BABA · Options

Alibaba Group Holding Limited American Depositary Shares each representing eight Ordinary share (BABA) options chain & liquidity

Term structure, skew and the liquidity of the published chain.

$100.24

Volatility term structureATM IV by stored expiration. Earnings-containing expirations are marked; missing IV stays unavailable. Expiry spacing reflects DTE, not equal calendar spacing.

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2026-11-20: ATM IV: 41.6% 24 DTE · ATM strike $100.00 · No stored earnings marker Update time unavailable

Event / reference markers

Earnings expiry 2026-11-27: 31

Exact data table

Volatility term structure · full stored dataset, independent of graph range/toggles

ATM IV (%)	Context	Updated
41.6%	24 DTE · ATM strike $100.00 · No stored earnings marker	Update time unavailable
42.345%	31 DTE · ATM strike $100.00 · Contains earnings	Update time unavailable
44.025%	38 DTE · ATM strike $100.00 · No stored earnings marker	Update time unavailable
42.36%	52 DTE · ATM strike $100.00 · No stored earnings marker	Update time unavailable

Liquidity classification: ACCEPTABLE
Median bid-ask width: 16.9%
25-delta put IV: 43.4%
25-delta call IV: 44.0%
Downside skew: 1.0%

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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.