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Alibaba Group Holding Ltd BABA

CONSUMER CYCLICAL · INTERNET RETAIL
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Market dataready · fetched 2026-10-16T00:14:28.580Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:27.845202+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$1.14$5.67$10.21$14.75$19.28$92.52$101.77$111.02$120.26$129.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BABA spot · $111.21BABA PRICE$1.63$2.15$2.71$3.32$3.96$4.65$5.48$6.31$7.28$8.36$9.44$10.77$12.12$1.76$2.37$3.00$3.80$4.60$5.51$6.56$7.61$9.12$10.75$12.78$15.11$17.98
PutsExpensive1.31×
CallsExpensive1.28×
SkewBearish+1.12 pp
Implied moveBearish±$12.04
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ126.8944.3%15.6%100.7441.8%11.0%
25Δ123.8043.9%13.3%102.9341.9%9.6%
30Δ121.1643.5%11.4%105.1041.9%8.2%
35Δ118.7943.1%9.8%106.9942.1%7.2%
40Δ116.6342.6%8.4%108.8942.3%6.2%
45Δ114.5442.2%7.2%110.7842.4%5.3%
50Δ112.6642.1%6.2%112.6842.5%4.6%
55Δ110.7842.0%5.3%114.5842.6%3.8%
60Δ108.9041.8%4.5%116.7643.4%3.2%
65Δ107.0241.7%3.8%119.0244.3%2.6%
70Δ105.1541.5%3.0%121.6545.3%2.1%
75Δ103.1740.7%2.5%124.5546.4%1.6%
80Δ101.1839.9%1.9%127.9647.0%1.1%

20Δ

Calls
Pseudo strike
126.89
IV
44.3%
B/E move
15.6%
Puts
Pseudo strike
100.74
IV
41.8%
B/E move
11.0%

25Δ

Calls
Pseudo strike
123.80
IV
43.9%
B/E move
13.3%
Puts
Pseudo strike
102.93
IV
41.9%
B/E move
9.6%

30Δ

Calls
Pseudo strike
121.16
IV
43.5%
B/E move
11.4%
Puts
Pseudo strike
105.10
IV
41.9%
B/E move
8.2%

35Δ

Calls
Pseudo strike
118.79
IV
43.1%
B/E move
9.8%
Puts
Pseudo strike
106.99
IV
42.1%
B/E move
7.2%

40Δ

Calls
Pseudo strike
116.63
IV
42.6%
B/E move
8.4%
Puts
Pseudo strike
108.89
IV
42.3%
B/E move
6.2%

45Δ

Calls
Pseudo strike
114.54
IV
42.2%
B/E move
7.2%
Puts
Pseudo strike
110.78
IV
42.4%
B/E move
5.3%

50Δ

Calls
Pseudo strike
112.66
IV
42.1%
B/E move
6.2%
Puts
Pseudo strike
112.68
IV
42.5%
B/E move
4.6%

55Δ

Calls
Pseudo strike
110.78
IV
42.0%
B/E move
5.3%
Puts
Pseudo strike
114.58
IV
42.6%
B/E move
3.8%

60Δ

Calls
Pseudo strike
108.90
IV
41.8%
B/E move
4.5%
Puts
Pseudo strike
116.76
IV
43.4%
B/E move
3.2%

65Δ

Calls
Pseudo strike
107.02
IV
41.7%
B/E move
3.8%
Puts
Pseudo strike
119.02
IV
44.3%
B/E move
2.6%

70Δ

Calls
Pseudo strike
105.15
IV
41.5%
B/E move
3.0%
Puts
Pseudo strike
121.65
IV
45.3%
B/E move
2.1%

75Δ

Calls
Pseudo strike
103.17
IV
40.7%
B/E move
2.5%
Puts
Pseudo strike
124.55
IV
46.4%
B/E move
1.6%

80Δ

Calls
Pseudo strike
101.18
IV
39.9%
B/E move
1.9%
Puts
Pseudo strike
127.96
IV
47.0%
B/E move
1.1%