ThetaOwl

BABA

Alibaba Group Holding LimitedConsumer Cyclical
$122.05
Neutral
Mkt Cap: $291.38B|Float: 17.58B|SI: 0.2%|DTC: 4.2
Data as of market close Apr 2, 2026
IV Rank
97
IV Pctl
78%
HV 20d
4063.0%
52W Range
$94-$193
ATR(14)
$4.46
Exp. Move
±0.1%
P/C Ratio
0.75
Earnings
May 14
GEX Negative
DEX Long
Net Put Premium
IV High
Max Pain Above
Exp. Move Narrow

BABA Key Options Data

IV Rank
96.6%
Total GEX
$-0.03B
Total DEX
$43.8M
Max Pain
$126.00
Expected Move
±0.1%
Put/Call OI
0.75
Net Premium
$-43.1M
Spot Price
$122.05

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-020±$0.15±0.1%$121.91$122.20
2026-04-108±$5.17±4.2%$116.88$127.22
2026-04-1715±$7.50±6.2%$114.55$129.55
2026-04-2422±$9.05±7.4%$113.00$131.10
2026-05-0129±$10.62±8.7%$111.43$132.68
2026-05-0836±$5.88±4.8%$116.18$127.93

Explore BABA options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.