Pre-market
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BABA 115.86
Expected move by Sep 25 ±$5.78 ±5.0% $110.08 – $121.64 90%: $103.54 – $128.18
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Every quote and Greek, one row per strike.
124 contracts 109 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
5 1 0.98 177% 35.55 36.55 $80.00 0.00 0.07 - - 8 5
2 2 0.97 160% 30.60 31.60 $85.00 0.00 0.06 113% -0.00 260 14
6 2 0.99 103% 25.55 26.30 $90.00 0.00 0.15 104% -0.01 22 170
19 3 - - 20.50 21.15 $95.00 0.02 0.03 79% -0.01 126 151
1 7 1.00 69% 19.55 20.25 $96.00 0.00 0.10 81% -0.01 60 103
1 6 0.98 80% 18.60 19.30 $97.00 0.02 0.05 76% -0.01 57 81
14 1 0.98 76% 17.60 18.30 $98.00 0.03 0.05 73% -0.01 36 80
17 4 0.98 72% 16.65 17.25 $99.00 0.04 0.05 69% -0.01 66 2,780
125 10 0.99 63% 15.60 16.25 $100.00 0.05 0.08 69% -0.02 240 1,983
41 3 - - 14.00 15.65 $101.00 0.06 0.08 66% -0.02 122 593
83 80 0.93 83% 13.70 14.70 $102.00 0.07 0.14 67% -0.03 139 454
30 41 0.95 69% 12.70 13.45 $103.00 0.12 0.19 66% -0.04 208 262
158 140 0.92 74% 12.00 12.45 $104.00 0.16 0.20 64% -0.05 545 639
155 11 0.94 62% 10.85 11.35 $105.00 0.21 0.26 64% -0.07 562 1,670
29 1 0.92 61% 9.60 10.75 $106.00 0.29 0.35 63% -0.09 550 2,985
271 135 0.90 61% 9.15 9.40 $107.00 0.39 0.44 62% -0.11 373 816
466 24 0.86 63% 8.35 8.60 $108.00 0.51 0.57 62% -0.13 571 1,496
597 196 0.83 61% 7.50 7.70 $109.00 0.63 0.76 61% -0.17 510 3,239
4,762 1,623 0.79 63% 6.70 7.00 $110.00 0.86 0.97 62% -0.20 1,462 4,291
2,062 58 0.75 63% 5.95 6.25 $111.00 1.12 1.23 62% -0.25 814 656
1,500 464 0.71 62% 5.30 5.45 $112.00 1.49 1.55 63% -0.29 1,803 817
3,777 338 0.66 64% 4.65 4.85 $113.00 1.82 1.93 64% -0.34 821 500
1,637 2,003 0.61 64% 4.10 4.25 $114.00 2.22 2.31 63% -0.39 1,178 439
7,174 4,718 0.56 63% 3.55 3.65 $115.00 2.70 2.78 64% -0.44 2,983 696
2,701 3,877 0.51 64% 3.05 3.15 $116.00 3.20 3.30 65% -0.49 371 78
1,790 1,878 0.46 64% 2.61 2.77 $117.00 3.75 3.90 65% -0.54 68 199
1,246 1,266 0.41 64% 2.24 2.32 $118.00 4.40 4.55 66% -0.59 21 2,648
1,017 923 0.37 66% 1.92 2.00 $119.00 5.00 5.25 67% -0.63 31 117
6,842 7,753 0.32 66% 1.64 1.69 $120.00 5.65 5.95 66% -0.68 149 704
896 1,169 0.28 67% 1.39 1.47 $121.00 6.20 6.70 65% -0.72 11 44
1,215 901 0.25 69% 1.18 1.28 $122.00 7.00 7.50 67% -0.76 51 349
516 1,891 0.22 69% 1.00 1.10 $123.00 8.00 8.30 69% -0.78 2 85
854 643 0.19 69% 0.85 0.91 $124.00 8.65 9.15 67% -0.82 1 109
3,224 3,925 0.17 71% 0.74 0.77 $125.00 9.55 10.00 68% -0.85 100 237
375 562 0.15 73% 0.62 0.69 $126.00 9.75 10.95 55% -0.92 34 88
754 1,192 0.13 73% 0.52 0.60 $127.00 11.30 11.75 67% -0.90 36 70
2,180 977 0.11 74% 0.45 0.50 $128.00 11.80 12.75 57% -0.95 15 88
204 353 0.10 76% 0.40 0.46 $129.00 13.25 13.65 72% -0.92 8 19
4,413 7,458 0.08 76% 0.33 0.35 $130.00 13.60 14.80 57% -0.97 5 1,461
271 140 0.07 77% 0.28 0.30 $131.00 14.55 15.75 51% -0.99 40 1
452 401 0.06 78% 0.24 0.28 $132.00 15.70 17.10 80% -0.93 12 3
175 44 0.05 78% 0.19 0.23 $133.00 17.10 17.70 84% -0.94 12 1
157 289 0.06 84% 0.09 0.40 $134.00 18.10 18.65 85% -0.94 12 0
741 584 0.04 80% 0.14 0.16 $135.00 18.55 19.65 - - 6 1
479 443 0.03 82% 0.13 0.14 $136.00 19.90 20.70 86% -0.96 6 0
113 95 0.03 82% 0.11 0.12 $137.00 20.70 23.10 123% -0.89 2 0
93 1 0.03 84% 0.05 0.16 $138.00 21.70 24.00 124% -0.90 2 0
218 1 0.02 81% 0.02 0.12 $139.00 22.45 24.60 112% -0.93 6 0
1,038 102 0.02 85% 0.06 0.09 $140.00 23.45 25.55 114% -0.94 6 0
105 33 0.02 90% 0.01 0.17 $141.00 24.40 27.05 130% -0.91 3 0
2,281 2 0.02 90% 0.01 0.14 $142.00 25.90 27.50 133% -0.92 2 0
457 93 0.01 95% 0.00 0.10 $145.00 28.80 29.50 86% -0.99 5 5
232 44 0.01 99% 0.00 0.05 $150.00 33.55 34.55 - - 35 0
766 1 0.01 113% 0.00 0.04 $155.00 38.50 40.90 173% -0.93 11 0
232 5 0.02 139% 0.00 0.03 $160.00 43.60 45.95 191% -0.93 11 0
236 6 0.02 160% 0.00 0.56 $165.00 48.60 50.90 203% -0.94 0 0
19 12 0.01 155% 0.00 0.06 $170.00 53.75 55.85 219% -0.94 0 0
4 4 0.04 212% 0.00 0.13 $175.00 58.60 60.90 229% -0.94 0 0
6 6 0.04 227% 0.00 2.02 $180.00 62.80 66.00 211% -0.97 0 0
9 4 0.02 203% 0.00 1.98 $185.00 68.45 70.95 250% -0.95 0 0
51 1 0.02 217% 0.00 1.92 $190.00 73.15 76.00 253% -0.96 0 0
1 1 0.06 288% 0.00 2.01 $195.00 78.45 80.95 273% -0.95 0 0