BIDU option chain Baidu, Inc.
Cboe delayed options data · as of 21:49 UTC
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 ±15.3% (80.92–110.08) · ATM IV 41.4% · P/C open interest 2.34
| 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 | |
| 24.65 | 27.10 | 0.95 | 0.0050 | -0.002 | 70 | 0.1300 | 0.6800 | 15 | 775 | 44.0% | -0.05 | 0.0051 | -0.012 | |||
| 20.70 | 23.70 | 45.0% | 0.92 | 0.0082 | -0.010 | 75 | 0.5900 | 1.09 | 17 | 590 | 43.3% | -0.08 | 0.0083 | -0.018 | ||
| 17.20 | 19.65 | 23 | 47.9% | 0.85 | 0.0122 | -0.020 | 80 | 1.45 | 1.72 | 217 | 42.7% | -0.15 | 0.0124 | -0.027 | ||
| 12.95 | 15.25 | 21 | 42.5% | 0.77 | 0.0162 | -0.031 | 85 | 2.26 | 3.30 | 72 | 42.5% | -0.23 | 0.0164 | -0.035 | ||
| 10.65 | 12.00 | 15 | 45.4% | 0.67 | 0.0193 | -0.039 | 90 | 3.85 | 4.95 | 2 | 488 | 41.8% | -0.33 | 0.0196 | -0.042 | |
| 7.35 | 8.65 | 23 | 296 | 41.5% | 0.57 | 0.0209 | -0.044 | 95 | 6.10 | 7.05 | 1 | 112 | 41.2% | -0.44 | 0.0214 | -0.046 |
| 6.00 | 6.30 | 24 | 135 | 43.4% | 0.47 | 0.0210 | -0.046 | 100 | 8.85 | 10.75 | 1 | 35 | 43.6% | -0.54 | 0.0216 | -0.046 |
| 3.20 | 4.75 | 4 | 31 | 40.6% | 0.37 | 0.0198 | -0.045 | 105 | 12.00 | 13.35 | 82 | 41.0% | -0.64 | 0.0205 | -0.043 | |
| 2.81 | 3.45 | 4 | 54 | 43.3% | 0.29 | 0.0177 | -0.042 | 110 | 16.45 | 18.85 | 20 | 12 | 49.1% | -0.72 | 0.0186 | -0.038 |
| 2.07 | 2.50 | 14 | 16 | 44.1% | 0.23 | 0.0153 | -0.037 | 115 | 19.30 | 23.00 | 7 | 45.7% | -0.79 | 0.0162 | -0.032 | |
| 1.60 | 2.09 | 7 | 195 | 46.5% | 0.18 | 0.0128 | -0.033 | 120 | 24.55 | 26.45 | 6 | 46.2% | -0.84 | 0.0139 | -0.026 | |
| 0.8000 | 1.50 | 175 | 45.0% | 0.14 | 0.0106 | -0.028 | 125 | 28.70 | 31.45 | 47.0% | -0.89 | 0.0118 | -0.020 | |||
| 0.5500 | 1.39 | 21 | 4 | 47.5% | 0.11 | 0.0087 | -0.024 | 130 | 33.10 | 36.65 | 1 | 49.1% | -0.92 | 0.0099 | -0.015 | |
| 0.4800 | 0.8900 | 20 | 45 | 47.7% | 0.08 | 0.0072 | -0.021 | 135 | 37.95 | 41.10 | 1 | 46.7% | -0.94 | 0.0080 | -0.009 | |
| 0.1200 | 0.8200 | 25 | 17 | 47.7% | 0.07 | 0.0059 | -0.018 | 140 | 43.60 | 46.00 | 9 | 56.5% | -0.96 | 0.0076 | -0.003 | |
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs