BIDU option chain Baidu, Inc.
Cboe delayed options data · as of 12:34 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 ±14.1% (69.52–92.42) · ATM IV 43.1% · P/C open interest 0.47
| 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 | |
| 33.50 | 37.25 | 165 | 0.99 | 0.0011 | -0.004 | 45 | 0 | 0.2500 | 32 | 68.8% | -0.01 | 0.0011 | -0.004 | |||
| 28.50 | 32.45 | 122 | 0.99 | 0.0020 | -0.005 | 50 | 0.0300 | 0.3200 | 203 | 60.8% | -0.01 | 0.0020 | -0.005 | |||
| 24.90 | 27.35 | 22 | 63.1% | 0.97 | 0.0036 | -0.008 | 55 | 0 | 0.5300 | 89 | 54.2% | -0.03 | 0.0036 | -0.008 | ||
| 20.05 | 22.55 | 26 | 54.3% | 0.95 | 0.0067 | -0.012 | 60 | 0.3000 | 0.4200 | 34 | 764 | 46.6% | -0.05 | 0.0067 | -0.012 | |
| 15.30 | 16.80 | 76 | 37.0% | 0.90 | 0.0120 | -0.020 | 65 | 0.6900 | 0.8200 | 21 | 485 | 44.0% | -0.10 | 0.0121 | -0.020 | |
| 10.60 | 13.35 | 221 | 39.3% | 0.81 | 0.0187 | -0.030 | 70 | 1.49 | 1.74 | 6 | 810 | 43.1% | -0.19 | 0.0190 | -0.031 | |
| 8.30 | 8.90 | 15 | 268 | 40.9% | 0.69 | 0.0246 | -0.040 | 75 | 3.00 | 3.25 | 8 | 4,252 | 43.0% | -0.31 | 0.0250 | -0.040 |
| 5.80 | 6.35 | 120 | 896 | 43.0% | 0.56 | 0.0276 | -0.045 | 80 | 5.15 | 5.60 | 199 | 3,039 | 43.2% | -0.45 | 0.0282 | -0.046 |
| 3.70 | 4.25 | 56 | 2,226 | 42.8% | 0.42 | 0.0271 | -0.045 | 85 | 8.15 | 8.55 | 7 | 3,261 | 43.6% | -0.58 | 0.0280 | -0.046 |
| 2.23 | 2.74 | 54 | 1,838 | 42.6% | 0.31 | 0.0241 | -0.041 | 90 | 11.75 | 12.05 | 2 | 1,118 | 43.7% | -0.70 | 0.0252 | -0.043 |
| 1.51 | 1.71 | 131 | 1,779 | 43.8% | 0.22 | 0.0198 | -0.035 | 95 | 14.30 | 17.05 | 2 | 4,943 | 40.7% | -0.80 | 0.0211 | -0.037 |
| 0.9700 | 1.12 | 141 | 8,250 | 44.9% | 0.15 | 0.0155 | -0.028 | 100 | 20.15 | 20.95 | 35 | 4,771 | 46.7% | -0.87 | 0.0170 | -0.031 |
| 0.5800 | 0.7400 | 54 | 1,842 | 45.7% | 0.11 | 0.0117 | -0.022 | 105 | 23.75 | 26.20 | 15 | 1,744 | 41.9% | -0.92 | 0.0133 | -0.025 |
| 0.3900 | 0.5200 | 19 | 3,035 | 48.0% | 0.08 | 0.0088 | -0.018 | 110 | 28.60 | 31.70 | 3 | 1,358 | 52.5% | -0.96 | 0.0101 | -0.021 |
| 0.2300 | 0.4900 | 4 | 2,709 | 50.0% | 0.05 | 0.0067 | -0.014 | 115 | 33.55 | 35.75 | 910 | -0.98 | 0.0068 | -0.015 | ||
| 0.2000 | 0.3600 | 40 | 4,946 | 52.2% | 0.04 | 0.0051 | -0.012 | 120 | 37.95 | 42.00 | 6 | 196 | 57.4% | -0.99 | 0.0040 | -0.009 |
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs