BIDU option chain Baidu, Inc.
Cboe delayed options data · as of 18:33 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 ±35.9% (61.09–129.44) · ATM IV 44.9% · P/C open interest 1.58
| 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 | |
| 46.00 | 49.35 | 8 | 40.1% | 0.94 | 0.0022 | -0.001 | 50 | 0.9100 | 1.41 | 1 | 47.8% | -0.05 | 0.0022 | -0.006 | ||
| 42.00 | 45.40 | 43.6% | 0.93 | 0.0029 | -0.003 | 55 | 1.50 | 1.94 | 46.8% | -0.07 | 0.0030 | -0.008 | ||||
| 38.15 | 40.90 | 3 | 42.6% | 0.90 | 0.0038 | -0.005 | 60 | 2.32 | 2.67 | 13 | 46.2% | -0.10 | 0.0039 | -0.010 | ||
| 35.30 | 37.40 | 45.9% | 0.87 | 0.0046 | -0.008 | 65 | 3.35 | 3.75 | 45.9% | -0.13 | 0.0048 | -0.012 | ||||
| 32.25 | 33.80 | 1 | 46.4% | 0.83 | 0.0055 | -0.010 | 70 | 4.50 | 5.05 | 2 | 45.4% | -0.17 | 0.0057 | -0.014 | ||
| 29.10 | 30.35 | 3 | 46.0% | 0.80 | 0.0063 | -0.013 | 75 | 6.05 | 6.60 | 29 | 45.2% | -0.21 | 0.0066 | -0.016 | ||
| 25.80 | 27.30 | 45.2% | 0.76 | 0.0070 | -0.015 | 80 | 7.85 | 8.40 | 175 | 45.1% | -0.25 | 0.0074 | -0.018 | |||
| 23.15 | 24.45 | 1 | 45.1% | 0.71 | 0.0077 | -0.017 | 85 | 9.85 | 10.50 | 145 | 44.9% | -0.29 | 0.0082 | -0.019 | ||
| 20.70 | 21.95 | 70 | 45.1% | 0.67 | 0.0082 | -0.018 | 90 | 12.15 | 12.85 | 110 | 44.7% | -0.34 | 0.0088 | -0.021 | ||
| 18.85 | 19.30 | 99 | 45.1% | 0.63 | 0.0086 | -0.019 | 95 | 14.85 | 15.35 | 125 | 44.7% | -0.39 | 0.0093 | -0.021 | ||
| 16.70 | 17.35 | 1 | 13 | 45.1% | 0.58 | 0.0089 | -0.020 | 100 | 17.60 | 18.10 | 44.5% | -0.43 | 0.0097 | -0.022 | ||
| 14.95 | 15.40 | 1 | 45.0% | 0.54 | 0.0090 | -0.021 | 105 | 20.70 | 21.25 | 16 | 44.6% | -0.48 | 0.0100 | -0.023 | ||
| 13.05 | 14.00 | 18 | 45.0% | 0.50 | 0.0091 | -0.021 | 110 | 23.75 | 24.80 | 50 | 44.7% | -0.52 | 0.0101 | -0.023 | ||
| 11.45 | 12.55 | 2 | 44.9% | 0.47 | 0.0090 | -0.021 | 115 | 27.30 | 29.20 | 46.0% | -0.56 | 0.0102 | -0.023 | |||
| 10.60 | 11.10 | 73 | 45.3% | 0.43 | 0.0089 | -0.021 | 120 | 31.05 | 32.85 | 46.2% | -0.60 | 0.0102 | -0.022 | |||
| 9.00 | 10.20 | 45.1% | 0.40 | 0.0087 | -0.021 | 125 | 34.80 | 36.60 | 46.1% | -0.64 | 0.0102 | -0.022 | ||||
| 8.25 | 9.10 | 21 | 45.5% | 0.37 | 0.0084 | -0.021 | 130 | 38.85 | 40.05 | 45.6% | -0.68 | 0.0101 | -0.021 | |||
| 7.35 | 8.30 | 45.8% | 0.34 | 0.0082 | -0.020 | 135 | 42.80 | 44.00 | 45.2% | -0.71 | 0.0100 | -0.021 | ||||
| 6.60 | 7.30 | 14 | 45.7% | 0.31 | 0.0079 | -0.020 | 140 | 47.10 | 49.05 | 20 | 46.8% | -0.75 | 0.0098 | -0.020 | ||
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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs