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BABA - Alibaba Group Holding (ADR)
Implied Volatility Analysis

Implied Volatility:
48.6%
Put/Call-Ratio:
0.24

Alibaba Group Holding (ADR) has an Implied Volatility (IV) of 48.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BABA is 7 and the Implied Volatility Percentile (IVP) is 4. The current Implied Volatility Index for BABA is -1.45 standard deviations away from its 1 year mean.

Market Cap$237.54B
Next Earnings Date5/25/2023 (65d)
Implied Volatility (IV) 30d
48.62
Implied Volatility Rank (IVR) 1y
6.75
Implied Volatility Percentile (IVP) 1y
4.38
Historical Volatility (HV) 30d
31.43
IV / HV
1.55
Open Interest
1.97M
Option Volume
168.65K
Put/Call Ratio (Volume)
0.24

Data was calculated after the 3/20/2023 closing.

This stock chart shows BABA Implied Volatility Index (IV), Historical Volatility (HV), Implied Volatility Rank (IVR) and Implied Volatility Percentile (IVP) for BABA Alibaba Group Holding (ADR) over a one year time horizon.
Tradingview Chart →

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