What is BABA's IV rank?

At the last close, BABA's IV rank was 77 with 30-day implied volatility of 48.5%. IV sits 77% of the way from its one-year low to its one-year high. Its IV percentile was 87: IV is higher than 87% of the past year's readings.

What is the expected move for BABA?

Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $12.82 (13.6%), a range of $81.56 to $107.20. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.

Which option screens have trades on BABA?

At the last close, these OptionClaws preset screens had passing trades on BABA: Bear Put Spreads Below the 200-Day (18), Long Call Butterflies for Pinning (5). Open a screen in the app to see the individual trades, refreshed intraday.

Is BABA option volume above average?

At the last close, BABA option volume was 1.4x its average, busier than usual.

BABA options: IV rank, expected move and trade screens

Alibaba Group Holding Ltd · Consumer

In the app, stock prices are live and options data is refreshed intraday.

BABA last closed at $94.38 with 30-day implied volatility of 48.5%. That is near the top of its one-year range (IV rank 77), so option premiums on BABA are expensive compared with its own recent history. Measured by IV percentile, IV is higher than 87% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $12.82, or 13.6%.

The price is below both its 50-day (-11.7%) and 200-day (-23.5%) moving averages. It is trading within 0.0% of its 52-week low. The 14-day RSI of 33.7 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $3.53, about 3.7% of the price, a measure of a typical day's range.

Option volume at the close (155K contracts) was 1.4x its average, busier than usual. A beta of 0.88 means BABA has tended to move about 0.9 times as much as the broad market. 2 of our preset screens found trades on BABA at the close, led by Bear Put Spreads Below the 200-Day with 18 trades.

BABA stats at the close

Price: $94.38; Market cap $21.9B
Implied volatility: 48.5%; 30-day, at the money
IV rank: 77; IV sits 77% of the way from its one-year low to its one-year high.
IV percentile: 87; IV is higher than 87% of the past year's readings.
ATR (14-day): $3.53; 3.7% of the price on a typical day
RSI (14-day): 33.7; Between 30 and 70, neutral
52-week range: -46.7% from high; +0.0% from the 52-week low
Moving averages: -11.7% vs 50-day; -23.5% vs the 200-day
Beta: 0.88; Sensitivity to the broad market
Option volume: 1.4x avg; 155K contracts vs 107K average

BABA expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

Expiration	IV	Expected move	1 SD range	Straddle
Nov 20, 20267 days	68.3%	±$8.92 (9.5%)	$85.46 to $103.30	$7.15
Dec 11, 202628 days	49.1%	±$12.82 (13.6%)	$81.56 to $107.20	$10.20
Jan 15, 202763 days	45.4%	±$17.80 (18.9%)	$76.58 to $112.18	$14.18
Feb 19, 202798 days	44.6%	±$21.82 (23.1%)	$72.56 to $116.20	$17.33

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for BABA from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

Bear Put Spreads Below the 200-Day

Bear Put Spread

18 trades pass on BABA

Return on risk: 60.0% to 281.3%
Probability of profit: 37.6% to 58.9%

Bear put spread screener

Long Call Butterflies for Pinning

Call Butterfly

5 trades pass on BABA

Return on risk: 138.1% to 952.6%
Probability of profit: 9.4% to 73.8%

Butterfly spread screener

BABA options FAQ

What is BABA's IV rank?: At the last close, BABA's IV rank was 77 with 30-day implied volatility of 48.5%. IV sits 77% of the way from its one-year low to its one-year high. Its IV percentile was 87: IV is higher than 87% of the past year's readings.
What is the expected move for BABA?: Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $12.82 (13.6%), a range of $81.56 to $107.20. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on BABA?: At the last close, these OptionClaws preset screens had passing trades on BABA: Bear Put Spreads Below the 200-Day (18), Long Call Butterflies for Pinning (5). Open a screen in the app to see the individual trades, refreshed intraday.
Is BABA option volume above average?: At the last close, BABA option volume was 1.4x its average, busier than usual.

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Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.