BABA Implied Volatility
BABA $100.25 · Updated Oct 26, 4:00 PM ET
BABA at-the-money implied volatility is 44.2% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 44.2%. Longer-dated volatility is priced at or above near-term volatility, the normal upward-sloping term structure.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 100 | 44.2% |
| Nov 6, 2026 | 11 | 100 | 42.0% |
| Nov 13, 2026 | 18 | 100 | 41.7% |
| Nov 20, 2026 | 25 | 100 | 43.1% |
| Nov 27, 2026 | 32 | 100 | 44.2% |
| Dec 4, 2026 | 39 | 100 | 44.5% |
| Dec 18, 2026 | 53 | 100 | 44.2% |
| Jan 15, 2027 | 81 | 100 | 43.1% |
| Feb 19, 2027 | 116 | 100 | 43.6% |
| Mar 19, 2027 | 144 | 100 | 43.2% |
| Apr 16, 2027 | 172 | 100 | 42.9% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 92 | 62.3% | 50.4% |
| 93 | 60.4% | 48.4% |
| 94 | 54.1% | 47.4% |
| 95 | 51.9% | 45.5% |
| 96 | 48.7% | 45.1% |
| 97 | 47.7% | 44.2% |
| 98 | 46.3% | 43.7% |
| 99 | 45.7% | 43.9% |
| 100 | 44.8% | 43.6% |
| 101 | 43.8% | 44.3% |
| 102 | 44.2% | 44.2% |
| 103 | 44.4% | 48.0% |
| 104 | 44.4% | 48.1% |
| 105 | 44.8% | 51.6% |
| 106 | 45.9% | 52.1% |
| 107 | 47.0% | 55.7% |
| 108 | 48.0% | 53.5% |
How this is calculated: Implied Volatility methodology