BABA option chain Alibaba Group Holding Limited
Cboe delayed options data · as of 15:34 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 ±37.2% (68.80–150.30) · ATM IV 42.2% · P/C open interest 0.27
| 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 | |
| 57.75 | 59.70 | 19 | 47.1% | 0.96 | 0.0016 | 0.000 | 55 | 1.14 | 1.30 | 520 | 45.6% | -0.04 | 0.0017 | -0.005 | ||
| 53.70 | 55.90 | 77 | 47.7% | 0.95 | 0.0022 | -0.001 | 60 | 1.67 | 1.79 | 186 | 44.7% | -0.06 | 0.0022 | -0.007 | ||
| 49.65 | 51.40 | 52 | 45.3% | 0.93 | 0.0027 | -0.003 | 65 | 2.34 | 2.44 | 430 | 44.0% | -0.08 | 0.0028 | -0.009 | ||
| 46.05 | 46.65 | 31 | 118 | 43.2% | 0.90 | 0.0033 | -0.005 | 70 | 3.05 | 3.35 | 439 | 43.3% | -0.10 | 0.0035 | -0.010 | |
| 42.30 | 43.30 | 304 | 43.4% | 0.88 | 0.0040 | -0.007 | 75 | 4.10 | 4.40 | 570 | 43.0% | -0.13 | 0.0042 | -0.012 | ||
| 38.65 | 39.45 | 4 | 527 | 42.1% | 0.85 | 0.0046 | -0.009 | 80 | 5.35 | 5.65 | 703 | 42.7% | -0.16 | 0.0049 | -0.014 | |
| 35.40 | 36.25 | 604 | 42.1% | 0.82 | 0.0052 | -0.011 | 85 | 6.85 | 7.15 | 1,333 | 42.5% | -0.20 | 0.0055 | -0.015 | ||
| 32.70 | 33.25 | 258 | 42.6% | 0.78 | 0.0057 | -0.013 | 90 | 8.60 | 8.90 | 3,047 | 42.4% | -0.23 | 0.0061 | -0.017 | ||
| 29.90 | 30.40 | 151 | 42.5% | 0.75 | 0.0062 | -0.015 | 95 | 10.55 | 10.85 | 1,344 | 42.4% | -0.27 | 0.0067 | -0.018 | ||
| 27.15 | 27.75 | 2,246 | 42.2% | 0.71 | 0.0067 | -0.016 | 100 | 12.60 | 13.10 | 3,142 | 42.2% | -0.31 | 0.0072 | -0.019 | ||
| 24.75 | 25.45 | 414 | 42.3% | 0.68 | 0.0070 | -0.017 | 105 | 15.15 | 15.50 | 1,871 | 42.3% | -0.35 | 0.0076 | -0.020 | ||
| 22.55 | 23.05 | 815 | 42.1% | 0.64 | 0.0073 | -0.018 | 110 | 17.75 | 18.15 | 2,675 | 42.3% | -0.39 | 0.0080 | -0.021 | ||
| 19.95 | 21.00 | 934 | 41.5% | 0.61 | 0.0075 | -0.019 | 115 | 20.55 | 20.90 | 321 | 42.2% | -0.43 | 0.0083 | -0.021 | ||
| 18.70 | 19.35 | 2,055 | 42.3% | 0.57 | 0.0077 | -0.020 | 120 | 23.55 | 23.80 | 1,249 | 42.1% | -0.46 | 0.0085 | -0.022 | ||
| 17.15 | 17.60 | 2 | 1,348 | 42.4% | 0.54 | 0.0077 | -0.020 | 125 | 26.65 | 27.15 | 731 | 42.2% | -0.50 | 0.0087 | -0.022 | |
| 15.50 | 15.90 | 2,085 | 42.2% | 0.50 | 0.0078 | -0.021 | 130 | 30.00 | 30.45 | 985 | 42.1% | -0.54 | 0.0089 | -0.022 | ||
| 14.25 | 14.55 | 1 | 1,218 | 42.4% | 0.47 | 0.0077 | -0.021 | 135 | 33.65 | 34.10 | 310 | 42.4% | -0.58 | 0.0090 | -0.022 | |
| 13.00 | 13.25 | 1,590 | 42.5% | 0.44 | 0.0076 | -0.021 | 140 | 37.35 | 37.95 | 1,476 | 42.7% | -0.61 | 0.0091 | -0.022 | ||
| 11.75 | 12.10 | 660 | 42.4% | 0.41 | 0.0075 | -0.021 | 145 | 41.15 | 41.65 | 708 | 42.6% | -0.65 | 0.0092 | -0.022 | ||
| 10.85 | 11.05 | 102 | 6,696 | 42.7% | 0.39 | 0.0074 | -0.021 | 150 | 45.25 | 45.85 | 1,772 | 43.1% | -0.68 | 0.0092 | -0.022 | |
| 9.85 | 10.15 | 3,593 | 42.8% | 0.36 | 0.0072 | -0.020 | 155 | 49.20 | 49.80 | 838 | 42.7% | -0.71 | 0.0092 | -0.021 | ||
| 9.05 | 9.30 | 5,659 | 42.9% | 0.34 | 0.0070 | -0.020 | 160 | 53.45 | 54.15 | 741 | 43.3% | -0.74 | 0.0092 | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs