BIDU option chain Baidu, Inc.
Cboe delayed options data · as of 21:52 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 ±16.7% (66.46–93.16) · ATM IV 42.6% · 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 | |
| 38.20 | 42.25 | 408 | 0.99 | 0.0009 | 0.000 | 40 | 0 | 0.1000 | 83 | 60.6% | -0.01 | 0.0009 | -0.003 | |||
| 34.00 | 37.30 | 202 | 69.3% | 0.99 | 0.0015 | 0.000 | 45 | 0 | 0.2700 | 100 | 58.8% | -0.01 | 0.0015 | -0.004 | ||
| 28.35 | 32.40 | 91 | 37.5% | 0.98 | 0.0025 | -0.000 | 50 | 0.0100 | 0.2400 | 1 | 79 | 48.6% | -0.02 | 0.0025 | -0.005 | |
| 24.30 | 27.55 | 397 | 52.5% | 0.96 | 0.0044 | -0.004 | 55 | 0.0800 | 0.4400 | 251 | 45.5% | -0.04 | 0.0044 | -0.008 | ||
| 19.50 | 22.90 | 319 | 46.7% | 0.93 | 0.0076 | -0.009 | 60 | 0.2400 | 0.7700 | 1 | 1,106 | 42.5% | -0.07 | 0.0077 | -0.012 | |
| 15.95 | 16.60 | 26 | 91 | 37.0% | 0.88 | 0.0125 | -0.016 | 65 | 0.8900 | 1.50 | 9 | 1,331 | 42.9% | -0.13 | 0.0127 | -0.019 |
| 12.50 | 14.30 | 17 | 105 | 47.0% | 0.79 | 0.0178 | -0.024 | 70 | 1.87 | 2.43 | 2 | 1,729 | 41.2% | -0.21 | 0.0182 | -0.027 |
| 9.20 | 10.50 | 513 | 44.2% | 0.68 | 0.0222 | -0.031 | 75 | 3.00 | 4.00 | 9 | 1,802 | 38.9% | -0.33 | 0.0227 | -0.033 | |
| 6.40 | 8.05 | 14 | 2,660 | 44.2% | 0.56 | 0.0245 | -0.035 | 80 | 5.90 | 6.35 | 10 | 1,651 | 41.1% | -0.45 | 0.0252 | -0.036 |
| 4.40 | 4.75 | 4 | 1,526 | 40.4% | 0.44 | 0.0243 | -0.035 | 85 | 7.75 | 10.20 | 308 | 2,569 | 40.6% | -0.57 | 0.0253 | -0.036 |
| 3.10 | 3.35 | 153 | 4,179 | 41.6% | 0.34 | 0.0222 | -0.033 | 90 | 12.40 | 13.05 | 2 | 2,829 | 42.4% | -0.68 | 0.0235 | -0.033 |
| 2.00 | 2.89 | 25 | 1,883 | 44.1% | 0.25 | 0.0191 | -0.029 | 95 | 16.40 | 17.85 | 2,495 | 46.3% | -0.77 | 0.0206 | -0.029 | |
| 1.45 | 1.63 | 27 | 2,834 | 43.3% | 0.18 | 0.0157 | -0.025 | 100 | 19.75 | 22.20 | 4,727 | 42.8% | -0.85 | 0.0175 | -0.024 | |
| 0.7100 | 1.21 | 10 | 733 | 42.8% | 0.13 | 0.0125 | -0.020 | 105 | 24.30 | 25.85 | 995 | -0.90 | 0.0146 | -0.019 | ||
| 0.5200 | 0.8000 | 49 | 1,835 | 43.7% | 0.10 | 0.0098 | -0.017 | 110 | 28.60 | 31.85 | 2,429 | -0.94 | 0.0119 | -0.016 | ||
| 0.4100 | 0.5700 | 7 | 1,690 | 45.2% | 0.07 | 0.0076 | -0.013 | 115 | 33.50 | 36.60 | 1,202 | -0.98 | 0.0104 | -0.010 | ||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs