Alibaba Group Holding Limited (BABA)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 15:34 UTC · Figures derived from the full chain (1,834 contracts, 18 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±9.7% (range 98.88–120.22) by Nov 20, 2026. ATM straddle: 10.68 @ strike 110 · ATM IV: 40.9%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 98.59 | -10% | 79.1% | 20.9% |
| 104.07 | -5% | 64.2% | 35.8% |
| 109.55 | +0% | 47.6% | 52.4% |
| 115.03 | +5% | 32.1% | 67.9% |
| 120.51 | +10% | 19.8% | 80.2% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±3.5% | 39.9% | 67.3K |
| Oct 30, 2026 | 11 | ±5.3% | 37.5% | 35.2K |
| Nov 06, 2026 | 18 | ±6.6% | 36.9% | 10.3K |
| Nov 13, 2026 | 25 | ±7.8% | 37.2% | 7,685 |
| Nov 20, 2026 | 32 | ±9.7% | 40.9% | 227.9K |
| Nov 27, 2026 | 39 | ±10.6% | 40.5% | 2,326 |
| Dec 18, 2026 | 60 | ±13.4% | 41.2% | 346.1K |
| Jan 15, 2027 | 88 | ±15.9% | 40.3% | 420.7K |
| Feb 19, 2027 | 123 | ±18.9% | 40.6% | 23.4K |
| Mar 19, 2027 | 151 | ±21.3% | 41.3% | 137.0K |
| Apr 16, 2027 | 179 | ±22.9% | 40.9% | 12.6K |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 160 C · 68.0K100 P · 48.3K120 C · 42.7K130 C · 36.8K110 P · 32.2K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 86.0% of the time.
Past earnings reactions
Avg |reaction| 7.0% · median 6.7% (20 reports). Two-session close-to-close window; definition
About Alibaba Group Holding Limited
Alibaba Group Holding Limited, through its various subsidiaries, furnishes crucial technological infrastructure and extensive marketing channels. This comprehensive support allows merchants, brands, retailers, and other businesses to effectively engage with their customer base, both within the People's Republic of China and across international markets. The company's operations are organized across seven primary segments: China Commerce, International Commerce, Local Consumer Services, Cainiao (its logistics network), Cloud Computing, Digital Media and Entertainment, and Innovation Initiatives and Others. The company's extensive digital ecosystem features premier online retail platforms like Taobao and Tmall. Wholesale business-to-business transactions are facilitated through 1688.com and Alibaba.com. Globally, it operates retail platforms such as AliExpress, Lazada, Trendyol, and Daraz. For fresh goods and groceries, it offers Freshippo, and Tmall Global specializes in import e-commerce. Monetization and advertising solutions are provided via Alimama, its proprietary platform, which offers diverse marketing services including pay-for-performance, in-feed, and display ads, supporte
Consumer Cyclical · Specialty Retail · NYSE · Profile: Financial Modeling Prep
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