BIDU option chain Baidu, Inc.
Cboe delayed options data · as of 00:33 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 ±19.7% (75.43–112.43) · ATM IV 45.0% · P/C open interest 0.55
| 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 | |
| 44.15 | 47.10 | 122 | 56.5% | 0.99 | 0.0011 | 0.000 | 50 | 0.0100 | 0.5000 | 201 | 63.2% | -0.01 | 0.0011 | -0.004 | ||
| 39.50 | 42.20 | 22 | 55.9% | 0.98 | 0.0017 | 0.000 | 55 | 0 | 0.7500 | 76 | 58.9% | -0.02 | 0.0017 | -0.006 | ||
| 35.05 | 37.90 | 1 | 26 | 60.6% | 0.97 | 0.0026 | -0.003 | 60 | 0 | 0.6800 | 2 | 692 | 50.0% | -0.03 | 0.0026 | -0.008 |
| 29.70 | 33.25 | 76 | 51.0% | 0.95 | 0.0041 | -0.006 | 65 | 0.3800 | 0.6400 | 4 | 457 | 46.4% | -0.05 | 0.0041 | -0.011 | |
| 24.75 | 28.75 | 20 | 166 | 45.9% | 0.92 | 0.0063 | -0.012 | 70 | 0.6700 | 1.10 | 1 | 657 | 44.7% | -0.08 | 0.0064 | -0.015 |
| 20.60 | 24.45 | 91 | 45.2% | 0.88 | 0.0090 | -0.018 | 75 | 1.26 | 1.95 | 4,097 | 44.4% | -0.13 | 0.0091 | -0.022 | ||
| 16.80 | 20.50 | 52 | 182 | 44.8% | 0.81 | 0.0119 | -0.025 | 80 | 2.41 | 3.55 | 1 | 2,671 | 46.3% | -0.19 | 0.0121 | -0.028 |
| 13.70 | 16.35 | 152 | 43.6% | 0.74 | 0.0145 | -0.032 | 85 | 3.80 | 4.25 | 3 | 922 | 43.2% | -0.27 | 0.0148 | -0.034 | |
| 10.65 | 13.40 | 363 | 43.6% | 0.65 | 0.0164 | -0.037 | 90 | 5.25 | 7.40 | 5 | 778 | 45.1% | -0.35 | 0.0168 | -0.038 | |
| 8.95 | 10.60 | 10 | 1,116 | 45.1% | 0.57 | 0.0175 | -0.040 | 95 | 8.00 | 9.45 | 6 | 4,793 | 44.9% | -0.44 | 0.0180 | -0.041 |
| 6.80 | 8.75 | 4 | 8,441 | 45.6% | 0.48 | 0.0176 | -0.041 | 100 | 9.65 | 13.10 | 1 | 4,438 | 43.8% | -0.53 | 0.0183 | -0.042 |
| 5.15 | 6.95 | 2 | 1,749 | 45.7% | 0.40 | 0.0170 | -0.040 | 105 | 12.55 | 15.85 | 1,722 | 41.5% | -0.61 | 0.0178 | -0.041 | |
| 4.15 | 4.70 | 2 | 883 | 44.5% | 0.33 | 0.0158 | -0.038 | 110 | 16.90 | 19.55 | 1,288 | 43.4% | -0.69 | 0.0168 | -0.038 | |
| 3.05 | 4.30 | 2,723 | 46.5% | 0.27 | 0.0143 | -0.035 | 115 | 20.30 | 23.95 | 1,006 | 43.0% | -0.75 | 0.0154 | -0.035 | ||
| 2.31 | 2.75 | 14 | 4,938 | 44.8% | 0.22 | 0.0126 | -0.032 | 120 | 24.55 | 28.25 | 1 | 941 | 43.3% | -0.80 | 0.0139 | -0.031 |
| 1.56 | 2.94 | 4 | 873 | 47.5% | 0.18 | 0.0110 | -0.028 | 125 | 29.00 | 32.95 | 10 | 641 | 44.4% | -0.85 | 0.0123 | -0.028 |
| 1.25 | 1.99 | 1,936 | 46.9% | 0.15 | 0.0094 | -0.025 | 130 | 33.55 | 36.25 | 1,119 | -0.89 | 0.0108 | -0.024 | |||
| 0.8200 | 1.67 | 1,080 | 47.2% | 0.12 | 0.0081 | -0.022 | 135 | 39.30 | 41.50 | 2 | 371 | 45.7% | -0.92 | 0.0096 | -0.020 | |
| 0.7000 | 1.32 | 10 | 802 | 48.2% | 0.10 | 0.0069 | -0.019 | 140 | 43.15 | 46.85 | 194 | -0.95 | 0.0088 | -0.016 | ||
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