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Baidu Inc BIDU

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-10-15T20:04:41.580Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:11.742399301Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:40.947815+00:00

Share price$82.66
1D+2.7%
AH$80.11$80.80$81.48$82.16$82.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBIDU
Sold putSold callAH

Baidu Inc options

Live interpolated BIDU call and put midpoint premiums by absolute delta.Baidu Inc$0.00$2.27$4.53$6.80$9.06$79.50$80.89$82.29$83.68$85.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $82.66OPTION PRICELive BIDU spot · $82.66BIDU PRICE$0.22$0.29$0.36$0.44$0.51$0.60$0.72$0.84$0.96$1.07$1.22$1.36$1.51$0.21$0.28$0.35$0.42$0.53$0.64$0.75$0.86$1.14$1.51$2.07$3.69$8.41
PutsExpensive1.23×
CallsCheap0.95×
SkewBearish+18.19 pp
Implied moveBalanced±$1.47
TiltBearish34.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.4044.9%2.4%81.1940.6%2.0%
25Δ84.0244.9%2.0%81.4640.7%1.8%
30Δ83.7343.9%1.7%81.7440.8%1.5%
35Δ83.4542.9%1.5%82.0141.0%1.3%
40Δ83.1741.9%1.2%82.2341.2%1.2%
45Δ82.9141.2%1.0%82.4641.3%1.0%
50Δ82.6941.0%0.9%82.6941.5%0.9%
55Δ82.4640.8%0.8%82.9241.7%0.7%
60Δ82.2440.6%0.6%83.2646.1%0.7%
65Δ82.0240.4%0.5%83.6653.1%0.6%
70Δ81.8038.9%0.4%84.2463.6%0.6%
75Δ81.5837.3%0.3%85.8194.2%0.7%
80Δ81.3635.6%0.3%90.24185.0%1.0%

20Δ

Calls
Pseudo strike
84.40
IV
44.9%
B/E move
2.4%
Puts
Pseudo strike
81.19
IV
40.6%
B/E move
2.0%

25Δ

Calls
Pseudo strike
84.02
IV
44.9%
B/E move
2.0%
Puts
Pseudo strike
81.46
IV
40.7%
B/E move
1.8%

30Δ

Calls
Pseudo strike
83.73
IV
43.9%
B/E move
1.7%
Puts
Pseudo strike
81.74
IV
40.8%
B/E move
1.5%

35Δ

Calls
Pseudo strike
83.45
IV
42.9%
B/E move
1.5%
Puts
Pseudo strike
82.01
IV
41.0%
B/E move
1.3%

40Δ

Calls
Pseudo strike
83.17
IV
41.9%
B/E move
1.2%
Puts
Pseudo strike
82.23
IV
41.2%
B/E move
1.2%

45Δ

Calls
Pseudo strike
82.91
IV
41.2%
B/E move
1.0%
Puts
Pseudo strike
82.46
IV
41.3%
B/E move
1.0%

50Δ

Calls
Pseudo strike
82.69
IV
41.0%
B/E move
0.9%
Puts
Pseudo strike
82.69
IV
41.5%
B/E move
0.9%

55Δ

Calls
Pseudo strike
82.46
IV
40.8%
B/E move
0.8%
Puts
Pseudo strike
82.92
IV
41.7%
B/E move
0.7%

60Δ

Calls
Pseudo strike
82.24
IV
40.6%
B/E move
0.6%
Puts
Pseudo strike
83.26
IV
46.1%
B/E move
0.7%

65Δ

Calls
Pseudo strike
82.02
IV
40.4%
B/E move
0.5%
Puts
Pseudo strike
83.66
IV
53.1%
B/E move
0.6%

70Δ

Calls
Pseudo strike
81.80
IV
38.9%
B/E move
0.4%
Puts
Pseudo strike
84.24
IV
63.6%
B/E move
0.6%

75Δ

Calls
Pseudo strike
81.58
IV
37.3%
B/E move
0.3%
Puts
Pseudo strike
85.81
IV
94.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
81.36
IV
35.6%
B/E move
0.3%
Puts
Pseudo strike
90.24
IV
185.0%
B/E move
1.0%