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 ±21.7% (63.42–98.52) · ATM IV 42.4% · P/C open interest 1.02
| 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 | |
| 29.15 | 33.00 | 32.4% | 0.96 | 0.0034 | -0.005 | 50 | 0.0600 | 0.6400 | 9 | 45.0% | -0.04 | 0.0034 | -0.006 | |||
| 26.10 | 28.30 | 11 | 49.1% | 0.94 | 0.0055 | -0.008 | 55 | 0.4100 | 0.8200 | 29 | 42.4% | -0.06 | 0.0055 | -0.009 | ||
| 21.90 | 22.95 | 1 | 3 | 41.9% | 0.89 | 0.0082 | -0.012 | 60 | 1.10 | 1.67 | 38 | 43.8% | -0.11 | 0.0084 | -0.013 | |
| 16.40 | 20.25 | 11 | 40.6% | 0.83 | 0.0113 | -0.017 | 65 | 1.81 | 2.66 | 1,608 | 42.1% | -0.17 | 0.0116 | -0.018 | ||
| 14.65 | 15.15 | 6 | 61 | 41.3% | 0.76 | 0.0142 | -0.021 | 70 | 3.45 | 4.00 | 595 | 42.5% | -0.25 | 0.0146 | -0.022 | |
| 11.25 | 13.25 | 26 | 712 | 43.4% | 0.67 | 0.0165 | -0.025 | 75 | 5.45 | 5.75 | 3 | 233 | 42.2% | -0.33 | 0.0170 | -0.026 |
| 9.05 | 9.95 | 68 | 480 | 42.3% | 0.58 | 0.0178 | -0.027 | 80 | 7.90 | 8.20 | 20 | 5,497 | 42.5% | -0.43 | 0.0186 | -0.028 |
| 7.15 | 7.70 | 46 | 427 | 42.5% | 0.50 | 0.0181 | -0.028 | 85 | 9.65 | 11.20 | 546 | 40.1% | -0.52 | 0.0191 | -0.029 | |
| 5.45 | 5.85 | 10 | 1,015 | 42.2% | 0.42 | 0.0176 | -0.028 | 90 | 13.60 | 14.70 | 3 | 1,579 | 42.3% | -0.60 | 0.0188 | -0.029 |
| 4.15 | 4.50 | 32 | 2,034 | 42.4% | 0.34 | 0.0164 | -0.026 | 95 | 16.50 | 18.20 | 2,867 | 39.8% | -0.68 | 0.0178 | -0.028 | |
| 3.30 | 3.45 | 201 | 1,060 | 43.1% | 0.28 | 0.0149 | -0.025 | 100 | 21.45 | 23.40 | 2 | 1,703 | 46.2% | -0.75 | 0.0166 | -0.026 |
| 2.12 | 2.89 | 4 | 694 | 42.9% | 0.23 | 0.0133 | -0.022 | 105 | 25.80 | 26.65 | 231 | 43.8% | -0.80 | 0.0152 | -0.024 | |
| 1.96 | 2.12 | 9 | 1,227 | 44.2% | 0.19 | 0.0116 | -0.020 | 110 | 30.50 | 31.35 | 2,656 | 46.1% | -0.85 | 0.0138 | -0.022 | |
| 1.54 | 1.69 | 23 | 797 | 44.8% | 0.15 | 0.0101 | -0.018 | 115 | 34.95 | 35.65 | 23 | 44.2% | -0.89 | 0.0124 | -0.020 | |
| 1.23 | 1.34 | 15 | 920 | 45.5% | 0.13 | 0.0087 | -0.016 | 120 | 38.80 | 40.85 | 307 | -0.93 | 0.0109 | -0.018 | ||
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