BABAAlibaba Group Holding Limited American Depositary Shares, each represents eight Ordinary Shares
Options Analysis Report
Market Cap $338.6B|NYSE
● 2026-05-15$141.12
BULLISH
Analysis: 2026-05-14 EOD data
1Y +13.9%YTD -9.4%7D +0.8%
Options Vol
274,123
30D
Implied Move
±12.5%
IV Rank
59%
BABA Options Overview
bullish flow with unusual activity. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
5.7
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks6/9 checks passed
IV Rank
≤35%IV Rank 55.2% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 0.96x — IV ≤ HV
Sector Relative≤50%
Sector percentile 39% — below sector median
Term Structure
<1.1xFront/Back 1.09x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 46.3% — normal range
Spread-Adjusted Value
<80%Effective IV 62.1% (ATM 46.3% + spread 7.9% + bias) — good value
Execution Efficiency
<3.0%Total drag 13.91% (spread 7.91% + slippage 6.00%) — high friction
Vega Efficiency
≥5.0Vega efficiency 3.48 (vega 2.753 / spread 7.91%) — spread drag
Sentiment
Bullish or bearish?
6.0
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksBearish - Strong signal (Conviction: -13%, Raw: -13%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: -13% (bearish) — Raw: -13%
OI Skew Magnitude
≥15%|OI skew| 23.6% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +59.8%, OI skew +23.6% — aligned
Conviction Quality
≥2/3 conditions0-DTE 37%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: -6%, ATM: -8%, OTM: -15% — neutral (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 32% — bullish vs sector
Activity
Unusual activity?
6.5
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks5/9 checks passed
Volume Surge
≥1.5xVolume 1.8x avg — elevated
Turnover Rate
≥15%Vol/OI 13.8% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days2 day(s) elevated — sustained
OI Build
≥5%OI change +10.4% (5d) — building
Sector Relative≥60%
Sector activity percentile 92% — very active vs sector
Trade Quality
≥30%Large trade volume 33% — institutional presence
Execution Urgency
≥60%Aggressive execution 45% — patient
Flow Conviction
≥30Conviction -13 (bearish) — mixed
Liquidity
Can I trade efficiently?
5.4
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks4/8 checks passed
Tradeable Spread
≤5.0%Spread 7.9% — wide
Adequate OI
≥10,000OI 1,987,776 — deep
Active Volume
≥500Volume 274,123/day — active
Reasonable Cost
≤$0.50$0.40 to cross — cheap
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 67% — wider than sector
Order Book Depth
≥100 contractsDepth 266.3 contracts (bid:120.2 ask:146.1) — adequate
Execution Quality
<1.0%Avg slippage 6.00% — poor
Timing
Is now a good time?
7.3
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks6/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +9.0% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 55% — neutral
Event Detection
≥10pts kinkIV kink 4.9pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 3.06 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No events detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow -13% @ 56% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 63 (ITM 20% + inst 33%) — HIGH institutional
Directional Strategy Fit
Option Buyers
Long Calls6.0
bullishIV fair, bullish flow
Long Puts5.3
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.6
bullishIV fair, bullish flow
Covered Call4.8
bearishIV fair, bullish flow
For educational purposes only. Not investment advice.