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 ±26.4% (69.16–118.70) · ATM IV 44.6% · P/C open interest 1.23
| 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 | |
| 44.30 | 47.70 | 43.6% | 0.97 | 0.0016 | 0.000 | 50 | 0.0300 | 0.7800 | 51.2% | -0.02 | 0.0016 | -0.005 | ||||
| 40.90 | 43.15 | 1 | 3 | 55.1% | 0.96 | 0.0024 | 0.000 | 55 | 0.4500 | 0.7100 | 13 | 48.0% | -0.04 | 0.0024 | -0.007 | |
| 36.20 | 38.15 | 3 | 48.4% | 0.94 | 0.0036 | -0.001 | 60 | 0.4400 | 1.41 | 1 | 39 | 46.4% | -0.06 | 0.0036 | -0.009 | |
| 32.15 | 34.80 | 16 | 52.1% | 0.91 | 0.0050 | -0.005 | 65 | 1.08 | 1.84 | 1,400 | 1,401 | 45.3% | -0.09 | 0.0051 | -0.013 | |
| 27.90 | 30.70 | 1 | 25 | 49.5% | 0.87 | 0.0065 | -0.010 | 70 | 1.57 | 3.05 | 1 | 81 | 45.0% | -0.13 | 0.0067 | -0.016 |
| 22.85 | 25.70 | 182 | 41.4% | 0.83 | 0.0081 | -0.015 | 75 | 2.93 | 3.80 | 107 | 44.2% | -0.18 | 0.0083 | -0.020 | ||
| 20.00 | 23.00 | 103 | 44.9% | 0.77 | 0.0097 | -0.018 | 80 | 4.20 | 5.95 | 5,127 | 45.3% | -0.23 | 0.0099 | -0.023 | ||
| 16.75 | 19.60 | 57 | 43.8% | 0.71 | 0.0110 | -0.022 | 85 | 5.25 | 7.50 | 99 | 42.9% | -0.29 | 0.0114 | -0.025 | ||
| 15.20 | 16.80 | 485 | 46.0% | 0.65 | 0.0121 | -0.025 | 90 | 7.30 | 9.75 | 1,269 | 42.9% | -0.35 | 0.0125 | -0.027 | ||
| 12.55 | 14.20 | 45 | 1,096 | 45.1% | 0.59 | 0.0127 | -0.027 | 95 | 10.40 | 12.40 | 33 | 2,625 | 44.2% | -0.42 | 0.0133 | -0.029 |
| 9.05 | 12.70 | 1 | 304 | 43.6% | 0.53 | 0.0130 | -0.028 | 100 | 12.45 | 15.30 | 1,650 | 42.9% | -0.49 | 0.0137 | -0.029 | |
| 7.35 | 10.85 | 10 | 102 | 43.7% | 0.47 | 0.0129 | -0.029 | 105 | 15.15 | 18.55 | 198 | 42.2% | -0.55 | 0.0138 | -0.029 | |
| 6.30 | 9.10 | 3 | 519 | 44.2% | 0.41 | 0.0126 | -0.028 | 110 | 18.80 | 22.00 | 34 | 896 | 42.5% | -0.61 | 0.0136 | -0.028 |
| 5.10 | 7.50 | 161 | 460 | 43.9% | 0.36 | 0.0120 | -0.028 | 115 | 22.90 | 25.75 | 11 | 43.4% | -0.66 | 0.0131 | -0.026 | |
| 4.15 | 6.95 | 902 | 45.3% | 0.32 | 0.0113 | -0.027 | 120 | 27.05 | 30.05 | 288 | 44.7% | -0.71 | 0.0126 | -0.025 | ||
| 3.45 | 5.45 | 1,006 | 44.7% | 0.28 | 0.0105 | -0.025 | 125 | 31.20 | 34.20 | 118 | 44.9% | -0.75 | 0.0120 | -0.023 | ||
| 2.79 | 4.90 | 441 | 3,119 | 45.5% | 0.24 | 0.0097 | -0.024 | 130 | 35.55 | 38.55 | 221 | 45.4% | -0.79 | 0.0113 | -0.021 | |
| 2.65 | 4.05 | 78 | 46.3% | 0.21 | 0.0090 | -0.023 | 135 | 39.30 | 43.25 | 2 | 91 | 44.2% | -0.83 | 0.0106 | -0.018 | |
| 2.18 | 3.40 | 202 | 1,371 | 46.4% | 0.19 | 0.0082 | -0.021 | 140 | 45.45 | 46.75 | 38 | 46.1% | -0.86 | 0.0100 | -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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs