27.45 | 28.05 | 301 | 42.4% | -0.67 | 0.0118 | -0.032 | |
| 6.20 | 6.45 | 79 | 2,144 | 43.1% | 0.32 | 0.0101 | -0.031 | 140 | 31.60 | 32.35 | 263 | 43.6% | -0.71 | 0.0114 | -0.030 | |
| 5.25 | 5.65 | 76 | 4,505 | 43.6% | 0.29 | 0.0095 | -0.030 | 145 | 35.80 | 36.25 | 123 | 43.5% | -0.75 | 0.0109 | -0.029 | |
| 4.40 | 4.85 | 80 | 4,534 | 43.6% | 0.26 | 0.0089 | -0.028 | 150 | 40.05 | 41.40 | 652 | 45.5% | -0.79 | 0.0104 | -0.027 | |
| 3.75 | 4.20 | 7 | 819 | 43.9% | 0.23 | 0.0082 | -0.027 | 155 | 44.45 | 45.25 | 144 | 44.5% | -0.82 | 0.0099 | -0.025 | |
| 3.30 | 4.15 | 33 | 1,242 | 45.5% | 0.20 | 0.0076 | -0.025 | 160 | 49.10 | 49.60 | 91 | 44.6% | -0.85 | 0.0094 | -0.023 | |
| 2.89 | 3.65 | 124 | 952 | 46.0% | 0.18 | 0.0070 | -0.024 | 165 | 53.75 | 54.30 | 248 | 45.2% | -0.88 | 0.0088 | -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 — Mar 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