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 ±21.0% (75.40–115.60) · ATM IV 43.7% · P/C open interest 0.58
| 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 | |
| 44.25 | 48.20 | 82 | 0.98 | 0.0012 | 0.000 | 50 | 0 | 0.7600 | 79 | 61.6% | -0.01 | 0.0012 | -0.004 | |||
| 39.90 | 43.05 | 397 | 43.3% | 0.98 | 0.0018 | 0.000 | 55 | 0 | 0.5500 | 251 | 50.7% | -0.02 | 0.0018 | -0.005 | ||
| 35.50 | 37.35 | 323 | 0.96 | 0.0028 | 0.000 | 60 | 0.1400 | 0.6400 | 1,102 | 46.8% | -0.03 | 0.0028 | -0.008 | |||
| 31.50 | 33.90 | 41 | 51.8% | 0.94 | 0.0042 | -0.004 | 65 | 0.6300 | 0.7800 | 1 | 628 | 45.6% | -0.06 | 0.0043 | -0.011 | |
| 25.95 | 29.35 | 10 | 133 | 42.7% | 0.91 | 0.0062 | -0.009 | 70 | 1.00 | 1.55 | 10 | 1,475 | 45.3% | -0.09 | 0.0063 | -0.015 |
| 23.00 | 23.85 | 262 | 41.9% | 0.86 | 0.0085 | -0.015 | 75 | 1.71 | 2.24 | 1 | 1,510 | 43.9% | -0.14 | 0.0087 | -0.020 | |
| 18.40 | 20.45 | 2,571 | 40.7% | 0.81 | 0.0109 | -0.021 | 80 | 2.80 | 3.90 | 2 | 1,171 | 45.1% | -0.20 | 0.0111 | -0.025 | |
| 15.80 | 16.60 | 7 | 966 | 41.9% | 0.74 | 0.0130 | -0.027 | 85 | 4.50 | 4.85 | 14 | 2,337 | 43.5% | -0.27 | 0.0133 | -0.030 |
| 13.05 | 13.55 | 2,869 | 42.4% | 0.66 | 0.0146 | -0.031 | 90 | 5.30 | 7.30 | 2,678 | 41.9% | -0.34 | 0.0150 | -0.033 | ||
| 10.45 | 11.05 | 4 | 1,099 | 42.5% | 0.58 | 0.0156 | -0.034 | 95 | 8.60 | 10.10 | 3 | 1,960 | 44.9% | -0.42 | 0.0162 | -0.035 |
| 8.10 | 9.30 | 23 | 1,354 | 43.1% | 0.51 | 0.0159 | -0.035 | 100 | 11.00 | 12.55 | 12 | 4,884 | 43.2% | -0.50 | 0.0166 | -0.036 |
| 6.55 | 7.25 | 4 | 505 | 43.1% | 0.43 | 0.0156 | -0.035 | 105 | 14.65 | 15.70 | 15 | 984 | 44.2% | -0.58 | 0.0164 | -0.035 |
| 4.65 | 6.45 | 4 | 1,803 | 43.8% | 0.37 | 0.0148 | -0.034 | 110 | 17.45 | 19.70 | 2,395 | 43.7% | -0.65 | 0.0157 | -0.034 | |
| 3.95 | 5.30 | 1 | 1,638 | 45.1% | 0.31 | 0.0137 | -0.033 | 115 | 22.15 | 23.90 | 1,126 | 47.0% | -0.71 | 0.0148 | -0.031 | |
| 3.30 | 4.00 | 17 | 2,086 | 45.2% | 0.26 | 0.0125 | -0.030 | 120 | 25.55 | 27.65 | 3,131 | 44.5% | -0.76 | 0.0137 | -0.028 | |
| 2.36 | 3.10 | 5 | 6,551 | 44.5% | 0.22 | 0.0112 | -0.028 | 125 | 29.90 | 31.70 | 1,483 | 44.1% | -0.81 | 0.0125 | -0.025 | |
| 1.74 | 2.43 | 5 | 6,203 | 44.4% | 0.18 | 0.0099 | -0.025 | 130 | 33.50 | 37.40 | 455 | 45.6% | -0.85 | 0.0113 | -0.022 | |
| 1.59 | 2.14 | 1 | 2,283 | 46.4% | 0.15 | 0.0087 | -0.023 | 135 | 39.50 | 40.75 | 237 | 46.6% | -0.89 | 0.0103 | -0.018 | |
| 1.12 | 1.83 | 42 | 2,636 | 46.6% | 0.13 | 0.0076 | -0.020 | 140 | 43.40 | 46.80 | 1,673 | 49.8% | -0.92 | 0.0092 | -0.015 | |
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