| 5.37 |
5.37% |
4.9 |
5.7 |
141 |
167.50 |
0.05 |
0.05% |
0.03 |
0.05 |
95 |
BABA Call 167.50
Exp: Jan 23, 2026
Last: 5.37
Chg.: 5.37%
SymbolBABA|20260123|167.50C
Delta0.8807
Imp Vol0.4959
Bid4.9
Gamma0.0448
Theoretical5.37
Ask5.7
Theta-0.4551
Intrinsic Value5.95
Volume141
Vega0.0179
Time Value-0.58
Open Interest2,069
Rho0.004
Delta / Theta-1.9353
BABA Put 167.50
Exp: Jan 23, 2026
Last: 0.05
Chg.: 0.05%
SymbolBABA|20260123|167.50P
Delta-0.0409
Imp Vol0.3338
Bid0.03
Gamma0.0293
Theoretical0.05
Ask0.05
Theta-0.1331
Intrinsic Value-5.95
Volume95
Vega0.0079
Time Value6
Open Interest1,050
Rho-0.0002
Delta / Theta0.3075
|
| 2.65 |
2.65% |
2.55 |
2.81 |
692 |
170.00 |
0.16 |
0.16% |
0.13 |
0.16 |
1,736 |
BABA Call 170.00
Exp: Jan 23, 2026
Last: 2.65
Chg.: 2.65%
SymbolBABA|20260123|170.00C
Delta0.9404
Imp Vol0.1885
Bid2.55
Gamma0.07
Theoretical2.65
Ask2.81
Theta-0.1078
Intrinsic Value3.45
Volume692
Vega0.0106
Time Value-0.8
Open Interest5,815
Rho0.0043
Delta / Theta-8.7278
BABA Put 170.00
Exp: Jan 23, 2026
Last: 0.16
Chg.: 0.16%
SymbolBABA|20260123|170.00P
Delta-0.133
Imp Vol0.2649
Bid0.13
Gamma0.0905
Theoretical0.16
Ask0.16
Theta-0.2581
Intrinsic Value-3.45
Volume1,736
Vega0.0193
Time Value3.61
Open Interest2,109
Rho-0.0006
Delta / Theta0.5152
|
| 0.88 |
0.88% |
0.81 |
0.92 |
1,372 |
172.50 |
0.86 |
0.86% |
0.77 |
0.86 |
1,939 |
BABA Call 172.50
Exp: Jan 23, 2026
Last: 0.88
Chg.: 0.88%
SymbolBABA|20260123|172.50C
Delta0.5229
Imp Vol0.2308
Bid0.81
Gamma0.1924
Theoretical0.88
Ask0.92
Theta-0.4218
Intrinsic Value0.95
Volume1,372
Vega0.0357
Time Value-0.07
Open Interest2,728
Rho0.0024
Delta / Theta-1.2398
BABA Put 172.50
Exp: Jan 23, 2026
Last: 0.86
Chg.: 0.86%
SymbolBABA|20260123|172.50P
Delta-0.4789
Imp Vol0.255
Bid0.77
Gamma0.1743
Theoretical0.86
Ask0.86
Theta-0.4592
Intrinsic Value-0.95
Volume1,939
Vega0.0357
Time Value1.81
Open Interest783
Rho-0.002
Delta / Theta1.0429
|
|
173.45 |
Price @ Jan 23, 2026 15:27 GMT |
| 0.19 |
0.19% |
0.16 |
0.21 |
4,316 |
175.00 |
2.72 |
2.72% |
2.55 |
2.93 |
2,133 |
BABA Call 175.00
Exp: Jan 23, 2026
Last: 0.19
Chg.: 0.19%
SymbolBABA|20260123|175.00C
Delta0.1563
Imp Vol0.2607
Bid0.16
Gamma0.1025
Theoretical0.19
Ask0.21
Theta-0.2852
Intrinsic Value-1.55
Volume4,316
Vega0.0215
Time Value1.74
Open Interest5,358
Rho0.0007
Delta / Theta-0.5479
BABA Put 175.00
Exp: Jan 23, 2026
Last: 2.72
Chg.: 2.72%
SymbolBABA|20260123|175.00P
Delta-0.7954
Imp Vol0.3183
Bid2.55
Gamma0.0995
Theoretical2.72
Ask2.93
Theta-0.4062
Intrinsic Value1.55
Volume2,133
Vega0.0254
Time Value1.17
Open Interest3,490
Rho-0.0031
Delta / Theta1.9584
|
| 0.07 |
0.07% |
0.06 |
0.07 |
987 |
177.50 |
5 |
5% |
4.7 |
5.35 |
267 |
BABA Call 177.50
Exp: Jan 23, 2026
Last: 0.07
Chg.: 0.07%
SymbolBABA|20260123|177.50C
Delta0.0552
Imp Vol0.3351
Bid0.06
Gamma0.0371
Theoretical0.07
Ask0.07
Theta-0.1705
Intrinsic Value-4.05
Volume987
Vega0.01
Time Value4.12
Open Interest4,286
Rho0.0003
Delta / Theta-0.3237
BABA Put 177.50
Exp: Jan 23, 2026
Last: 5
Chg.: 5%
SymbolBABA|20260123|177.50P
Delta-0.9279
Imp Vol0.3668
Bid4.7
Gamma0.0419
Theoretical5
Ask5.35
Theta-0.2243
Intrinsic Value4.05
Volume267
Vega0.0123
Time Value0.95
Open Interest2,117
Rho-0.0031
Delta / Theta4.1377
|
| 0.06 |
0.06% |
0.03 |
0.04 |
1,427 |
180.00 |
7.13 |
7.13% |
6.9 |
7.9 |
239 |
BABA Call 180.00
Exp: Jan 23, 2026
Last: 0.06
Chg.: 0.06%
SymbolBABA|20260123|180.00C
Delta0.0253
Imp Vol0.4106
Bid0.03
Gamma0.016
Theoretical0.035
Ask0.04
Theta-0.1104
Intrinsic Value-6.55
Volume1,427
Vega0.0053
Time Value6.61
Open Interest6,397
Rho0.0001
Delta / Theta-0.229
BABA Put 180.00
Exp: Jan 23, 2026
Last: 7.13
Chg.: 7.13%
SymbolBABA|20260123|180.00P
Delta0
Imp Vol0
Bid6.9
Gamma0
Theoretical0
Ask7.9
Theta0
Intrinsic Value6.55
Volume239
Vega0
Time Value0.58
Open Interest3,675
Rho0
Delta / Theta0
|