BABA Options Chain
BABA $100.18 · Updated Oct 26, 4:00 PM ET
BABA is at $100.18. The nearest expiration, Oct 30, 2026 (4 days out), lists 52 strikes, with 19,381 calls and 5,155 puts traded in the latest session. At-the-money implied volatility is 42.8%. The at-the-money straddle prices a move of about $3.61 (3.6%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Feb 19, 2027
- Mar 19, 2027
- Apr 16, 2027
ATM IV
40.6%
100 strike
EXPECTED MOVE
$5.67
ATM straddle
MAX PAIN
$105.00
+4.8%
PUT/CALL VOLUME
0.81
4,458 / 5,481
NOV 6, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 18.90 | 21.35 | 20.28 | 6 | 0.0% | 0.992 | 0.0024 | -0.006 | 80 | -0.009 | 0.0024 | -0.009 | 56.5% | 111 | 203 | 0.03 | 0.05 | 0.01 | |
| 14.90 | 16.10 | 15.35 | 33 | 50.0% | 0.977 | 0.0064 | -0.018 | 85 | -0.019 | 0.0064 | -0.023 | 48.0% | 50 | 1,058 | 0.08 | 0.08 | 0.05 | |
| 10.35 | 10.90 | 10.39 | 2 | 93 | 41.9% | 0.930 | 0.0175 | -0.043 | 90 | -0.044 | 0.0176 | -0.070 | 44.3% | 261 | 685 | 0.27 | 0.28 | 0.23 |
| 9.45 | 9.80 | 9.45 | 108 | 3 | 38.5% | 0.912 | 0.0212 | -0.051 | 91 | -0.052 | 0.0213 | -0.088 | 43.3% | 12 | 103 | 0.33 | 0.34 | 0.30 |
| 8.55 | 8.95 | 8.97 | 96 | 9 | 39.7% | 0.890 | 0.0254 | -0.060 | 92 | -0.062 | 0.0256 | -0.110 | 42.8% | 20 | 39 | 0.41 | 0.45 | 0.39 |
| 7.60 | 8.05 | 8.00 | 49 | 7 | 38.3% | 0.863 | 0.0301 | -0.070 | 93 | -0.072 | 0.0303 | -0.138 | 42.1% | 33 | 174 | 0.55 | 0.56 | 0.51 |
| 6.75 | 7.25 | 7.48 | 17 | 70 | 38.9% | 0.830 | 0.0350 | -0.081 | 94 | -0.083 | 0.0352 | -0.171 | 41.6% | 200 | 293 | 0.69 | 0.72 | 0.66 |
| 6.00 | 6.40 | 6.60 | 74 | 22 | 39.0% | 0.792 | 0.0400 | -0.092 | 95 | -0.093 | 0.0402 | -0.209 | 41.6% | 712 | 494 | 0.88 | 0.95 | 0.85 |
| 5.25 | 5.65 | 5.45 | 82 | 49 | 39.1% | 0.749 | 0.0447 | -0.103 | 96 | -0.104 | 0.0450 | -0.253 | 40.9% | 92 | 104 | 1.13 | 1.15 | 1.08 |
| 4.60 | 4.95 | 4.70 | 46 | 18 | 39.7% | 0.701 | 0.0489 | -0.112 | 97 | -0.114 | 0.0492 | -0.301 | 41.1% | 233 | 331 | 1.49 | 1.48 | 1.38 |
| 3.90 | 4.25 | 4.52 | 17 | 39.0% | 0.649 | 0.0523 | -0.120 | 98 | -0.121 | 0.0527 | -0.353 | 41.0% | 247 | 103 | 1.88 | 1.84 | 1.72 | |
| 3.35 | 3.65 | 3.89 | 8 | 19 | 39.3% | 0.595 | 0.0548 | -0.126 | 99 | -0.127 | 0.0552 | -0.408 | 41.3% | 526 | 323 | 2.21 | 2.28 | 2.11 |
| 2.94 | 3.10 | 2.99 | 631 | 374 | 40.2% | 0.539 | 0.0562 | -0.129 | 100 | -0.130 | 0.0566 | -0.464 | 40.9% | 946 | 420 | 2.68 | 2.73 | 2.56 |
| 2.48 | 2.59 | 2.55 | 313 | 75 | 40.2% | 0.483 | 0.0564 | -0.130 | 101 | -0.131 | 0.0569 | -0.520 | 41.4% | 659 | 13 | 3.20 | 3.30 | 3.10 |
| 2.08 | 2.17 | 2.12 | 507 | 87 | 40.4% | 0.428 | 0.0555 | -0.128 | 102 | -0.129 | 0.0560 | -0.576 | 41.8% | 922 | 40 | 3.82 | 3.95 | 3.65 |
| 1.71 | 1.80 | 1.75 | 206 | 156 | 40.4% | 0.375 | 0.0535 | -0.123 | 103 | -0.124 | 0.0541 | -0.630 | 41.8% | 303 | 14 | 4.46 | 4.55 | 4.30 |
| 1.36 | 1.48 | 1.45 | 7 | 61 | 40.2% | 0.325 | 0.0506 | -0.117 | 104 | -0.118 | 0.0513 | -0.680 | 41.4% | 80 | 5 | 5.14 | 5.25 | 4.90 |
| 1.17 | 1.21 | 1.18 | 1,051 | 2,142 | 40.9% | 0.279 | 0.0471 | -0.109 | 105 | -0.110 | 0.0478 | -0.727 | 42.2% | 459 | 4 | 5.80 | 6.00 | 5.70 |
| 0.90 | 0.99 | 0.95 | 266 | 86 | 40.8% | 0.237 | 0.0431 | -0.100 | 106 | -0.101 | 0.0439 | -0.769 | 44.3% | 86 | 1 | 6.30 | 7.00 | 6.45 |
| 0.73 | 0.80 | 0.75 | 60 | 216 | 41.1% | 0.200 | 0.0388 | -0.091 | 107 | -0.092 | 0.0397 | -0.807 | 42.4% | 148 | 2 | 7.09 | 7.60 | 7.25 |
| 0.58 | 0.63 | 0.62 | 157 | 216 | 41.1% | 0.168 | 0.0345 | -0.082 | 108 | -0.083 | 0.0355 | -0.840 | 42.8% | 81 | 1 | 8.03 | 8.45 | 8.10 |
| 0.48 | 0.52 | 0.50 | 249 | 244 | 41.9% | 0.141 | 0.0304 | -0.073 | 109 | -0.074 | 0.0314 | -0.868 | 43.7% | 163 | 9.18 | 9.35 | 9.00 | |
| 0.39 | 0.41 | 0.40 | 385 | 1,685 | 42.2% | 0.118 | 0.0265 | -0.065 | 110 | -0.066 | 0.0275 | -0.892 | 44.8% | 343 | 23 | 10.80 | 10.25 | 9.95 |
| 0.29 | 0.35 | 0.35 | 19 | 184 | 42.6% | 0.099 | 0.0230 | -0.057 | 111 | -0.059 | 0.0240 | -0.911 | 38.8% | 203 | 1 | 10.67 | 11.20 | 10.50 |
| 0.25 | 0.28 | 0.26 | 207 | 168 | 43.4% | 0.083 | 0.0199 | -0.050 | 112 | -0.052 | 0.0208 | -0.928 | 47.6% | 14 | 1 | 11.66 | 12.55 | 11.45 |
| 0.20 | 0.24 | 0.22 | 38 | 176 | 44.1% | 0.070 | 0.0172 | -0.044 | 113 | -0.046 | 0.0181 | -0.942 | 51.2% | 41 | 13.60 | 14.05 | 12.00 | |
| 0.17 | 0.20 | 0.19 | 8 | 205 | 45.0% | 0.059 | 0.0148 | -0.039 | 114 | -0.041 | 0.0157 | -0.953 | 46.5% | 127 | 1 | 13.64 | 14.75 | 12.95 |
| 0.13 | 0.17 | 0.15 | 155 | 522 | 45.5% | 0.050 | 0.0128 | -0.035 | 115 | -0.036 | 0.0138 | -0.962 | 0.0% | 58 | 13 | 14.44 | 15.30 | 14.15 |
How this is calculated: Options Chain methodology
