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BABA - Alibaba Group Holding (ADR)
Implied Volatility Analysis

Implied Volatility:
60.4%
Put/Call-Ratio:
0.51

Alibaba Group Holding (ADR) has an Implied Volatility (IV) of 60.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BABA is 19 and the Implied Volatility Percentile (IVP) is 37. The current Implied Volatility Index for BABA is -0.46 standard deviations away from its 1 year mean.

Market Cap$207.88B
Next Earnings Date2/2/2023 (66d)
Implied Volatility (IV) 30d
60.40
Implied Volatility Rank (IVR) 1y
19.06
Implied Volatility Percentile (IVP) 1y
37.30
Historical Volatility (HV) 30d
70.15
IV / HV
0.86
Open Interest
2.59M
Option Volume
129.82K
Put/Call Ratio (Volume)
0.51

Data was calculated after the 11/25/2022 closing.

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