BABA option chain Alibaba Group Holding Limited
Cboe delayed options data · as of 09:33 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 ±10.4% (98.03–120.67) · ATM IV 41.4% · P/C open interest 0.32
| 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 | |
| 52.80 | 55.70 | 20 | 1.00 | 0.0003 | -0.003 | 55 | 0 | 0.0200 | 27 | 77.2% | -0.00 | 0.0003 | -0.003 | |||
| 48.20 | 51.10 | 13 | 98.3% | 1.00 | 0.0004 | -0.004 | 60 | 0 | 0.0300 | 23 | 70.7% | -0.00 | 0.0005 | -0.004 | ||
| 43.15 | 46.05 | 5 | 81.4% | 0.99 | 0.0007 | -0.005 | 65 | 0 | 0.0300 | 1,474 | 61.9% | -0.01 | 0.0007 | -0.005 | ||
| 38.45 | 41.05 | 97 | 78.8% | 0.99 | 0.0010 | -0.006 | 70 | 0 | 0.0700 | 586 | 58.9% | -0.01 | 0.0010 | -0.006 | ||
| 33.75 | 36.10 | 29 | 74.3% | 0.99 | 0.0015 | -0.007 | 75 | 0.0100 | 0.4800 | 134 | 67.0% | -0.01 | 0.0015 | -0.007 | ||
| 28.65 | 30.65 | 1 | 171 | 51.2% | 0.98 | 0.0025 | -0.010 | 80 | 0.0400 | 0.2500 | 436 | 52.2% | -0.02 | 0.0025 | -0.010 | |
| 24.05 | 26.35 | 1 | 30 | 59.1% | 0.97 | 0.0045 | -0.015 | 85 | 0.1400 | 0.2200 | 60 | 2,078 | 45.1% | -0.03 | 0.0046 | -0.015 |
| 19.10 | 20.90 | 122 | 43.8% | 0.94 | 0.0085 | -0.026 | 90 | 0.4100 | 0.4700 | 186 | 4,197 | 44.0% | -0.06 | 0.0085 | -0.026 | |
| 14.85 | 15.65 | 3 | 212 | 38.3% | 0.88 | 0.0143 | -0.042 | 95 | 0.9000 | 1.02 | 595 | 3,742 | 42.8% | -0.13 | 0.0144 | -0.042 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 97 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 98 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 99 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 10.95 | 11.60 | 51 | 1,576 | 39.5% | 0.78 | 0.0208 | -0.060 | 100 | 1.88 | 2.00 | 480 | 9,157 | 42.1% | -0.22 | 0.0211 | -0.060 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 101 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 102 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 103 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 104 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 7.65 | 8.25 | 106 | 1,491 | 40.3% | 0.66 | 0.0262 | -0.074 | 105 | 3.45 | 3.60 | 826 | 6,162 | 41.5% | -0.35 | 0.0265 | -0.075 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 106 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 107 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 108 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 109 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.35 | 5.50 | 759 | 9,462 | 40.8% | 0.52 | 0.0283 | -0.080 | 110 | 5.75 | 6.05 | 536 | 8,498 | 42.0% | -0.49 | 0.0288 | -0.082 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 111 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 112 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 113 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 114 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.45 | 3.55 | 1,367 | 3,824 | 41.4% | 0.38 | 0.0269 | -0.077 | 115 | 8.75 | 9.25 | 116 | 3,480 | 42.5% | -0.63 | 0.0276 | -0.079 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 116 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 117 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 118 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 119 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.12 | 2.23 | 1,296 | 20.4K | 42.2% | 0.27 | 0.0230 | -0.067 | 120 | 12.45 | 13.20 | 24 | 2,703 | 44.2% | -0.74 | 0.0238 | -0.070 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 121 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 122 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 123 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 124 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.25 | 1.38 | 586 | 12.2K | 42.8% | 0.18 | 0.0181 | -0.054 | 125 | 16.60 | 17.35 | 63 | 1,784 | 45.0% | -0.83 | 0.0190 | -0.058 |
| 0.8300 | 0.9000 | 1,393 | 16.2K | 44.7% | 0.12 | 0.0134 | -0.042 | 130 | 21.10 | 21.80 | 16 | 1,382 | 45.8% | -0.90 | 0.0145 | -0.046 |
| 0.4900 | 0.5700 | 332 | 4,361 | 45.5% | 0.08 | 0.0098 | -0.033 | 135 | 25.75 | 26.80 | 1 | 502 | 49.4% | -0.94 | 0.0107 | -0.036 |
| 0.3400 | 0.3800 | 59 | 13.2K | 47.4% | 0.06 | 0.0071 | -0.026 | 140 | 29.70 | 31.85 | 356 | -0.96 | 0.0075 | -0.028 | ||
| 0.2200 | 0.2800 | 7 | 2,430 | 49.2% | 0.04 | 0.0053 | -0.021 | 145 | 34.85 | 36.65 | 1 | -0.98 | 0.0050 | -0.020 | ||
| 0.1300 | 0.2000 | 118 | 9,021 | 50.4% | 0.03 | 0.0040 | -0.017 | 150 | 39.85 | 42.35 | 61.9% | -0.99 | 0.0032 | -0.013 | ||
| 0.1400 | 0.1800 | 1 | 2,845 | 54.5% | 0.02 | 0.0031 | -0.014 | 155 | 44.85 | 47.00 | 57.9% | -0.99 | 0.0020 | -0.008 | ||
| 0.0900 | 0.1200 | 9 | 59.7K | 55.2% | 0.02 | 0.0024 | -0.012 | 160 | 49.60 | 51.80 | -1.00 | 0.0012 | -0.004 | |||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs