BABA · Expected Move
Alibaba Group Holding Limited American Depositary Shares, each represents eight Ordinary Shares
The expected move for BABA is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
BABA straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current BABA Expected Move
30-Day Straddle
$9.32
7-Day Straddle
$4.24
30-Day ATM IV
42.7%
IV Rank
51%
Implied one-standard-deviation move through the next 30 days. Compare to BABA's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
BABA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $9.32 | $4.24 | 42.7% | 51% |
| 20261022 | $9.95 | $5.12 | 43.5% | 56% |
| 20261021 | $9.95 | $5.06 | 41.9% | 46% |
| 20261020 | $10.38 | $5.63 | 40.8% | 39% |
| 20261019 | $10.45 | $3.77 | 39.8% | 33% |
| 20261016 | $9.20 | $4.38 | 39.3% | 30% |
| 20261015 | $9.62 | $5.06 | 39.3% | 30% |
| 20261014 | $10.50 | $5.56 | 41.1% | 41% |
| 20261013 | $9.85 | $5.67 | 38.0% | 22% |
| 20261012 | $9.12 | $3.68 | 34.5% | 1% |
| 20261009 | $8.34 | $4.20 | 35.6% | 7% |
| 20261008 | $8.51 | $4.46 | 35.9% | 9% |
| 20261007 | $8.95 | $5.57 | 37.1% | 17% |
| 20261006 | $9.32 | $5.37 | 37.2% | 17% |
| 20261005 | $9.65 | $4.13 | 37.2% | 18% |
| 20261002 | $8.26 | $3.94 | 34.3% | 0% |
| 20261001 | $8.78 | $4.47 | 36.9% | 0% |
| 20260930 | $9.20 | $4.87 | 37.9% | 7% |
| 20260929 | $9.77 | $5.30 | 39.1% | 16% |
| 20260928 | $9.52 | $3.63 | 37.0% | 0% |
| 20260925 | $9.53 | $4.03 | 38.6% | 11% |
| 20260924 | $9.80 | $4.95 | 39.2% | 15% |
| 20260923 | $10.30 | $5.68 | 40.5% | 25% |
| 20260922 | $11.38 | $6.93 | 42.1% | 36% |
| 20260921 | $12.75 | $6.35 | 46.3% | 66% |
| 20260918 | $11.03 | $6.14 | 42.6% | 40% |
| 20260917 | $10.50 | $6.24 | 41.9% | 35% |
| 20260916 | $10.28 | $6.02 | 40.9% | 28% |
| 20260915 | $10.78 | $6.76 | 42.3% | 38% |
| 20260914 | $10.75 | $6.12 | 41.7% | 33% |
| 20260911 | $10.10 | $4.16 | 40.8% | 27% |
| 20260910 | $10.27 | $4.73 | 40.9% | 28% |
| 20260909 | $9.95 | $5.68 | 40.5% | 24% |
| 20260908 | $11.07 | $6.02 | 42.7% | 40% |
| 20260904 | $10.23 | $4.38 | 40.6% | 26% |
| 20260903 | $10.15 | $4.68 | 40.6% | 25% |
| 20260902 | $10.00 | $5.03 | 39.2% | 15% |
| 20260901 | $10.73 | $5.39 | 40.7% | 26% |
| 20260831 | $11.22 | $3.80 | 41.3% | 30% |
| 20260828 | $10.85 | $4.87 | 41.6% | 32% |
| 20260827 | $10.97 | $5.14 | 41.5% | 32% |
| 20260826 | $11.77 | $6.14 | 43.0% | 43% |
| 20260825 | $12.03 | $6.40 | 42.5% | 39% |
| 20260824 | $12.62 | $4.84 | 43.6% | 47% |
| 20260821 | $11.20 | $5.62 | 40.5% | 24% |
| 20260820 | $11.45 | $6.80 | 40.6% | 25% |
| 20260819 | $13.90 | $10.03 | 46.2% | 65% |
| 20260818 | $13.73 | $9.47 | 46.5% | 67% |
| 20260817 | $13.78 | $8.35 | 47.0% | 71% |
| 20260814 | $12.50 | $8.62 | 45.4% | 60% |
| 20260813 | $12.25 | $8.28 | 44.3% | 52% |
| 20260812 | $13.47 | $9.30 | 47.2% | 72% |
| 20260811 | $14.00 | $9.82 | 47.7% | 76% |
| 20260810 | $14.68 | $5.01 | 47.8% | 77% |
| 20260807 | — | — | 48.3% | 81% |
| 20260806 | $14.30 | $6.57 | 48.9% | 85% |
| 20260805 | $13.45 | $7.05 | 47.1% | 72% |
| 20260804 | $14.80 | $7.67 | 49.8% | 91% |
| 20260803 | $15.40 | $5.27 | 50.6% | 97% |
| 20260731 | $12.48 | $5.69 | 47.1% | 72% |
More on BABA
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.