BABA オプションチェーン Alibaba Group Holding Limited
Cboe delayed options data · 基準日時: 12:33 UTC
各行は1つのストライク価格を表します。左半分はコール、右半分はプットです。ビッド/アスクは現在の買い手と売り手の提示値、出来高はこのセッションで取引された枚数、オープン・インタレストは未決済建玉です。ハイライトされた行は現在の株価に最も近いストライクです。
この限月が織り込む変動幅はおよそ ±6.3% (102.75–116.65) · ATM IV 36.4% · P/C オープンインタレスト 0.56
| コール | ストライク | プット | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 買値 | 質問する | 出来高 | 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 | 買値 | 質問する | 出来高 | OI | IV | Δ | Γ | Θ | |
| 55.90 | 58.10 | 144.2% | 1.00 | 0.0001 | 0.000 | 55 | 0 | 0.0500 | 7 | 128.2% | -0.00 | 0.0001 | -0.002 | |||
| 50.55 | 54.00 | 32 | 160.8% | 1.00 | 0.0002 | 0.000 | 60 | 0 | 0.0600 | 7 | 115.7% | -0.00 | 0.0002 | -0.003 | ||
| 46.10 | 47.30 | 3 | 1.00 | 0.0003 | 0.000 | 65 | 0 | 0.0700 | 439 | 103.7% | -0.00 | 0.0003 | -0.004 | |||
| 41.60 | 43.75 | 3 | 9 | 145.9% | 1.00 | 0.0004 | 0.000 | 70 | 0 | 0.2300 | 1,281 | 105.6% | -0.00 | 0.0004 | -0.005 | |
| 36.60 | 37.75 | 4 | 39 | 100.3% | 1.00 | 0.0007 | -0.001 | 75 | 0 | 0.1500 | 1,919 | 86.4% | -0.00 | 0.0007 | -0.006 | |
| 31.35 | 32.65 | 70 | 61.8% | 0.99 | 0.0011 | -0.004 | 80 | 0 | 0.1100 | 10 | 5,189 | 70.9% | -0.01 | 0.0011 | -0.007 | |
| 26.45 | 27.85 | 59 | 69.6% | 0.99 | 0.0018 | -0.006 | 85 | 0 | 0.1300 | 1 | 2,033 | 60.8% | -0.01 | 0.0018 | -0.009 | |
| 21.25 | 22.55 | 2 | 231 | 0.99 | 0.0032 | -0.009 | 90 | 0.0100 | 0.1200 | 8 | 11.2K | 49.6% | -0.01 | 0.0032 | -0.012 | |
| 16.85 | 18.20 | 908 | 58.3% | 0.97 | 0.0063 | -0.016 | 95 | 0.0700 | 0.1100 | 908 | 5,026 | 40.9% | -0.03 | 0.0063 | -0.018 | |
| 12.05 | 13.60 | 8 | 54.9K | 50.4% | 0.93 | 0.0149 | -0.033 | 100 | 0.2200 | 0.2900 | 346 | 61.5K | 36.6% | -0.07 | 0.0150 | -0.034 |
| 7.75 | 8.35 | 172 | 4,350 | 38.1% | 0.82 | 0.0316 | -0.069 | 105 | 0.8200 | 0.9500 | 362 | 12.1K | 36.0% | -0.19 | 0.0319 | -0.071 |
| 5.80 | 7.00 | 4 | 35.9% | 0.74 | 0.0382 | -0.085 | 107 | 1.28 | 1.47 | 43 | 833 | 36.0% | -0.26 | 0.0386 | -0.087 | |
| 5.00 | 6.70 | 6 | 15 | 37.7% | 0.70 | 0.0409 | -0.092 | 108 | 1.56 | 1.87 | 16 | 1,160 | 36.4% | -0.30 | 0.0413 | -0.094 |
| 4.90 | 5.50 | 6 | 12 | 37.6% | 0.66 | 0.0431 | -0.099 | 109 | 2.03 | 2.18 | 76 | 1,116 | 36.9% | -0.35 | 0.0436 | -0.100 |
| 4.35 | 4.65 | 299 | 6,364 | 36.5% | 0.61 | 0.0447 | -0.103 | 110 | 2.30 | 2.60 | 488 | 16.1K | 36.2% | -0.39 | 0.0452 | -0.105 |
| 3.80 | 4.35 | 14 | 15 | 37.9% | 0.56 | 0.0457 | -0.107 | 111 | 2.86 | 3.05 | 25 | 285 | 36.9% | -0.44 | 0.0462 | -0.108 |
| 3.35 | 3.60 | 14 | 31 | 36.9% | 0.52 | 0.0460 | -0.109 | 112 | 3.25 | 3.60 | 244 | 422 | 36.7% | -0.49 | 0.0465 | -0.110 |
| 2.78 | 3.35 | 475 | 536 | 37.5% | 0.47 | 0.0457 | -0.109 | 113 | 3.80 | 4.15 | 513 | 717 | 36.8% | -0.53 | 0.0463 | -0.110 |
| 2.52 | 2.76 | 51 | 276 | 37.4% | 0.43 | 0.0449 | -0.108 | 114 | 4.40 | 4.70 | 31 | 484 | 36.7% | -0.58 | 0.0455 | -0.109 |
| 2.21 | 2.32 | 2,494 | 10.8K | 37.4% | 0.39 | 0.0435 | -0.106 | 115 | 5.10 | 5.40 | 1,011 | 10.1K | 37.5% | -0.62 | 0.0441 | -0.107 |
| 1.88 | 2.01 | 14 | 52 | 37.6% | 0.35 | 0.0417 | -0.102 | 116 | 5.55 | 6.40 | 6 | 123 | 38.1% | -0.66 | 0.0424 | -0.103 |
| 1.61 | 1.74 | 13 | 886 | 37.9% | 0.31 | 0.0396 | -0.098 | 117 | 6.10 | 7.05 | 1,031 | 36.8% | -0.70 | 0.0402 | -0.099 | |
| 1.38 | 1.55 | 27 | 146 | 38.6% | 0.27 | 0.0371 | -0.093 | 118 | 7.25 | 7.85 | 10 | 58 | 39.8% | -0.73 | 0.0378 | -0.094 |
| 1.11 | 1.33 | 98 | 223 | 38.4% | 0.24 | 0.0345 | -0.088 | 119 | 8.10 | 8.60 | 82 | 40.2% | -0.77 | 0.0351 | -0.088 | |
| 1.02 | 1.08 | 1,091 | 11.3K | 38.9% | 0.21 | 0.0318 | -0.082 | 120 | 8.80 | 9.25 | 51 | 16.6K | 38.4% | -0.80 | 0.0324 | -0.083 |
| 0.8600 | 1.00 | 46 | 195 | 39.7% | 0.19 | 0.0292 | -0.076 | 121 | 9.45 | 10.50 | 1 | 38 | 40.3% | -0.82 | 0.0298 | -0.077 |
| 0.7400 | 0.8100 | 74 | 1,340 | 39.7% | 0.16 | 0.0266 | -0.071 | 122 | 10.30 | 11.05 | 2 | 1,267 | 37.5% | -0.84 | 0.0271 | -0.071 |
| 0.6300 | 0.7000 | 17 | 82 | 40.2% | 0.14 | 0.0241 | -0.066 | 123 | 11.15 | 11.95 | 1 | 20 | 37.3% | -0.87 | 0.0248 | -0.066 |
| 0.4600 | 0.6100 | 8 | 93 | 39.9% | 0.13 | 0.0218 | -0.061 | 124 | 12.05 | 12.90 | 19 | 42 | 37.6% | -0.88 | 0.0225 | -0.061 |
| 0.4500 | 0.5200 | 349 | 12.0K | 40.9% | 0.11 | 0.0197 | -0.057 | 125 | 13.30 | 13.90 | 18 | 9,786 | 42.8% | -0.90 | 0.0205 | -0.057 |
| 0.4100 | 0.4800 | 17 | 73 | 42.1% | 0.10 | 0.0177 | -0.052 | 126 | 13.95 | 14.90 | 10 | 40.4% | -0.91 | 0.0187 | -0.053 | |
| 0.3200 | 0.4100 | 12 | 256 | 42.0% | 0.09 | 0.0160 | -0.049 | 127 | 14.40 | 15.85 | 58 | -0.92 | 0.0170 | -0.049 | ||
| 0.2700 | 0.3600 | 5 | 57 | 42.5% | 0.08 | 0.0144 | -0.045 | 128 | 15.50 | 16.85 | -0.93 | 0.0155 | -0.046 | |||
| 0.2000 | 0.3700 | 8 | 82 | 43.4% | 0.07 | 0.0130 | -0.042 | 129 | 15.80 | 17.75 | -0.94 | 0.0142 | -0.045 | |||
| 0.2400 | 0.2800 | 626 | 38.5K | 44.4% | 0.06 | 0.0118 | -0.039 | 130 | 18.25 | 19.10 | 49 | 7,842 | 55.2% | -0.95 | 0.0130 | -0.043 |
| 0.1500 | 0.3200 | 10 | 44 | 45.2% | 0.06 | 0.0106 | -0.036 | 131 | 18.25 | 20.00 | -0.96 | 0.0122 | -0.041 | |||
| 0.2000 | 0.3100 | 6 | 348 | 47.7% | 0.05 | 0.0097 | -0.034 | 132 | 18.70 | 20.80 | 2 | -0.96 | 0.0112 | -0.038 | ||
| 0.0300 | 0.3000 | 2 | 39 | 45.5% | 0.05 | 0.0088 | -0.032 | 133 | 19.65 | 22.00 | 12 | -0.97 | 0.0104 | -0.036 | ||
| 0.0600 | 0.3000 | 13 | 213 | 47.9% | 0.04 | 0.0080 | -0.030 | 134 | 20.65 | 22.75 | 16 | -0.97 | 0.0096 | -0.034 | ||
| 0.1600 | 0.1700 | 111 | 31.2K | 48.7% | 0.04 | 0.0073 | -0.028 | 135 | 22.60 | 24.05 | 4 | 8,928 | 53.0% | -0.98 | 0.0089 | -0.033 |
| 0.1000 | 0.1200 | 381 | 18.2K | 52.7% | 0.03 | 0.0048 | -0.021 | 140 | 27.65 | 28.85 | 3,855 | 55.7% | -0.99 | 0.0053 | -0.021 | |
| 0.0800 | 0.1600 | 103 | 11.1K | 60.3% | 0.02 | 0.0033 | -0.017 | 145 | 31.95 | 33.95 | 7 | 460 | -1.00 | 0.0023 | -0.016 | |
| 0.0400 | 0.0800 | 537 | 30.2K | 60.7% | 0.01 | 0.0024 | -0.013 | 150 | 37.15 | 38.60 | 703 | -1.00 | 0.0008 | -0.015 | ||
| 0.0300 | 0.1900 | 1 | 7,067 | 72.1% | 0.01 | 0.0017 | -0.011 | 155 | 42.05 | 43.60 | 12 | -1.00 | 0.0002 | -0.015 | ||
| 0.0200 | 0.0400 | 245 | 20.7K | 66.5% | 0.01 | 0.0013 | -0.009 | 160 | 47.10 | 48.50 | 6 | -1.00 | 0.0000 | -0.015 | ||
表示中のストライク:原資産価格の±50%以内。本質的価値=コールはmax(0, 価格-ストライク)、プットはmax(0, ストライク-価格);時間的価値=オプション価格-本質的価値。 取引所フィードで算出されたギリシャ指標およびIV。
ボラティリティスマイル — Sep 18, 2026
ボラティリティページ →この限月のストライク別インプライドボラティリティ。アウト・オブ・ザ・マネーのプットは通常コールよりIVが高くなります — これがスキューです。
コールプット