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 ±32.2% (54.90–107.05) · ATM IV 43.0% · P/C open interest 2.11
| 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 | |
| 35.95 | 39.15 | 41.7% | 0.94 | 0.0031 | -0.003 | 45 | 0.5000 | 2.30 | 51.1% | -0.06 | 0.0032 | -0.006 | ||||
| 31.60 | 35.80 | 10 | 45.3% | 0.92 | 0.0043 | -0.005 | 50 | 1.42 | 1.80 | 4 | 45.7% | -0.08 | 0.0044 | -0.008 | ||
| 28.80 | 31.85 | 12 | 48.3% | 0.88 | 0.0057 | -0.007 | 55 | 2.05 | 2.89 | 6 | 44.9% | -0.12 | 0.0059 | -0.010 | ||
| 24.00 | 28.15 | 17 | 44.0% | 0.84 | 0.0072 | -0.010 | 60 | 3.35 | 3.75 | 10 | 32 | 44.0% | -0.16 | 0.0075 | -0.012 | |
| 21.30 | 24.05 | 11 | 43.4% | 0.79 | 0.0085 | -0.012 | 65 | 3.25 | 6.00 | 27 | 41.8% | -0.22 | 0.0090 | -0.015 | ||
| 18.85 | 19.95 | 6 | 42.2% | 0.74 | 0.0097 | -0.014 | 70 | 6.60 | 7.10 | 282 | 43.4% | -0.27 | 0.0103 | -0.017 | ||
| 14.95 | 19.10 | 23 | 43.3% | 0.68 | 0.0107 | -0.016 | 75 | 8.75 | 9.50 | 1 | 274 | 43.6% | -0.33 | 0.0114 | -0.018 | |
| 14.35 | 14.75 | 3 | 30 | 42.8% | 0.62 | 0.0113 | -0.018 | 80 | 11.05 | 12.00 | 238 | 43.1% | -0.39 | 0.0123 | -0.019 | |
| 11.10 | 14.05 | 20 | 43.1% | 0.57 | 0.0117 | -0.019 | 85 | 14.30 | 14.90 | 1 | 215 | 43.8% | -0.45 | 0.0129 | -0.020 | |
| 9.25 | 11.20 | 1 | 92 | 41.3% | 0.51 | 0.0118 | -0.019 | 90 | 17.25 | 18.25 | 241 | 43.9% | -0.51 | 0.0132 | -0.021 | |
| 7.75 | 11.00 | 142 | 43.7% | 0.46 | 0.0117 | -0.019 | 95 | 19.25 | 22.50 | 422 | 43.0% | -0.57 | 0.0133 | -0.021 | ||
| 7.95 | 9.15 | 1 | 89 | 45.4% | 0.42 | 0.0115 | -0.019 | 100 | 23.45 | 25.20 | 10 | 42.3% | -0.62 | 0.0133 | -0.021 | |
| 5.80 | 8.25 | 241 | 44.2% | 0.38 | 0.0111 | -0.019 | 105 | 26.85 | 30.05 | 18 | 43.2% | -0.67 | 0.0131 | -0.020 | ||
| 5.90 | 7.05 | 50 | 45.8% | 0.34 | 0.0106 | -0.018 | 110 | 30.80 | 34.15 | 309 | 43.1% | -0.72 | 0.0129 | -0.019 | ||
| 3.40 | 7.05 | 45 | 44.5% | 0.30 | 0.0101 | -0.017 | 115 | 35.05 | 39.15 | 44.9% | -0.76 | 0.0126 | -0.019 | |||
| 2.83 | 6.30 | 76 | 44.9% | 0.27 | 0.0095 | -0.017 | 120 | 40.15 | 42.65 | 1 | 44.7% | -0.80 | 0.0123 | -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 — 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