알리바바, Alibaba Group Holding Limited (BABA) · 2026년 8월 28일 미국 장마감 기준
알리바바(BABA) 주식이 현재 116.31달러에 거래되고 있으며, 2026년 8월 만기 옵션 시장에서는 최대 고통 가격이 80달러로 나타나 주가가 만기 시점에 하락 압력을 받을 가능성이 있습니다. 그러나 거래량이 가장 많은 스트라이크는 115~125달러 구간으로, 특히 115달러 풋옵션 거래량이 8,674계약으로 매우 높아 단기적으로 하락을 대비한 헤지 수요가 컸음을 알 수 있습니다. 반면 120달러 콜옵션 거래량도 6,450계약으로 활발해 상승 기대도 일부 존재합니다. 다만 ATM 내재변동성이 거의 0에 가까워 시장의 변동성 예상이 매우 낮은 상태이며, 이는 데이터의 신뢰성에 의문을 제기할 수 있습니다.
2026년 8월 만기 옵션에서 최대 고통 가격이 80달러로 현재 주가(116.31달러)보다 훨씬 낮아, 만기 시점에 주가가 하락할 가능성을 시사합니다. 그러나 거래량이 집중된 115~125달러 구간에서는 콜옵션과 풋옵션 거래가 모두 활발해 양방향 베팅이 존재합니다. 특히 115달러 풋옵션 거래량이 매우 높아 단기적인 하락 헤지 수요가 강했던 것으로 보입니다.
$117
0.67
38.2%
±4.9%
| Strike | Call OI | Put OI |
|---|---|---|
| 80 | 3 | 0 |
| 85 | 1 | 28 |
| 90 | 0 | 45 |
| 95 | 57 | 98 |
| 100 | 42 | 238 |
| 101 | 2 | 10 |
| 102 | 26 | 53 |
| 103 | 20 | 94 |
| 104 | 31 | 140 |
| 105 | 169 | 195 |
| 106 | 145 | 122 |
| 107 | 64 | 2122 |
| 108 | 62 | 5371 |
| 109 | 74 | 354 |
| 110 | 267 | 2456 |
| 111 | 153 | 233 |
| 112 | 43 | 1253 |
| 113 | 98 | 3108 |
| 114 | 73 | 340 |
| 115 | 674 | 2035 |
| 116 | 224 | 423 |
| 117 | 2140 | 303 |
| 118 | 1055 | 263 |
| 119 | 487 | 245 |
| 120 | 4517 | 693 |
| 121 | 1241 | 260 |
| 122 | 4449 | 542 |
| 123 | 849 | 158 |
| 124 | 1032 | 126 |
| 125 | 2852 | 340 |
| 126 | 1443 | 97 |
| 127 | 603 | 82 |
| 128 | 878 | 146 |
| 129 | 258 | 59 |
| 130 | 3130 | 288 |
| 131 | 402 | 2 |
| 132 | 200 | 59 |
| 133 | 343 | 17 |
| 134 | 105 | 12 |
| 135 | 798 | 0 |
| 136 | 145 | 0 |
| 137 | 100 | 0 |
| 138 | 101 | 0 |
| 139 | 93 | 0 |
| 140 | 1126 | 0 |
| 141 | 187 | 0 |
| 142 | 85 | 0 |
| 143 | 59 | 0 |
| 144 | 0 | 0 |
| 145 | 314 | 0 |
| 146 | 59 | 0 |
| 147 | 128 | 0 |
| 149 | 3 | 0 |
| 150 | 1099 | 0 |
| 152.5 | 2 | 0 |
| 155 | 342 | 0 |
| 157.5 | 0 | 0 |
| 160 | 428 | 0 |
| 165 | 112 | 0 |
| 170 | 151 | 0 |
| 175 | 69 | 0 |
| 180 | 6 | 0 |
| 190 | 0 | 0 |
| 195 | 0 | 0 |
| Strike | Call Volume | Put Volume |
|---|---|---|
| 80 | 2 | 0 |
| 85 | 0 | 12 |
| 90 | 0 | 2 |
| 95 | 2 | 3 |
| 100 | 3 | 68 |
| 101 | 1 | 41 |
| 102 | 1 | 40 |
| 103 | 12 | 10 |
| 104 | 3 | 142 |
| 105 | 34 | 72 |
| 106 | 14 | 189 |
| 107 | 30 | 39 |
| 108 | 15 | 88 |
| 109 | 50 | 221 |
| 110 | 130 | 395 |
| 111 | 138 | 99 |
| 112 | 39 | 609 |
| 113 | 29 | 490 |
| 114 | 21 | 355 |
| 115 | 361 | 2350 |
| 116 | 161 | 434 |
| 117 | 498 | 544 |
| 118 | 512 | 3463 |
| 119 | 478 | 456 |
| 120 | 2475 | 598 |
| 121 | 1031 | 68 |
| 122 | 1108 | 76 |
| 123 | 454 | 14 |
| 124 | 1538 | 56 |
| 125 | 1698 | 41 |
| 126 | 364 | 1 |
| 127 | 1147 | 71 |
| 128 | 110 | 1 |
| 129 | 588 | 1 |
| 130 | 1307 | 3 |
| 131 | 23 | 3 |
| 132 | 437 | 1 |
| 133 | 46 | 10 |
| 134 | 64 | 2 |
| 135 | 260 | 9 |
| 136 | 107 | 5 |
| 137 | 2 | 25 |
| 138 | 10 | 20 |
| 139 | 1 | 0 |
| 140 | 408 | 38 |
| 141 | 10 | 0 |
| 142 | 93 | 5 |
| 143 | 29 | 0 |
| 144 | 0 | 0 |
| 145 | 21 | 13 |
| 146 | 12 | 0 |
| 147 | 10 | 0 |
| 149 | 3 | 0 |
| 150 | 25 | 3 |
| 152.5 | 5 | 0 |
| 155 | 1 | 0 |
| 157.5 | 0 | 0 |
| 160 | 6 | 2 |
| 165 | 1 | 0 |
| 170 | 2 | 0 |
| 175 | 1 | 0 |
| 180 | 1 | 0 |
| 190 | 0 | 0 |
| 195 | 0 | 0 |
| Strike | Call (Bid/Ask) | Call OI | Call IV | Put (Bid/Ask) | Put OI | Put IV |
|---|---|---|---|---|---|---|
| $80 | $36.80/$39.65 | 3 | 190.7% | — | — | — |
| $85 | $31.80/$34.60 | 1 | 164.0% | $0.00/$2.00 | 28 | 178.8% |
| $90 | — | 0 | 0.0% | $0.00/$1.00 | 45 | 130.7% |
| $95 | $22.55/$24.75 | 57 | 125.3% | $0.00/$0.01 | 98 | 56.3% |
| $100 | $17.80/$19.80 | 42 | 104.8% | $0.00/$0.01 | 238 | 47.7% |
| $101 | $16.75/$18.60 | 2 | 93.5% | $0.00/$0.94 | 10 | 84.3% |
| $102 | $15.75/$17.95 | 26 | 100.6% | $0.00/$0.27 | 53 | 61.5% |
| $103 | $14.95/$16.70 | 20 | 88.3% | $0.00/$0.12 | 94 | 50.8% |
| $104 | $13.75/$15.60 | 31 | 80.7% | $0.00/$0.15 | 140 | 56.2% |
| $105 | $12.75/$15.60 | 169 | 60.1% | $0.02/$0.11 | 195 | 49.8% |
| $106 | $10.95/$13.70 | 145 | 75.3% | $0.01/$0.20 | 122 | 52.5% |
| $107 | $10.85/$12.60 | 64 | 68.0% | $0.07/$0.11 | 2,122 | 43.6% |
| $108 | $8.95/$12.70 | 62 | 90.4% | $0.07/$0.12 | 5,371 | 41.0% |
| $109 | $8.00/$11.10 | 74 | 72.0% | $0.12/$0.36 | 354 | 48.8% |
| $110 | $8.25/$10.10 | 267 | 67.2% | $0.16/$0.24 | 2,456 | 40.4% |
| $111 | $7.30/$8.60 | 153 | 50.7% | $0.22/$0.31 | 233 | 39.4% |
| $112 | $6.15/$8.00 | 43 | 55.3% | $0.30/$0.43 | 1,253 | 39.3% |
| $113 | $5.80/$7.70 | 98 | 63.9% | $0.33/$0.59 | 3,108 | 39.2% |
| $114 | $5.05/$6.10 | 73 | 47.3% | $0.54/$0.74 | 340 | 38.1% |
| $115 | $4.60/$5.05 | 674 | 41.1% | $0.83/$0.90 | 2,035 | 36.4% |
| $116 | $3.80/$4.25 | 224 | 39.2% | $1.10/$1.20 | 423 | 36.6% |
| $117 Max Pain | $3.15/$3.80 | 2,140 | 42.1% | $1.46/$1.66 | 303 | 38.3% |
| $118 | $2.86/$3.00 | 1,055 | 38.6% | $1.80/$2.10 | 263 | 38.6% |
| $119 | $2.29/$2.46 | 487 | 38.2% | $2.28/$2.71 | 245 | 40.5% |
| $120 | $1.87/$2.00 | 4,517 | 38.1% | $2.87/$3.05 | 693 | 37.3% |
| $121 | $1.45/$1.72 | 1,241 | 39.8% | $3.50/$4.00 | 260 | 42.7% |
| $122 | $1.21/$1.35 | 4,449 | 39.3% | $4.20/$4.75 | 542 | 44.2% |
| $123 | $0.88/$1.07 | 849 | 39.3% | $4.70/$5.25 | 158 | 40.8% |
| $124 | $0.70/$0.82 | 1,032 | 39.0% | $5.45/$6.60 | 126 | 51.7% |
| $125 | $0.56/$0.65 | 2,852 | 39.5% | $6.40/$7.15 | 340 | 47.9% |
| $126 | $0.43/$0.54 | 1,443 | 40.6% | $7.35/$8.40 | 97 | 57.0% |
| $127 | $0.33/$0.40 | 603 | 40.3% | $7.55/$9.00 | 82 | 52.8% |
| $128 | $0.28/$0.31 | 878 | 40.7% | $8.70/$10.20 | 146 | 61.0% |
| $129 | $0.00/$0.28 | 258 | 42.7% | $9.70/$11.30 | 59 | 67.0% |
| $130 | $0.17/$0.19 | 3,130 | 41.7% | $10.05/$13.40 | 288 | 56.8% |
| $131 | $0.09/$0.27 | 402 | 48.1% | $11.50/$13.45 | 2 | 52.1% |
| $132 | $0.10/$0.36 | 200 | 54.6% | $12.75/$14.05 | 59 | 52.2% |
| $133 | $0.04/$0.10 | 343 | 44.1% | $13.60/$15.45 | 17 | 59.9% |
| $134 | $0.07/$0.09 | 105 | 45.7% | $14.60/$16.45 | 12 | 62.8% |
| $135 | $0.03/$0.09 | 798 | 47.9% | $15.85/$17.40 | 0 | 69.2% |
| $136 | $0.00/$0.29 | 145 | 54.6% | $16.65/$18.45 | 0 | 69.4% |
| $137 | $0.00/$0.14 | 100 | 50.4% | $16.90/$19.50 | 0 | 53.4% |
| $138 | $0.00/$0.19 | 101 | 55.2% | $17.90/$20.70 | 0 | 63.0% |
| $139 | $0.00/$0.13 | 93 | 54.1% | $18.60/$21.35 | 0 | 102.5% |
| $140 | $0.00/$0.25 | 1,126 | 62.3% | $20.30/$22.40 | 0 | 70.8% |
| $141 | $0.01/$0.26 | 187 | 65.4% | $20.95/$23.35 | 0 | 56.3% |
| $142 | $0.01/$0.12 | 85 | 60.2% | $21.60/$25.25 | 0 | 79.7% |
| $143 | $0.00/$0.57 | 59 | 79.9% | — | — | — |
| $144 | — | 0 | 0.0% | $23.95/$26.35 | 0 | 62.1% |
| $145 | $0.01/$0.05 | 314 | 59.8% | $24.90/$27.35 | 0 | 58.6% |
| $146 | $0.00/$0.57 | 59 | 86.9% | — | — | — |
| $147 | $0.00/$0.55 | 128 | 88.6% | — | — | — |
| $149 | $0.00/$0.43 | 3 | 88.9% | — | — | — |
| $150 | $0.00/$0.24 | 1,099 | 82.6% | $30.45/$32.35 | 0 | 96.7% |
| $152.5 | $0.00/$0.01 | 2 | 60.9% | — | — | — |
| $155 | $0.00/$0.01 | 342 | 64.1% | — | — | — |
| $157.5 | — | 0 | 0.0% | — | — | — |
| $160 | $0.00/$0.01 | 428 | 71.9% | $40.55/$41.65 | 0 | 50.0% |
| $165 | $0.00/$0.20 | 112 | 107.4% | — | — | — |
| $170 | $0.00/$1.39 | 151 | 159.5% | — | — | — |
| $175 | $0.00/$0.01 | 69 | 90.6% | — | — | — |
| $180 | $0.00/$2.13 | 6 | 195.2% | — | — | — |
| $190 | $0.00/$2.13 | 0 | 213.7% | — | — | — |
| $195 | $0.00/$0.75 | 0 | 183.4% | — | — | — |
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