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Alibaba Group Holding Ltd BABA

CONSUMER CYCLICAL · INTERNET RETAIL
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Market dataready · fetched 2026-10-16T00:58:35.762Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:57:09.300119613Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:58:35.273644+00:00

Share price$111.21
1D+1.6%
AH$108.71$109.40$110.10$110.80$111.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBABA
Sold putSold callAH

Alibaba Group Holding Ltd options

Live interpolated BABA call and put midpoint premiums by absolute delta.Alibaba Group Holding Ltd$0.13$1.54$2.95$4.36$5.77$107.84$109.55$111.25$112.96$114.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BABA spot · $111.21BABA PRICE$0.28$0.37$0.48$0.59$0.70$0.84$0.97$1.12$1.32$1.52$1.72$1.97$2.23$0.30$0.40$0.51$0.64$0.77$0.91$1.10$1.29$1.49$1.76$2.04$2.52$5.36
PutsFair1.03×
CallsCheap0.78×
SkewBearish+7.37 pp
Implied moveBearish±$2.07
TiltBearish15.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.4744.0%2.3%109.0844.6%2.2%
25Δ112.9643.1%1.9%109.4844.8%1.9%
30Δ112.6043.0%1.7%109.8844.9%1.7%
35Δ112.2342.8%1.4%110.2445.1%1.4%
40Δ111.8942.6%1.2%110.5845.2%1.3%
45Δ111.5742.3%1.1%110.9245.3%1.1%
50Δ111.2641.9%0.9%111.2645.7%0.9%
55Δ110.9441.6%0.8%111.6046.1%0.8%
60Δ110.6241.7%0.7%111.9546.6%0.7%
65Δ110.3041.9%0.5%112.3447.0%0.6%
70Δ109.9741.9%0.4%112.7447.5%0.5%
75Δ109.6241.0%0.3%113.3150.8%0.4%
80Δ109.2740.2%0.3%116.0390.1%0.5%

20Δ

Calls
Pseudo strike
113.47
IV
44.0%
B/E move
2.3%
Puts
Pseudo strike
109.08
IV
44.6%
B/E move
2.2%

25Δ

Calls
Pseudo strike
112.96
IV
43.1%
B/E move
1.9%
Puts
Pseudo strike
109.48
IV
44.8%
B/E move
1.9%

30Δ

Calls
Pseudo strike
112.60
IV
43.0%
B/E move
1.7%
Puts
Pseudo strike
109.88
IV
44.9%
B/E move
1.7%

35Δ

Calls
Pseudo strike
112.23
IV
42.8%
B/E move
1.4%
Puts
Pseudo strike
110.24
IV
45.1%
B/E move
1.4%

40Δ

Calls
Pseudo strike
111.89
IV
42.6%
B/E move
1.2%
Puts
Pseudo strike
110.58
IV
45.2%
B/E move
1.3%

45Δ

Calls
Pseudo strike
111.57
IV
42.3%
B/E move
1.1%
Puts
Pseudo strike
110.92
IV
45.3%
B/E move
1.1%

50Δ

Calls
Pseudo strike
111.26
IV
41.9%
B/E move
0.9%
Puts
Pseudo strike
111.26
IV
45.7%
B/E move
0.9%

55Δ

Calls
Pseudo strike
110.94
IV
41.6%
B/E move
0.8%
Puts
Pseudo strike
111.60
IV
46.1%
B/E move
0.8%

60Δ

Calls
Pseudo strike
110.62
IV
41.7%
B/E move
0.7%
Puts
Pseudo strike
111.95
IV
46.6%
B/E move
0.7%

65Δ

Calls
Pseudo strike
110.30
IV
41.9%
B/E move
0.5%
Puts
Pseudo strike
112.34
IV
47.0%
B/E move
0.6%

70Δ

Calls
Pseudo strike
109.97
IV
41.9%
B/E move
0.4%
Puts
Pseudo strike
112.74
IV
47.5%
B/E move
0.5%

75Δ

Calls
Pseudo strike
109.62
IV
41.0%
B/E move
0.3%
Puts
Pseudo strike
113.31
IV
50.8%
B/E move
0.4%

80Δ

Calls
Pseudo strike
109.27
IV
40.2%
B/E move
0.3%
Puts
Pseudo strike
116.03
IV
90.1%
B/E move
0.5%