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 ±37.6% (50.55–111.39) · ATM IV 43.0% · 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 | |
| 38.55 | 41.50 | 5 | 53.2% | 0.93 | 0.0032 | -0.001 | 45 | 1.36 | 1.72 | 3 | 71 | 45.6% | -0.07 | 0.0033 | -0.006 | |
| 33.75 | 37.50 | 30 | 48.0% | 0.90 | 0.0042 | -0.004 | 50 | 2.25 | 2.60 | 1 | 146 | 45.4% | -0.10 | 0.0044 | -0.008 | |
| 31.05 | 33.30 | 3 | 60 | 47.9% | 0.86 | 0.0053 | -0.006 | 55 | 3.20 | 3.75 | 421 | 44.6% | -0.14 | 0.0056 | -0.009 | |
| 27.75 | 28.85 | 3 | 86 | 45.0% | 0.82 | 0.0063 | -0.008 | 60 | 4.80 | 5.15 | 32 | 723 | 44.8% | -0.18 | 0.0067 | -0.011 |
| 23.75 | 25.55 | 85 | 42.4% | 0.78 | 0.0073 | -0.010 | 65 | 5.45 | 7.20 | 261 | 43.2% | -0.23 | 0.0078 | -0.013 | ||
| 21.95 | 24.05 | 1 | 248 | 46.4% | 0.74 | 0.0082 | -0.011 | 70 | 8.40 | 8.80 | 1 | 363 | 44.1% | -0.27 | 0.0088 | -0.014 |
| 19.45 | 20.10 | 3 | 262 | 43.9% | 0.69 | 0.0088 | -0.013 | 75 | 9.75 | 11.75 | 147 | 43.5% | -0.33 | 0.0097 | -0.015 | |
| 17.30 | 17.65 | 27 | 287 | 43.7% | 0.64 | 0.0094 | -0.014 | 80 | 12.20 | 13.70 | 2 | 1,052 | 42.4% | -0.38 | 0.0104 | -0.016 |
| 15.00 | 15.75 | 2 | 185 | 43.4% | 0.60 | 0.0097 | -0.015 | 85 | 16.00 | 16.55 | 50 | 817 | 43.7% | -0.43 | 0.0110 | -0.017 |
| 13.50 | 14.45 | 75 | 2,359 | 44.5% | 0.55 | 0.0099 | -0.015 | 90 | 19.15 | 19.75 | 13 | 3,195 | 44.0% | -0.48 | 0.0114 | -0.017 |
| 11.80 | 12.40 | 8 | 411 | 43.7% | 0.51 | 0.0100 | -0.016 | 95 | 22.55 | 23.05 | 6 | 555 | 44.0% | -0.53 | 0.0117 | -0.017 |
| 10.50 | 12.10 | 68 | 779 | 45.4% | 0.47 | 0.0099 | -0.016 | 100 | 24.00 | 28.85 | 1,669 | 44.3% | -0.58 | 0.0119 | -0.017 | |
| 8.30 | 10.75 | 1,163 | 43.9% | 0.43 | 0.0098 | -0.016 | 105 | 28.00 | 32.50 | 1,416 | 44.6% | -0.62 | 0.0120 | -0.017 | ||
| 8.35 | 9.60 | 60 | 319 | 45.5% | 0.40 | 0.0096 | -0.016 | 110 | 31.65 | 35.25 | 601 | 42.3% | -0.67 | 0.0120 | -0.017 | |
| 7.45 | 8.85 | 129 | 46.0% | 0.36 | 0.0093 | -0.015 | 115 | 37.65 | 38.40 | 6 | 158 | 44.0% | -0.71 | 0.0120 | -0.016 | |
| 5.90 | 7.70 | 10 | 699 | 44.6% | 0.33 | 0.0090 | -0.015 | 120 | 40.00 | 45.00 | 224 | 45.0% | -0.75 | 0.0118 | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs