BIDU option chain Baidu, Inc.
Cboe delayed options data · as of 09:34 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 ±10.1% (71.90–88.00) · ATM IV 42.5% · P/C open interest 0.71
| 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 | |
| 28.25 | 32.15 | 77.6% | 0.99 | 0.0015 | -0.002 | 50 | 0 | 1.18 | 264 | 107.0% | -0.01 | 0.0015 | -0.006 | |||
| 23.15 | 27.20 | 58.4% | 0.99 | 0.0025 | -0.005 | 55 | 0 | 1.18 | 88.9% | -0.01 | 0.0025 | -0.008 | ||||
| 18.45 | 22.25 | 5 | 57.5% | 0.98 | 0.0047 | -0.008 | 60 | 0 | 0.7400 | 26 | 30 | 64.6% | -0.02 | 0.0047 | -0.011 | |
| 13.75 | 17.45 | 52.1% | 0.95 | 0.0096 | -0.015 | 65 | 0.1000 | 0.2400 | 2 | 8 | 42.2% | -0.05 | 0.0097 | -0.016 | ||
| 9.80 | 12.65 | 62 | 49.6% | 0.88 | 0.0206 | -0.030 | 70 | 0.5900 | 0.7000 | 28 | 1,497 | 42.0% | -0.13 | 0.0208 | -0.032 | |
| 8.45 | 11.80 | 44.4% | 0.85 | 0.0234 | -0.035 | 71 | 0.5500 | 1.00 | 1 | 41.3% | -0.15 | 0.0236 | -0.036 | |||
| 7.40 | 10.70 | 39.7% | 0.82 | 0.0261 | -0.039 | 72 | 0.7400 | 1.49 | 1 | 43.7% | -0.18 | 0.0264 | -0.040 | |||
| 7.05 | 9.70 | 41.3% | 0.79 | 0.0288 | -0.043 | 73 | 1.08 | 1.36 | 7 | 41.8% | -0.21 | 0.0291 | -0.045 | |||
| 7.50 | 9.10 | 50.1% | 0.76 | 0.0313 | -0.047 | 74 | 0.9100 | 2.23 | 43.0% | -0.24 | 0.0317 | -0.049 | ||||
| 5.50 | 8.25 | 2 | 29 | 40.6% | 0.73 | 0.0336 | -0.051 | 75 | 1.61 | 1.83 | 38 | 1,208 | 41.0% | -0.28 | 0.0340 | -0.052 |
| 4.85 | 7.95 | 42.9% | 0.69 | 0.0357 | -0.054 | 76 | 1.84 | 2.61 | 5 | 43.1% | -0.31 | 0.0362 | -0.055 | |||
| 4.15 | 7.50 | 43.4% | 0.65 | 0.0375 | -0.056 | 77 | 1.63 | 3.15 | 40.6% | -0.35 | 0.0381 | -0.058 | ||||
| 4.25 | 6.50 | 20 | 44.8% | 0.62 | 0.0389 | -0.059 | 78 | 2.57 | 3.95 | 613 | 45.6% | -0.39 | 0.0395 | -0.060 | ||
| 4.40 | 4.75 | 3 | 42.0% | 0.58 | 0.0399 | -0.060 | 79 | 3.20 | 4.65 | 47.8% | -0.43 | 0.0406 | -0.061 | |||
| 4.00 | 4.15 | 21 | 324 | 42.0% | 0.54 | 0.0404 | -0.061 | 80 | 3.75 | 4.20 | 82 | 1,509 | 42.9% | -0.47 | 0.0412 | -0.062 |
| 2.63 | 4.75 | 42.8% | 0.50 | 0.0405 | -0.061 | 81 | 2.83 | 5.70 | 40.2% | -0.51 | 0.0414 | -0.062 | ||||
| 2.90 | 3.50 | 10 | 42.1% | 0.46 | 0.0401 | -0.061 | 82 | 3.80 | 6.35 | 42.7% | -0.55 | 0.0411 | -0.062 | |||
| 2.65 | 3.15 | 6 | 43.0% | 0.42 | 0.0393 | -0.060 | 83 | 4.20 | 7.00 | 11 | 41.7% | -0.59 | 0.0404 | -0.062 | ||
| 2.23 | 2.68 | 2 | 42.0% | 0.38 | 0.0382 | -0.059 | 84 | 6.05 | 6.80 | 43.6% | -0.63 | 0.0394 | -0.060 | |||
| 2.11 | 2.58 | 33 | 519 | 44.4% | 0.35 | 0.0368 | -0.058 | 85 | 5.20 | 8.85 | 91 | 1,261 | 42.5% | -0.67 | 0.0380 | -0.059 |
| 1.10 | 2.25 | 39.8% | 0.31 | 0.0352 | -0.056 | 86 | 7.15 | 8.20 | 1 | 41.7% | -0.70 | 0.0365 | -0.057 | |||
| 1.42 | 2.15 | 44.2% | 0.28 | 0.0334 | -0.053 | 87 | 7.30 | 9.95 | 44.1% | -0.73 | 0.0348 | -0.055 | ||||
| 0.8500 | 2.04 | 16 | 42.9% | 0.26 | 0.0316 | -0.051 | 88 | 7.55 | 11.05 | 42.7% | -0.76 | 0.0330 | -0.052 | |||
| 0.7700 | 1.60 | 1 | 42.0% | 0.23 | 0.0296 | -0.048 | 89 | 8.25 | 11.60 | 39.9% | -0.79 | 0.0311 | -0.050 | |||
| 1.08 | 1.15 | 156 | 869 | 43.5% | 0.21 | 0.0276 | -0.045 | 90 | 9.40 | 12.00 | 14 | 1,251 | 38.5% | -0.81 | 0.0292 | -0.047 |
| 0.5300 | 1.18 | 3 | 41.9% | 0.18 | 0.0257 | -0.043 | 91 | 10.30 | 13.50 | 44.4% | -0.84 | 0.0273 | -0.044 | |||
| 0.7200 | 0.9600 | 58 | 43.9% | 0.16 | 0.0237 | -0.040 | 92 | 11.45 | 14.50 | 48.1% | -0.86 | 0.0254 | -0.041 | |||
| 0.4900 | 1.21 | 46.4% | 0.15 | 0.0218 | -0.037 | 93 | 11.70 | 15.45 | 42.6% | -0.88 | 0.0236 | -0.038 | ||||
| 0.5300 | 0.6600 | 90 | 2,615 | 45.7% | 0.12 | 0.0183 | -0.032 | 95 | 14.35 | 16.80 | 1 | 795 | 46.7% | -0.91 | 0.0201 | -0.033 |
| 0.0500 | 0.4500 | 26 | 1,831 | 45.2% | 0.06 | 0.0114 | -0.021 | 100 | 18.20 | 22.00 | 10 | 417 | -0.97 | 0.0138 | -0.022 | |
| 0.0900 | 0.1900 | 150 | 2,155 | 47.7% | 0.04 | 0.0071 | -0.014 | 105 | 23.65 | 27.15 | 77 | 58.9% | -0.99 | 0.0061 | -0.015 | |
| 0.0600 | 0.3200 | 14 | 915 | 57.1% | 0.03 | 0.0048 | -0.011 | 110 | 28.10 | 32.15 | 1 | 86 | -1.00 | 0.0009 | -0.014 | |
| 0.0300 | 0.2000 | 2 | 107 | 58.7% | 0.02 | 0.0035 | -0.009 | 115 | 33.15 | 37.20 | -1.00 | 0.0000 | -0.014 | |||
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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs