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Baidu, Inc. ADS BIDU

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Market datapartial · fetched 2026-11-07T14:36:18.128Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:06:17.016829762Z

FundamentalsAlpha Vantage · unavailable

Share price$81.66
1D+2.5%
AH$79.26$80.14$81.02$81.89$82.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBIDU
Sold putSold callAH

Baidu, Inc. ADS options

Live interpolated BIDU call and put midpoint premiums by absolute delta.Baidu, Inc. ADS$0.42$1.92$3.42$4.92$6.42$74.04$77.77$81.49$85.21$88.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BIDU spot · $81.66BIDU PRICE$0.58$0.78$0.99$1.21$1.32$1.72$2.11$2.29$3.56$3.66$4.12$5.99$0.62$0.79$1.01$1.28$1.59$1.89$2.16$2.55$2.88$3.04$5.32$5.63$5.75
PutsCheap0.90×
Calls——
Skew——
Implied moveBalanced±$4.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.5250.8%6.7%77.4451.4%5.9%
25Δ85.6351.5%5.8%78.4449.2%4.9%
30Δ84.7551.0%5.0%79.2248.8%4.2%
35Δ83.9851.0%4.3%79.8849.8%3.7%
40Δ83.0845.8%3.4%80.5450.9%3.3%
45Δ82.4949.3%3.1%81.2051.1%2.9%
50Δ81.9052.6%2.9%81.8749.7%2.4%
55Δ81.2549.0%2.3%82.5449.9%2.0%
60Δ83.1649.0%1.7%
65Δ79.6758.0%1.9%83.6545.0%1.3%
70Δ79.1351.5%1.4%85.7666.4%1.5%
75Δ78.4050.0%1.1%86.3761.5%1.1%
80Δ76.5664.5%1.1%86.8254.4%0.7%

20Δ

Calls
Pseudo strike
86.52
IV
50.8%
B/E move
6.7%
Puts
Pseudo strike
77.44
IV
51.4%
B/E move
5.9%

25Δ

Calls
Pseudo strike
85.63
IV
51.5%
B/E move
5.8%
Puts
Pseudo strike
78.44
IV
49.2%
B/E move
4.9%

30Δ

Calls
Pseudo strike
84.75
IV
51.0%
B/E move
5.0%
Puts
Pseudo strike
79.22
IV
48.8%
B/E move
4.2%

35Δ

Calls
Pseudo strike
83.98
IV
51.0%
B/E move
4.3%
Puts
Pseudo strike
79.88
IV
49.8%
B/E move
3.7%

40Δ

Calls
Pseudo strike
83.08
IV
45.8%
B/E move
3.4%
Puts
Pseudo strike
80.54
IV
50.9%
B/E move
3.3%

45Δ

Calls
Pseudo strike
82.49
IV
49.3%
B/E move
3.1%
Puts
Pseudo strike
81.20
IV
51.1%
B/E move
2.9%

50Δ

Calls
Pseudo strike
81.90
IV
52.6%
B/E move
2.9%
Puts
Pseudo strike
81.87
IV
49.7%
B/E move
2.4%

55Δ

Calls
Pseudo strike
81.25
IV
49.0%
B/E move
2.3%
Puts
Pseudo strike
82.54
IV
49.9%
B/E move
2.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
83.16
IV
49.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
79.67
IV
58.0%
B/E move
1.9%
Puts
Pseudo strike
83.65
IV
45.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
79.13
IV
51.5%
B/E move
1.4%
Puts
Pseudo strike
85.76
IV
66.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
78.40
IV
50.0%
B/E move
1.1%
Puts
Pseudo strike
86.37
IV
61.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
76.56
IV
64.5%
B/E move
1.1%
Puts
Pseudo strike
86.82
IV
54.4%
B/E move
0.7%

Options history

IV · four-Friday blend46.42%
Daily close
BIDU30.4%47.4%64.3%2026-08-10: 51.94%2026-08-11: 50.47%2026-08-12: 51.39%2026-08-13: 49.48%2026-08-14: 55.14%2026-08-17: 61.98%2026-08-18: 47.83%2026-08-19: 44.04%2026-08-20: 42.63%2026-08-21: 39.55%2026-08-24: 42.82%2026-08-25: 43.65%2026-08-26: 38.39%2026-08-27: 41.89%2026-08-28: 38.22%2026-08-31: 40.57%2026-09-01: 38.28%2026-09-02: 36.82%2026-09-03: 38.21%2026-09-04: 42.18%2026-09-08: 45.39%2026-09-09: 40.57%2026-09-10: 40.73%2026-09-11: 38.96%2026-09-14: 43.22%2026-09-15: 44.62%2026-09-16: 41.80%2026-09-17: 40.59%2026-09-18: 36.07%2026-09-21: 44.11%2026-09-22: 42.82%2026-09-23: 40.46%2026-09-24: 37.71%2026-09-25: 34.81%2026-09-28: 36.40%2026-09-29: 37.35%2026-09-30: 35.06%2026-10-01: 35.10%2026-10-02: 32.74%2026-10-05: 37.39%2026-10-06: 35.78%2026-10-07: 39.86%2026-10-08: 37.36%2026-10-09: 36.18%2026-10-12: 38.45%2026-10-13: 40.73%2026-10-14: 40.26%2026-10-15: 38.36%2026-10-16: 37.79%2026-10-19: 38.81%2026-10-20: 41.60%2026-10-21: 39.73%2026-10-22: 42.77%2026-10-23: 40.05%2026-10-26: 43.49%2026-10-27: 44.06%2026-10-28: 43.87%2026-10-29: 44.03%2026-10-30: 46.42%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
51.94%
50.47%
51.39%
49.48%
55.14%
61.98%
47.83%
44.04%
42.63%
39.55%
42.82%
43.65%
38.39%
41.89%
38.22%
40.57%
38.28%
36.82%
38.21%
42.18%
45.39%
40.57%
40.73%
38.96%
43.22%
44.62%
41.80%
40.59%
36.07%
44.11%
42.82%
40.46%
37.71%
34.81%
36.40%
37.35%
35.06%
35.10%
32.74%
37.39%
35.78%
39.86%
37.36%
36.18%
38.45%
40.73%
40.26%
38.36%
37.79%
38.81%
41.60%
39.73%
42.77%
40.05%
43.49%
44.06%
43.87%
44.03%
46.42%