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BABA - Alibaba Group Holding (ADR)
Implied Volatility Analysis

Implied Volatility:
50.6%
Put/Call-Ratio:
0.54

Alibaba Group Holding (ADR) has an Implied Volatility (IV) of 50.6% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for BABA is 24 and the Implied Volatility Percentile (IVP) is 21. The current Implied Volatility Index for BABA is -0.87 standard deviations away from its 1 year mean.

Market Cap$257.18B
Next Earnings Date11/17/2022 (94d)
Implied Volatility (IV) 30d
50.61
Implied Volatility Rank (IVR) 1y
23.61
Implied Volatility Percentile (IVP) 1y
20.65
Historical Volatility (HV) 30d
53.25
IV / HV
0.95
Open Interest
2.86M
Option Volume
260.76K
Put/Call Ratio (Volume)
0.54

Data was calculated after the 8/12/2022 closing.

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