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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

Expected move

November 06, 2026 close · $109.28
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$2.09 $107.19 – $111.37 $106.77 – $111.79 $104.79 – $113.77
2 sessions ±2.7% ±$2.91 $106.37 – $112.19 $105.75 – $112.81 $103.01 – $115.55
3 sessions ±3.4% ±$3.66 $105.62 – $112.94 $104.91 – $113.65 $101.48 – $117.08
1 week ±4.3% ±$4.66 $104.62 – $113.94 $103.59 – $114.97 $99.36 – $119.20
2 weeks ±6.0% ±$6.54 $102.75 – $115.82 $101.19 – $117.37 $95.34 – $123.22
3 weeks Earnings ±9.6% ±$10.46 $98.82 – $119.74 $96.33 – $122.23 $87.29 – $131.27
1 month Earnings ±10.7% ±$11.70 $97.58 – $120.98 $94.75 – $123.81 $84.66 – $133.90
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. BABA reports in 12 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

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%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →