BABA volatility Alibaba Group Holding Limited
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.40.0%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.35.0%
HV6038.2%
IV − HV20 spread
+5.0pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
53
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 days recorded
Cboe delayed options data · as of 15:34 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 39.9% | +1.2pt | ±3.5% |
| Oct 30, 2026 | 11 | 37.5% | +0.8pt | ±5.3% |
| Nov 06, 2026 | 18 | 36.9% | +0.8pt | ±6.6% |
| Nov 13, 2026 | 25 | 37.2% | +0.5pt | ±7.8% |
| Nov 20, 2026 | 32 | 40.9% | -0.3pt | ±9.7% |
| Nov 27, 2026 | 39 | 40.5% | -0.1pt | ±10.6% |
| Dec 18, 2026 | 60 | 41.2% | -0.8pt | ±13.4% |
| Jan 15, 2027 | 88 | 40.3% | -0.9pt | ±15.9% |
| Feb 19, 2027 | 123 | 40.6% | -1.5pt | ±18.9% |
| Mar 19, 2027 | 151 | 41.3% | -1.7pt | ±21.3% |
| Apr 16, 2027 | 179 | 40.9% | -1.5pt | ±22.9% |
| Jun 17, 2027 | 241 | 41.6% | -1.7pt | ±26.8% |
| Sep 17, 2027 | 333 | 42.2% | -1.5pt | ±31.7% |
| Dec 17, 2027 | 424 | 42.4% | -1.1pt | ±35.9% |
| Jan 21, 2028 | 459 | 42.2% | -1.2pt | ±37.2% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20