China's stocks post biggest rise in 3 months on expected MSCI inclusion

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Alibaba (BABA) June weekly calls active ahead of MSCI rebalance

May 31, 2016 2:30 PM EDT

Alibaba (NYSE: BABA) June weekly 80 and 82 calls are active on total call volume 56K contracts (25K puts) ahead of MSCI rebalancing. June weekly call option implied volatility is at 44, June is at 30, July is at 29; compared to its 52-week range of 22 to 56.

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