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
43.1%
100 strike
EXPECTED MOVE
$10.18
ATM straddle
MAX PAIN
$108.00
+7.8%
PUT/CALL VOLUME
1.14
1,299 / 1,140
NOV 27, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 19.80 | 21.60 | 20.55 | 25 | 36.8% | 0.957 | 0.0066 | -0.017 | 80 | -0.020 | 0.0066 | -0.044 | 47.7% | 82 | 3 | 0.29 | 0.30 | 0.24 | |
| 15.80 | 16.40 | 26.66 | 5 | 41.7% | 0.905 | 0.0124 | -0.034 | 85 | -0.036 | 0.0124 | -0.096 | 45.9% | 67 | 10 | 0.60 | 0.68 | 0.59 | |
| 11.70 | 12.15 | 11.75 | 38 | 60 | 43.0% | 0.819 | 0.0197 | -0.054 | 90 | -0.055 | 0.0199 | -0.183 | 45.3% | 486 | 92 | 1.42 | 1.49 | 1.37 |
| 10.90 | 11.40 | 0.00 | 43.0% | 0.797 | 0.0212 | -0.057 | 91 | -0.059 | 0.0214 | -0.205 | 45.1% | 7 | 6 | 1.60 | 1.70 | 1.58 | ||
| 10.15 | 10.65 | 11.80 | 7 | 43.0% | 0.774 | 0.0227 | -0.061 | 92 | -0.063 | 0.0229 | -0.228 | 44.9% | 217 | 33 | 1.80 | 1.95 | 1.82 | |
| 9.65 | 9.90 | 9.70 | 73 | 7 | 44.1% | 0.749 | 0.0241 | -0.065 | 93 | -0.066 | 0.0243 | -0.253 | 44.9% | 301 | 232 | 2.17 | 2.24 | 2.09 |
| 8.70 | 9.20 | 9.20 | 12 | 1 | 42.7% | 0.723 | 0.0254 | -0.068 | 94 | -0.069 | 0.0257 | -0.279 | 44.6% | 158 | 87 | 2.50 | 2.51 | 2.38 |
| 8.05 | 8.50 | 15.40 | 2 | 42.7% | 0.696 | 0.0267 | -0.071 | 95 | -0.072 | 0.0270 | -0.306 | 44.5% | 314 | 146 | 2.80 | 2.84 | 2.70 | |
| 7.40 | 7.90 | 9.10 | 3 | 42.8% | 0.668 | 0.0278 | -0.073 | 96 | -0.075 | 0.0281 | -0.335 | 44.1% | 82 | 64 | 3.16 | 3.20 | 3.00 | |
| 6.90 | 7.25 | 7.06 | 47 | 4 | 42.8% | 0.639 | 0.0288 | -0.076 | 97 | -0.077 | 0.0291 | -0.364 | 44.1% | 28 | 60 | 3.30 | 3.60 | 3.40 |
| 6.15 | 6.65 | 6.40 | 11 | 42.2% | 0.610 | 0.0296 | -0.077 | 98 | -0.079 | 0.0300 | -0.394 | 43.6% | 29 | 27 | 3.95 | 4.00 | 3.75 | |
| 5.70 | 6.05 | 6.23 | 2 | 42.3% | 0.579 | 0.0303 | -0.079 | 99 | -0.080 | 0.0307 | -0.425 | 43.8% | 66 | 14 | 4.41 | 4.45 | 4.25 | |
| 5.20 | 5.55 | 5.30 | 11 | 123 | 42.4% | 0.548 | 0.0308 | -0.079 | 100 | -0.081 | 0.0312 | -0.456 | 43.9% | 446 | 5 | 4.71 | 4.90 | 4.70 |
| 4.80 | 5.00 | 4.90 | 48 | 11 | 42.5% | 0.518 | 0.0310 | -0.080 | 101 | -0.081 | 0.0315 | -0.487 | 43.9% | 16 | 4 | 5.37 | 5.50 | 5.25 |
| 4.30 | 4.60 | 4.36 | 22 | 4 | 42.5% | 0.487 | 0.0311 | -0.080 | 102 | -0.081 | 0.0316 | -0.518 | 42.8% | 12 | 6.26 | 6.05 | 5.55 | |
| 3.85 | 4.20 | 4.11 | 78 | 44 | 42.4% | 0.457 | 0.0310 | -0.079 | 103 | -0.080 | 0.0315 | -0.549 | 42.7% | 26 | 15 | 6.27 | 6.60 | 6.15 |
| 3.50 | 3.80 | 3.76 | 11 | 5 | 42.5% | 0.427 | 0.0306 | -0.078 | 104 | -0.079 | 0.0312 | -0.580 | 43.3% | 71 | 2 | 6.85 | 7.25 | 6.85 |
| 3.20 | 3.40 | 3.30 | 61 | 155 | 42.6% | 0.398 | 0.0301 | -0.077 | 105 | -0.078 | 0.0307 | -0.609 | 43.4% | 90 | 200 | 7.45 | 7.90 | 7.50 |
| 2.91 | 3.10 | 3.07 | 11 | 25 | 43.0% | 0.370 | 0.0294 | -0.075 | 106 | -0.076 | 0.0301 | -0.638 | 41.6% | 32 | 26 | 8.26 | 8.55 | 7.80 |
| 2.61 | 2.78 | 2.80 | 2 | 26 | 42.9% | 0.343 | 0.0286 | -0.073 | 107 | -0.074 | 0.0293 | -0.666 | 43.9% | 23 | 9.55 | 9.30 | 8.95 | |
| 2.38 | 2.50 | 2.39 | 35 | 87 | 43.2% | 0.317 | 0.0277 | -0.071 | 108 | -0.072 | 0.0284 | -0.692 | 44.0% | 70 | 36 | 9.91 | 10.05 | 9.65 |
| 2.13 | 2.27 | 2.19 | 10 | 69 | 43.4% | 0.292 | 0.0266 | -0.069 | 109 | -0.070 | 0.0273 | -0.717 | 44.8% | 46 | 2 | 10.22 | 10.90 | 10.45 |
| 1.91 | 2.04 | 1.95 | 231 | 138 | 43.5% | 0.269 | 0.0255 | -0.066 | 110 | -0.067 | 0.0262 | -0.741 | 44.1% | 55 | 225 | 11.45 | 11.55 | 11.20 |
| 1.71 | 1.82 | 1.73 | 34 | 54 | 43.5% | 0.248 | 0.0243 | -0.064 | 111 | -0.065 | 0.0251 | -0.763 | 44.3% | 99 | 11.49 | 12.35 | 12.00 | |
| 1.54 | 1.64 | 1.52 | 8 | 83 | 43.8% | 0.227 | 0.0231 | -0.061 | 112 | -0.062 | 0.0239 | -0.784 | 45.1% | 12 | 2 | 12.70 | 13.25 | 12.85 |
| 1.37 | 1.46 | 1.40 | 14 | 36 | 43.8% | 0.209 | 0.0219 | -0.058 | 113 | -0.059 | 0.0227 | -0.803 | 44.8% | 22 | 13.85 | 14.05 | 13.65 | |
| 1.21 | 1.32 | 1.27 | 9 | 9 | 44.0% | 0.191 | 0.0207 | -0.056 | 114 | -0.056 | 0.0216 | -0.822 | 45.9% | 1 | 15.20 | 15.00 | 14.55 | |
| 1.10 | 1.18 | 1.15 | 96 | 807 | 44.3% | 0.175 | 0.0194 | -0.053 | 115 | -0.053 | 0.0204 | -0.838 | 46.2% | 29 | 3 | 15.75 | 15.90 | 15.40 |
How this is calculated: Options Chain methodology
