Alibaba Group Holding Limited American BABA 108.07 2.78 2.64% Regime: Trend Down (95%)
Expected move
November 05, 2026 close · $107.52| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±1.9% ±$1.98 | $105.53 – $109.50 | $105.12 – $109.91 | $103.24 – $111.79 |
| 2 sessions | ±2.6% ±$2.77 | $104.74 – $110.29 | $104.15 – $110.88 | $101.54 – $113.49 |
| 3 sessions | ±3.3% ±$3.49 | $104.02 – $111.01 | $103.35 – $111.68 | $100.09 – $114.94 |
| 1 week | ±4.1% ±$4.44 | $103.08 – $111.96 | $102.09 – $112.95 | $98.06 – $116.97 |
| 2 weeks | ±5.8% ±$6.22 | $101.29 – $113.74 | $99.82 – $115.21 | $94.23 – $120.80 |
| 3 weeks Earnings | ±10.5% ±$11.25 | $96.26 – $118.77 | $93.58 – $121.45 | $83.86 – $131.17 |
| 1 month Earnings | ±11.4% ±$12.30 | $95.22 – $119.82 | $92.25 – $122.78 | $81.65 – $133.38 |
Earnings: priced against what happened
Average implied move
±6.10%
Average actual move
6.76%
Beyond the implied move
5 / 7
Median IV change
-18.62%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| August 20, 2026 | ±6.52% | +1.26% | 0.19× | 52.3% → 41.8% |
| May 13, 2026 | ±6.23% | +8.18% | 1.31× | 51.5% → 49.0% |
| March 19, 2026 | ±5.94% | -7.09% | 1.19× | — |
| August 29, 2025 | ±5.85% | +12.90% | 2.20× | 51.0% → 40.4% |
| May 15, 2025 | ±6.04% | -7.57% | 1.25× | 52.9% → 43.8% |
| February 20, 2025 | ±6.60% | +8.09% | 1.23× | 57.8% → 52.6% |
| November 15, 2024 | ±5.53% | -2.20% | 0.40× | 48.2% → 36.9% |