BABA (Alibaba Group Holding Limited American Depositary Shares, each represents eight Ordinary Shares)

Expected Move & Straddle Price History

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).

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.

Current BABA Expected Move
30-Day Straddle
$10.23
7-Day Straddle
$4.38
Avg IV
0.5%
IV Rank
2%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $10.23 $4.38 0.5% 2%
20260903 $10.15 $4.68 0.5% 9%
20260902 $10.00 $5.03 0.5% 0%
20260901 $10.73 $5.39 0.5% 3%
20260831 $11.22 $3.80 0.5% 0%
20260828 $10.85 $4.87 0.5% 0%
20260827 $10.97 $5.14 0.5% 2%
20260826 $11.77 $6.14 0.5% 0%
20260825 $12.03 $6.40 0.5% 0%
20260824 $12.62 $4.84 0.5% 1%
20260821 $11.20 $5.62 1.0% 97%
20260820 $11.45 $6.80 0.9% 86%
20260819 $13.90 $10.03 0.9% 82%
20260818 $13.73 $9.47 0.9% 77%
20260817 $13.78 $8.35 0.9% 86%
20260814 $12.50 $8.62 0.5% 4%
20260813 $12.25 $8.28 0.5% 4%
20260812 $13.47 $9.30 0.5% 14%
20260811 $14.00 $9.82 0.5% 17%
20260810 $14.68 $5.01 0.5% 15%
20260806 $14.30 $6.57 0.5% 18%
20260805 $13.45 $7.05 0.5% 20%
20260804 $14.80 $7.67 0.5% 18%
20260803 $15.40 $5.27 0.5% 22%
20260731 $12.48 $5.69 0.5% 17%
20260730 $12.53 $6.20 0.5% 21%
20260729 $12.47 $6.35 0.5% 20%
20260728 $13.22 $6.90 0.6% 24%
20260727 $13.73 $4.88 0.6% 23%
20260724 $11.62 $5.25 0.8% 68%
20260723 $12.07 $6.17 0.7% 52%
20260722 $13.28 $6.97 0.7% 52%
20260721 $13.35 $7.17 0.8% 69%
20260720 $14.38 $5.51 0.8% 66%
20260716 $11.82 $6.58 0.6% 23%
20260715 $12.93 $7.08 0.5% 21%
20260714 $11.28 $7.17 0.5% 14%
20260713 $12.95 $4.95 0.5% 17%
20260710 $10.98 $5.57 0.5% 21%
20260709 $11.57 $6.21 0.5% 12%
20260708 $11.40 $6.72 0.5% 12%
20260707 $10.78 $6.14 0.5% 21%
20260706 $10.47 $4.36 0.5% 18%
20260702 $9.95 $4.85 0.6% 32%
20260701 $9.90 $5.35 0.5% 17%
20260630 $9.52 $5.63 0.5% 18%
20260629 $10.10 $3.50 0.6% 36%
20260626 $9.72 $4.38 0.7% 43%
20260625 $9.88 $4.82 0.6% 24%
20260624 $9.65 $5.22 0.6% 33%
20260623 $9.60 $5.58 0.6% 26%
20260622 $9.82 $3.93 0.5% 12%
20260618 $9.20 $4.45 0.8% 62%
20260617 $9.50 $5.25 0.9% 79%
20260616 $9.95 $5.83 1.0% 82%
20260615 $10.90 $3.82 0.8% 63%
20260613 $10.25 $4.77 0.6% 32%
20260612 $10.00 $4.72 0.6% 24%
20260611 $10.62 $5.46 0.6% 30%
20260610 $10.85 $5.85 0.6% 27%