BIDU option chain Baidu, Inc.
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±5.1% (76.28–84.44) · ATM IV 36.0% · P/C open interest 0.30
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 29.80 | 32.45 | 184.5% | 0.99 | 0.0012 | -0.009 | 50 | 0 | 0.7500 | 165.1% | -0.01 | 0.0012 | -0.013 | ||||
| 24.80 | 27.50 | 154.7% | 0.99 | 0.0020 | -0.012 | 55 | 0 | 0.7500 | 1 | 136.8% | -0.01 | 0.0020 | -0.015 | |||
| 19.15 | 22.50 | 1 | 106.2% | 0.99 | 0.0034 | -0.015 | 60 | 0 | 0.7500 | 110.6% | -0.02 | 0.0034 | -0.017 | |||
| 14.00 | 17.50 | 4 | 76.7% | 0.98 | 0.0064 | -0.019 | 65 | 0 | 0.1000 | 3 | 58.8% | -0.02 | 0.0064 | -0.021 | ||
| 10.20 | 12.50 | 1 | 78.3% | 0.95 | 0.0141 | -0.027 | 70 | 0 | 0.7500 | 49 | 61.9% | -0.05 | 0.0142 | -0.028 | ||
| 9.20 | 11.55 | 73.5% | 0.95 | 0.0170 | -0.029 | 71 | 0 | 0.7500 | 57.1% | -0.05 | 0.0171 | -0.030 | ||||
| 8.30 | 9.10 | 2 | 12 | 42.6% | 0.94 | 0.0208 | -0.032 | 72 | 0.0600 | 0.2100 | 22 | 40.7% | -0.07 | 0.0210 | -0.033 | |
| 7.30 | 8.10 | 4 | 33 | 38.4% | 0.92 | 0.0257 | -0.036 | 73 | 0.1200 | 0.2900 | 2 | 4 | 40.4% | -0.08 | 0.0260 | -0.037 |
| 6.60 | 7.00 | 2 | 46 | 38.6% | 0.90 | 0.0322 | -0.041 | 74 | 0.1800 | 0.3300 | 2 | 32 | 38.2% | -0.10 | 0.0326 | -0.042 |
| 5.70 | 6.15 | 36 | 137 | 38.3% | 0.87 | 0.0404 | -0.049 | 75 | 0.3000 | 0.4000 | 599 | 37.1% | -0.13 | 0.0409 | -0.050 | |
| 4.85 | 5.30 | 4 | 4 | 37.6% | 0.82 | 0.0499 | -0.059 | 76 | 0.4600 | 0.5600 | 2 | 46 | 36.8% | -0.18 | 0.0505 | -0.060 |
| 4.10 | 4.50 | 7 | 4 | 37.5% | 0.77 | 0.0591 | -0.070 | 77 | 0.6600 | 0.7700 | 59 | 141 | 36.4% | -0.23 | 0.0599 | -0.071 |
| 3.35 | 3.75 | 5 | 35 | 36.6% | 0.70 | 0.0670 | -0.081 | 78 | 0.9200 | 1.03 | 64 | 199 | 35.8% | -0.30 | 0.0679 | -0.082 |
| 2.61 | 3.20 | 10 | 5 | 36.6% | 0.63 | 0.0729 | -0.088 | 79 | 1.24 | 1.43 | 2 | 137 | 35.9% | -0.37 | 0.0738 | -0.090 |
| 2.21 | 2.47 | 2 | 35 | 36.6% | 0.56 | 0.0761 | -0.093 | 80 | 1.64 | 1.85 | 12 | 526 | 35.4% | -0.45 | 0.0771 | -0.094 |
| 1.76 | 1.99 | 6 | 50 | 37.1% | 0.48 | 0.0764 | -0.094 | 81 | 2.16 | 2.40 | 1 | 77 | 35.8% | -0.53 | 0.0774 | -0.096 |
| 1.39 | 1.58 | 12 | 180 | 37.5% | 0.41 | 0.0738 | -0.092 | 82 | 2.78 | 3.05 | 2 | 118 | 36.6% | -0.60 | 0.0749 | -0.093 |
| 0.9900 | 1.23 | 11 | 80 | 37.0% | 0.34 | 0.0690 | -0.087 | 83 | 3.30 | 3.75 | 13 | 146 | 35.5% | -0.67 | 0.0701 | -0.088 |
| 0.8300 | 0.9300 | 114 | 117 | 38.0% | 0.28 | 0.0626 | -0.080 | 84 | 4.10 | 4.70 | 214 | 191 | 38.6% | -0.73 | 0.0638 | -0.081 |
| 0.6200 | 0.7000 | 59 | 254 | 38.2% | 0.22 | 0.0553 | -0.071 | 85 | 4.85 | 5.30 | 110 | 163 | 35.9% | -0.79 | 0.0566 | -0.072 |
| 0.4600 | 0.5300 | 116 | 181 | 38.5% | 0.17 | 0.0476 | -0.061 | 86 | 5.65 | 6.25 | 2 | 31 | 36.8% | -0.84 | 0.0490 | -0.063 |
| 0.3200 | 0.3900 | 6 | 396 | 38.5% | 0.14 | 0.0400 | -0.052 | 87 | 6.35 | 7.05 | 12 | 30.5% | -0.88 | 0.0415 | -0.053 | |
| 0.2800 | 0.3400 | 14 | 11 | 38.9% | 0.12 | 0.0364 | -0.048 | 87.5 | 6.90 | 7.50 | 4 | 32.2% | -0.89 | 0.0380 | -0.049 | |
| 0.0800 | 0.4700 | 424 | 39.4% | 0.11 | 0.0330 | -0.044 | 88 | 7.25 | 8.25 | 39 | 36.8% | -0.91 | 0.0346 | -0.045 | ||
| 0 | 0.6400 | 2 | 43.0% | 0.09 | 0.0299 | -0.040 | 88.5 | 6.25 | 8.55 | -0.92 | 0.0316 | -0.041 | ||||
| 0.1500 | 0.3800 | 572 | 42.6% | 0.08 | 0.0270 | -0.036 | 89 | 6.75 | 10.25 | 24 | -0.93 | 0.0288 | -0.038 | |||
| 0.1400 | 0.1600 | 33 | 1,947 | 40.4% | 0.07 | 0.0220 | -0.031 | 90 | 8.45 | 10.90 | 185 | 37.9% | -0.95 | 0.0239 | -0.032 | |
| 0.0100 | 0.1300 | 553 | 3,152 | 37.6% | 0.05 | 0.0181 | -0.026 | 91 | 9.15 | 11.65 | 19 | -0.96 | 0.0198 | -0.027 | ||
| 0 | 0.7500 | 220 | 57.4% | 0.04 | 0.0150 | -0.023 | 92 | 10.10 | 12.95 | 12 | -0.97 | 0.0160 | -0.024 | |||
| 0 | 0.6700 | 200 | 59.1% | 0.04 | 0.0126 | -0.020 | 93 | 10.75 | 13.95 | 2 | -0.98 | 0.0130 | -0.021 | |||
| 0.0100 | 0.1300 | 8 | 45.6% | 0.03 | 0.0107 | -0.018 | 94 | 11.65 | 15.00 | -0.99 | 0.0106 | -0.019 | ||||
| 0 | 0.5600 | 75 | 62.8% | 0.03 | 0.0092 | -0.017 | 95 | 12.65 | 15.90 | -0.99 | 0.0086 | -0.018 | ||||
| 0 | 0.1400 | 3 | 18 | 50.7% | 0.02 | 0.0081 | -0.016 | 96 | 13.65 | 17.00 | 2 | -0.99 | 0.0070 | -0.017 | ||
| 0 | 0.5400 | 14 | 68.2% | 0.02 | 0.0071 | -0.015 | 97 | 14.65 | 17.90 | -0.99 | 0.0058 | -0.016 | ||||
| 0.0200 | 0.5400 | 49 | 71.6% | 0.02 | 0.0064 | -0.014 | 98 | 15.65 | 19.05 | -0.99 | 0.0050 | -0.016 | ||||
| 0 | 0.5300 | 33 | 73.5% | 0.02 | 0.0057 | -0.014 | 99 | 16.65 | 19.90 | -0.99 | 0.0042 | -0.015 | ||||
| 0.0200 | 0.1000 | 5 | 326 | 59.0% | 0.02 | 0.0052 | -0.013 | 100 | 17.65 | 20.85 | -1.00 | 0.0036 | -0.015 | |||
| 0 | 0.5300 | 3 | 79.0% | 0.02 | 0.0047 | -0.013 | 101 | 18.65 | 22.05 | -1.00 | 0.0031 | -0.015 | ||||
| 0 | 0.7500 | 16 | 87.8% | 0.01 | 0.0043 | -0.012 | 102 | 19.65 | 22.90 | -1.00 | 0.0027 | -0.014 | ||||
| 0 | 0.9500 | 45 | 95.5% | 0.01 | 0.0040 | -0.012 | 103 | 20.65 | 23.90 | -1.00 | 0.0024 | -0.014 | ||||
| 0 | 0.9500 | 33 | 98.2% | 0.01 | 0.0037 | -0.012 | 104 | 21.65 | 24.90 | -1.00 | 0.0021 | -0.014 | ||||
| 0 | 0.7500 | 15 | 95.9% | 0.01 | 0.0034 | -0.011 | 105 | 22.65 | 25.95 | -1.00 | 0.0019 | -0.014 | ||||
| 0 | 0.0500 | 239 | 71.9% | 0.01 | 0.0024 | -0.010 | 110 | 27.65 | 30.95 | -1.00 | 0.0010 | -0.013 | ||||
| 0 | 0.7500 | 89 | 120.2% | 0.01 | 0.0018 | -0.009 | 115 | 32.65 | 36.05 | -1.00 | 0.0006 | -0.013 | ||||
| 0 | 0.7500 | 40 | 131.2% | 0.01 | 0.0014 | -0.009 | 120 | 37.65 | 40.95 | -1.00 | 0.0004 | -0.013 | ||||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.