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Alibaba Group Holding Ltd BABA

CONSUMER CYCLICAL · INTERNET RETAIL
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Market dataready · fetched 2026-10-20T15:41:26.592Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday expirations. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-20T15:41:20.234095356Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T15:41:26.105883+00:00

Share price$108.66
1D+1.7%
$106.54$107.17$107.79$108.42$109.055:30 AM6:30 AM9:00 AM1:00 PMBABA
Sold putSold call

Alibaba Group Holding Ltd options

Live interpolated BABA call and put midpoint premiums by absolute delta.Alibaba Group Holding Ltd$0.37$1.43$2.49$3.56$4.62$103.26$105.98$108.69$111.41$114.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BABA spot · $108.66BABA PRICE$0.48$0.64$0.80$1.00$1.20$1.42$1.67$1.94$2.26$2.61$2.99$3.39$3.94$0.49$0.64$0.82$1.01$1.22$1.46$1.72$2.01$2.33$2.71$3.12$3.67$4.31
PutsExpensive1.56×
CallsExpensive1.90×
SkewBullish-0.67 pp
Implied moveBalanced±$3.39
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ112.5544.3%4.0%105.2443.2%3.6%
25Δ111.7644.0%3.4%105.9642.8%3.1%
30Δ111.0743.7%3.0%106.5842.7%2.7%
35Δ110.4743.7%2.6%107.1642.6%2.3%
40Δ109.8843.7%2.2%107.7142.4%2.0%
45Δ109.3343.4%1.9%108.2542.4%1.7%
50Δ108.7843.3%1.6%108.7842.6%1.5%
55Δ108.2443.3%1.4%109.3142.6%1.3%
60Δ107.6943.4%1.2%109.8542.6%1.0%
65Δ107.1343.7%1.0%110.4342.7%0.9%
70Δ106.5543.4%0.8%111.0243.0%0.7%
75Δ105.9543.0%0.6%111.7443.6%0.5%
80Δ105.2443.1%0.5%112.5344.1%0.4%

20Δ

Calls
Pseudo strike
112.55
IV
44.3%
B/E move
4.0%
Puts
Pseudo strike
105.24
IV
43.2%
B/E move
3.6%

25Δ

Calls
Pseudo strike
111.76
IV
44.0%
B/E move
3.4%
Puts
Pseudo strike
105.96
IV
42.8%
B/E move
3.1%

30Δ

Calls
Pseudo strike
111.07
IV
43.7%
B/E move
3.0%
Puts
Pseudo strike
106.58
IV
42.7%
B/E move
2.7%

35Δ

Calls
Pseudo strike
110.47
IV
43.7%
B/E move
2.6%
Puts
Pseudo strike
107.16
IV
42.6%
B/E move
2.3%

40Δ

Calls
Pseudo strike
109.88
IV
43.7%
B/E move
2.2%
Puts
Pseudo strike
107.71
IV
42.4%
B/E move
2.0%

45Δ

Calls
Pseudo strike
109.33
IV
43.4%
B/E move
1.9%
Puts
Pseudo strike
108.25
IV
42.4%
B/E move
1.7%

50Δ

Calls
Pseudo strike
108.78
IV
43.3%
B/E move
1.6%
Puts
Pseudo strike
108.78
IV
42.6%
B/E move
1.5%

55Δ

Calls
Pseudo strike
108.24
IV
43.3%
B/E move
1.4%
Puts
Pseudo strike
109.31
IV
42.6%
B/E move
1.3%

60Δ

Calls
Pseudo strike
107.69
IV
43.4%
B/E move
1.2%
Puts
Pseudo strike
109.85
IV
42.6%
B/E move
1.0%

65Δ

Calls
Pseudo strike
107.13
IV
43.7%
B/E move
1.0%
Puts
Pseudo strike
110.43
IV
42.7%
B/E move
0.9%

70Δ

Calls
Pseudo strike
106.55
IV
43.4%
B/E move
0.8%
Puts
Pseudo strike
111.02
IV
43.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
105.95
IV
43.0%
B/E move
0.6%
Puts
Pseudo strike
111.74
IV
43.6%
B/E move
0.5%

80Δ

Calls
Pseudo strike
105.24
IV
43.1%
B/E move
0.5%
Puts
Pseudo strike
112.53
IV
44.1%
B/E move
0.4%

Options history

No recorded observations