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 ±10.2% (72.69–89.25) · ATM IV 41.6% · 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 | |
| 28.35 | 32.30 | 0.99 | 0.0019 | -0.009 | 50 | 0 | 0.3400 | 1 | 264 | 80.8% | -0.01 | 0.0019 | -0.009 | |||
| 23.35 | 27.35 | 0.98 | 0.0031 | -0.011 | 55 | 0 | 1.97 | 97.7% | -0.02 | 0.0031 | -0.011 | |||||
| 18.40 | 22.35 | 5 | 0.97 | 0.0054 | -0.014 | 60 | 0 | 0.5700 | 30 | 59.0% | -0.03 | 0.0055 | -0.014 | |||
| 15.00 | 17.30 | 55.9% | 0.94 | 0.0102 | -0.019 | 65 | 0.1100 | 0.3600 | 3 | 8 | 43.7% | -0.06 | 0.0103 | -0.019 | ||
| 11.05 | 12.30 | 1 | 62 | 50.0% | 0.87 | 0.0199 | -0.032 | 70 | 0.7100 | 0.8100 | 448 | 1,497 | 43.2% | -0.13 | 0.0201 | -0.032 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 71 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 72 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 73 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 74 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.90 | 8.60 | 21 | 29 | 40.3% | 0.73 | 0.0316 | -0.049 | 75 | 1.81 | 1.93 | 136 | 1,208 | 42.2% | -0.27 | 0.0320 | -0.050 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 76 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 77 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 78 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 79 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.25 | 4.55 | 53 | 324 | 41.6% | 0.55 | 0.0384 | -0.059 | 80 | 3.65 | 4.10 | 239 | 1,509 | 41.7% | -0.46 | 0.0391 | -0.060 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 81 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 82 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 83 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 84 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.42 | 2.60 | 230 | 519 | 42.8% | 0.37 | 0.0358 | -0.057 | 85 | 6.75 | 7.10 | 163 | 1,261 | 42.1% | -0.64 | 0.0369 | -0.058 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 86 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 87 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 88 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 89 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.27 | 1.35 | 194 | 869 | 43.3% | 0.23 | 0.0279 | -0.046 | 90 | 10.65 | 11.00 | 27 | 1,251 | 43.3% | -0.79 | 0.0292 | -0.049 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 91 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 92 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 93 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6300 | 0.6900 | 79 | 2,615 | 44.1% | 0.13 | 0.0193 | -0.034 | 95 | 15.05 | 15.40 | 102 | 795 | 43.9% | -0.89 | 0.0208 | -0.036 |
| 0.3300 | 0.3900 | 193 | 1,831 | 46.0% | 0.08 | 0.0125 | -0.023 | 100 | 18.65 | 20.70 | 10 | 417 | -0.95 | 0.0136 | -0.026 | |
| 0.1400 | 0.3400 | 1,815 | 2,155 | 49.5% | 0.05 | 0.0081 | -0.016 | 105 | 24.60 | 25.30 | 9 | 77 | 51.1% | -0.98 | 0.0078 | -0.016 |
| 0.0300 | 0.1700 | 91 | 915 | 48.7% | 0.03 | 0.0054 | -0.012 | 110 | 28.55 | 31.35 | 86 | 57.9% | -0.99 | 0.0039 | -0.008 | |
| 0 | 1.07 | 1 | 107 | 73.1% | 0.02 | 0.0038 | -0.010 | 115 | 33.55 | 37.00 | 77.9% | -1.00 | 0.0019 | -0.004 | ||
| 0.0500 | 0.1600 | 2 | 737 | 60.2% | 0.02 | 0.0028 | -0.008 | 120 | 38.55 | 42.00 | 4 | 84.8% | -1.00 | 0.0010 | -0.002 | |
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