BABA volatilite 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.39.0%
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.44.8%
HV6044.8%
IV − HV20 farkı
-5.9pt
Evren yüzdelik dilimiWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
64
Kendi tarihsel yüzdelik dilimiWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 kaydedilen gün
Cboe delayed options data · itibarıyla 03:33 UTC · Bunlar nasıl hesaplanır
IV vade yapısı
Listelenen her vade için para başı (at-the-money) zımni volatilite, kalan günlere göre çizilmiş.
| Sona eriyor | DTE | ATM IV | 25Δ çarpıklıkThe 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 hareket |
|---|---|---|---|---|
| Sep 04, 2026 | 2 | 38.8% | -3.6pt | ±2.3% |
| Sep 11, 2026 | 9 | 35.7% | -2.7pt | ±4.5% |
| Sep 18, 2026 | 16 | 36.8% | -2.4pt | ±6.2% |
| Sep 25, 2026 | 23 | 44.4% | -2.1pt | ±8.9% |
| Oct 02, 2026 | 30 | 39.0% | -4.2pt | ±8.9% |
| Oct 09, 2026 | 37 | 37.5% | -5.0pt | ±9.6% |
| Oct 16, 2026 | 44 | 39.7% | -4.3pt | ±11.1% |
| Nov 20, 2026 | 79 | 41.3% | -3.8pt | ±15.4% |
| Dec 18, 2026 | 107 | 41.6% | -3.5pt | ±17.9% |
| Jan 15, 2027 | 135 | 41.8% | -3.7pt | ±20.2% |
| Feb 19, 2027 | 170 | 41.0% | -2.6pt | ±22.3% |
| Mar 19, 2027 | 198 | 41.5% | -2.9pt | ±24.2% |
| Apr 16, 2027 | 226 | 42.0% | -2.2pt | ±26.2% |
| Jun 17, 2027 | 288 | 42.2% | -3.1pt | ±29.5% |
| Sep 17, 2027 | 380 | 42.4% | -0.8pt | ±33.7% |
| Dec 17, 2027 | 471 | 42.6% | -0.2pt | ±37.8% |
Volatilite gülümsemesi — Sep 18, 2026
Strike'a göre implied volatility. Putlara doğru eğim (sol tarafın daha yüksek olması) skew'dür: aşağı yönlü koruma, yukarı yönlüye kıyasla daha pahalı fiyatlanmaktadır.
call'larput'lar
Günlük kayıtta implied ile realized karşılaştırması
IV30HV20