Alibaba Group Holding Limited (BABA) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Alibaba Group Holding Lim...

NYSE: BABA · Real-Time Price · USD
171.89
-3.58 (-2.04%)
At close: Sep 26, 2025, 3:59 PM
172.38
0.28%
After-hours: Sep 26, 2025, 07:57 PM EDT

Alibaba Greeks

Delta, Gamma, Theta, and Vega Greek Charts for BABA options.

Delta Table

Strike Price Delta Gamma Theta Vega
80.00 0.9988 0.0001 -0.0203 0.0009
85.00 0.9987 0.0001 -0.0207 0.0010
90.00 0.9865 0.0007 -0.1301 0.0079
95.00 0.9888 0.0007 -0.1003 0.0068
100.00 0.9865 0.0009 -0.1092 0.0079
105.00 0.9850 0.0010 -0.1101 0.0087
106.00 0.9802 0.0013 -0.1418 0.0110
107.00 0.9831 0.0012 -0.1188 0.0096
108.00 0.9975 0.0003 -0.0258 0.0018
109.00 0.9975 0.0003 -0.0258 0.0018
110.00 0.9986 0.0002 -0.0196 0.0011
111.00 0.9985 0.0002 -0.0196 0.0011
112.00 0.9973 0.0003 -0.026 0.0019
113.00 0.9957 0.0005 -0.0345 0.0029
114.00 0.9961 0.0005 -0.0318 0.0027
115.00 0.9960 0.0005 -0.0318 0.0027
116.00 0.9879 0.0011 -0.0732 0.0072
117.00 0.9877 0.0012 -0.073 0.0073
118.00 0.9576 0.0026 -0.2361 0.0207
119.00 0.9575 0.0027 -0.2312 0.0208
120.00 0.9962 0.0006 -0.0293 0.0026
121.00 0.9862 0.0014 -0.0745 0.0081
122.00 0.9577 0.0029 -0.2127 0.0207
123.00 0.9923 0.0010 -0.0445 0.0048
124.00 0.9958 0.0007 -0.0295 0.0028
125.00 0.9950 0.0008 -0.0322 0.0033
126.00 0.9831 0.0019 -0.0792 0.0096
127.00 0.9837 0.0019 -0.0752 0.0093
128.00 0.9873 0.0017 -0.0593 0.0075
129.00 0.9819 0.0022 -0.0784 0.0102
130.00 0.9909 0.0014 -0.0442 0.0056
131.00 0.9858 0.0020 -0.0609 0.0083
132.00 0.9820 0.0024 -0.0721 0.0101
133.00 0.9875 0.0019 -0.0525 0.0075
134.00 0.9899 0.0017 -0.0439 0.0062
135.00 0.9896 0.0018 -0.0438 0.0063
136.00 0.9770 0.0032 -0.0796 0.0125
137.00 0.9897 0.0020 -0.0416 0.0063
138.00 0.9855 0.0026 -0.0518 0.0085
139.00 0.9633 0.0048 -0.1105 0.0185
140.00 0.9845 0.0029 -0.0514 0.0089
141.00 0.9786 0.0038 -0.0641 0.0118
142.00 0.9671 0.0051 -0.0894 0.0169
143.00 0.9741 0.0047 -0.0701 0.0138
144.00 0.9738 0.0050 -0.068 0.0139
145.00 0.9647 0.0062 -0.0844 0.0178
146.00 0.9648 0.0066 -0.0807 0.0178
147.00 0.9464 0.0086 -0.1132 0.0250
148.00 0.9430 0.0094 -0.1142 0.0263
149.00 0.9319 0.0108 -0.1287 0.0302
150.00 0.9197 0.0123 -0.1436 0.0342
152.50 0.8818 0.0164 -0.1843 0.0454
155.00 0.8271 0.0208 -0.2379 0.0587
157.50 0.7623 0.0246 -0.2897 0.0710
160.00 0.6863 0.0269 -0.3451 0.0814
162.50 0.3176 0.0824 -0.5393 0.1669
165.00 0.0887 0.0796 -0.6292 0.1819
167.50 -0.096 0.0722 -0.6767 0.1815
170.00 -0.2457 0.0634 -0.6945 0.1732
172.50 -0.3701 0.0549 -0.6911 0.1607
175.00 -0.4625 0.0466 -0.6906 0.1479
177.50 -0.5417 0.0398 -0.6649 0.1349
180.00 -0.6019 0.0339 -0.6484 0.1231
182.50 -0.6474 0.0286 -0.6452 0.1123
185.00 -0.6975 0.0250 -0.5912 0.1017
187.50 -0.7156 0.0210 -0.6248 0.0951
190.00 -0.7419 0.0192 -0.6001 0.0898
192.50 -0.7508 0.0167 -0.6375 0.0859
195.00 -0.787 0.0144 -0.5695 0.0760
197.50 -0.781 0.0140 -0.6275 0.0786
200.00 -0.8057 0.0115 -0.5914 0.0695
205.00 -0.7962 0.0111 -0.6937 0.0738
210.00 -0.8296 0.0078 -0.6403 0.0602
220.00 -0.8565 0.0063 -0.6147 0.0533
230.00 -0.8673 0.0052 -0.6427 0.0502
240.00 -0.8626 0.0047 -0.7494 0.0513
250.00 -0.8707 0.0042 -0.7678 0.0491
260.00 -0.8622 0.0038 -0.8983 0.0509
270.00 -0.8803 0.0034 -0.8215 0.0462
280.00 -0.8642 0.0045 -0.9771 0.0569
290.00 -0.8622 0.0044 -1.0455 0.0588
300.00 -0.8786 0.0033 -0.9844 0.0487
310.00 -0.9035 0.0026 -0.8073 0.0396