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Alibaba Group Holding Limited American BABA 109.45 1.38 1.28%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
ATM IV
0.469
Put Call Ratio (OI)
0.529
Put Call Ratio (Vol)
0.511
IV Rank
37.4
IV Percentile
71.1
Max pain
105

Gamma exposure (2026-11-06)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
0.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-250.7
250.7
View values by strike
BABA · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
5.00 19 -1.31
10.00 26.5 -1.94
15.00 172 -137
20.00 117 -31.6 K
25.00 70.7 -3.64 K
30.00 454 -28.3 K
35.00 418 -6.37 K
40.00 1.32 K -27.1 K
42.50 664 -4.5 K
45.00 3.57 K -4.01 K
47.50 597 -1.03 K
50.00 25 K -277 K
55.00 10.9 K -52.9 K
60.00 51.5 K -98.2 K
65.00 29.8 K -130 K
67.50 262 -3.53 K
70.00 142 K -205 K
72.50 13.8 K -5.55 K
75.00 193 K -718 K
77.50 69.1 K -5.84 K
80.00 451 K -1.58 M
82.50 40.4 K -40.2 K
85.00 322 K -2.15 M
86.00 0 -1.9 K
87.00 0 -3.23 K
87.50 34 K -53.4 K
88.00 -6.04e-6 -35 K
89.00 2.45 K -15.8 K
90.00 1.35 M -6.75 M
91.00 0 -141 K
92.00 702 -62.5 K
92.50 94 K -116 K
93.00 17.1 K -289 K
94.00 9.94 K -282 K
95.00 859 K -5.98 M
96.00 5.04 K -293 K
97.00 18 K -670 K
97.50 127 K -77.2 K
98.00 71.5 K -378 K
99.00 151 K -638 K
100.00 13.3 M -18.6 M
101.00 417 K -2.61 M
102.00 549 K -636 K
103.00 314 K -907 K
104.00 615 K -1.88 M
105.00 7.57 M -11.7 M
106.00 1.02 M -349 K
107.00 2.21 M -1.44 M
108.00 6.87 M -730 K
109.00 8.26 M -1.72 M
110.00 32.6 M -15.2 M
111.00 3.8 M -395 K
112.00 3.2 M -93 K
113.00 2.11 M -141 K
114.00 736 K -88.3 K
115.00 9.49 M -6.38 M
116.00 744 K -14.5 K
117.00 373 K -26.8 K
118.00 521 K -554 K
119.00 269 K -3.96 K
120.00 22.1 M -9.75 M
121.00 1.05 M -16.6 K
122.00 125 K -1.8 K
123.00 173 K -241
124.00 118 K -15.3 K
125.00 12 M -3.56 M
130.00 10.4 M -3.87 M
135.00 5.33 M -1.49 M
140.00 7.38 M -2.19 M
145.00 3.71 M -748 K
150.00 7.18 M -629 K
155.00 3.16 M -286 K
160.00 3.32 M -252 K
165.00 1.7 M -230 K
170.00 1.09 M -80.5 K
175.00 1.84 M -111 K
180.00 2.19 M -272 K
185.00 482 K -49.5 K
190.00 530 K -47.3 K
195.00 267 K -14.6 K
200.00 1.96 M -10.2 K
210.00 767 K 0
220.00 554 K 0
230.00 861 K 0
240.00 239 K 0
250.00 494 K 0
260.00 221 K 0
270.00 76.7 K 0
280.00 165 K 0
290.00 99.6 K 0
300.00 261 K 0
310.00 66.6 K 0
320.00 22.4 K 0
330.00 20.3 K 0
340.00 30.6 K 0
350.00 40.5 K 0
360.00 91.6 K 0