BABA · Covered-Calls
Alibaba Group Holding Limited American Depositary Shares each representing eight Ordinary share (BABA) covered calls
A modelled covered call from the published implied volatility, with premium yield and capped upside.
- Modelled strike
- $110.00
- Modelled premium
- $1.57
- Premium yield
- 1.6%
- Annualized premium yield
- 22.4%
- Breakeven
- $98.67
- Downside protection
- 1.6%
- Days to expiration
- 28
Update time unavailable
Loading graph — the exact table is available below.
$50.12: Expiration P/L: -$4,855.00 Update time unavailable
Event / reference markers
- Spot: $100.24
- Expiry breakeven $98.67: $98.67
- sell call strike $110.00: $110.00
Exact data table
Strategy payoff · full stored dataset, independent of graph range/toggles
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$4,855.00 | Update time unavailable | ||
| -$4,754.76 | Update time unavailable | ||
| -$4,654.52 | Update time unavailable | ||
| -$4,554.28 | Update time unavailable | ||
| -$4,454.04 | Update time unavailable | ||
| -$4,353.80 | Update time unavailable | ||
| -$4,253.56 | Update time unavailable | ||
| -$4,153.32 | Update time unavailable | ||
| -$4,053.08 | Update time unavailable | ||
| -$3,952.84 | Update time unavailable | ||
| -$3,852.60 | Update time unavailable | ||
| -$3,752.36 | Update time unavailable | ||
| -$3,652.12 | Update time unavailable | ||
| -$3,551.88 | Update time unavailable | ||
| -$3,451.64 | Update time unavailable | ||
| -$3,351.40 | Update time unavailable | ||
| -$3,251.16 | Update time unavailable | ||
| -$3,150.92 | Update time unavailable | ||
| -$3,050.68 | Update time unavailable | ||
| -$2,950.44 | Update time unavailable | ||
| -$2,850.20 | Update time unavailable | ||
| -$2,749.96 | Update time unavailable | ||
| -$2,649.72 | Update time unavailable | ||
| -$2,549.48 | Update time unavailable | ||
| -$2,449.24 | Update time unavailable | ||
| -$2,349.00 | Update time unavailable | ||
| -$2,248.76 | Update time unavailable | ||
| -$2,148.52 | Update time unavailable | ||
| -$2,048.28 | Update time unavailable | ||
| -$1,948.04 | Update time unavailable | ||
| -$1,847.80 | Update time unavailable | ||
| -$1,747.56 | Update time unavailable | ||
| -$1,647.32 | Update time unavailable | ||
| -$1,547.08 | Update time unavailable | ||
| -$1,446.84 | Update time unavailable | ||
| -$1,346.60 | Update time unavailable | ||
| -$1,246.36 | Update time unavailable | ||
| -$1,146.12 | Update time unavailable | ||
| -$1,045.88 | Update time unavailable | ||
| -$945.64 | Update time unavailable | ||
| -$845.40 | Update time unavailable | ||
| -$745.16 | Update time unavailable | ||
| -$644.92 | Update time unavailable | ||
| -$544.68 | Update time unavailable | ||
| -$444.44 | Update time unavailable | ||
| -$344.20 | Update time unavailable | ||
| -$243.96 | Update time unavailable | ||
| -$143.72 | Update time unavailable | ||
| -$43.48 | Update time unavailable | ||
| -$0.00 | Update time unavailable | ||
| $56.76 | Update time unavailable | ||
| $157.00 | Update time unavailable | ||
| $157.00 | Spot reference | Update time unavailable | |
| $257.24 | Update time unavailable | ||
| $357.48 | Update time unavailable | ||
| $457.72 | Update time unavailable | ||
| $557.96 | Update time unavailable | ||
| $658.20 | Update time unavailable | ||
| $758.44 | Update time unavailable | ||
| $858.68 | Update time unavailable | ||
| $958.92 | Update time unavailable | ||
| $1,059.16 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable | ||
| $1,133.00 | Update time unavailable |
Black-Scholes from the published at-the-money implied volatility (one expected move above spot). Requires 100 shares per contract; above the strike the shares are called away.
Next steps
Data provenance
Figures are from published, reviewed research as of Oct 27, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.