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Baidu Inc BIDU

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-10-15T20:36:24.331Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:34:52.452807268Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:36:18.828136+00:00

Share price$82.40
1D+2.4%
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$0.07$1.13$2.19$3.25$4.31$79.48$80.92$82.36$83.79$85.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $82.40OPTION PRICELive BIDU spot · $82.40BIDU PRICE$0.28$0.32$0.40$0.49$0.58$0.72$0.86$1.00$1.16$1.36$1.57$1.88$3.26$0.18$0.24$0.31$0.37$0.44$0.53$0.61$0.70$0.79$0.88$1.18$1.55$4.00
PutsCheap0.82×
CallsExpensive1.22×
SkewBullish-14.25 pp
Implied moveBullish±$1.47
TiltBullish8.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.3067.7%3.9%81.0936.3%1.8%
25Δ83.9049.4%2.2%81.3336.0%1.6%
30Δ83.5848.8%1.9%81.5735.7%1.4%
35Δ83.2748.1%1.6%81.8135.3%1.2%
40Δ82.9647.7%1.4%82.0435.0%1.0%
45Δ82.6948.4%1.2%82.2234.4%0.9%
50Δ82.4349.0%1.1%82.4133.9%0.7%
55Δ82.1649.7%0.9%82.5933.4%0.6%
60Δ81.8850.2%0.8%82.7732.8%0.5%
65Δ81.5850.5%0.7%82.9632.3%0.4%
70Δ81.2750.8%0.5%83.3136.2%0.3%
75Δ80.8753.6%0.4%83.7141.4%0.3%
80Δ79.5380.2%0.5%86.0686.3%0.4%

20Δ

Calls
Pseudo strike
85.30
IV
67.7%
B/E move
3.9%
Puts
Pseudo strike
81.09
IV
36.3%
B/E move
1.8%

25Δ

Calls
Pseudo strike
83.90
IV
49.4%
B/E move
2.2%
Puts
Pseudo strike
81.33
IV
36.0%
B/E move
1.6%

30Δ

Calls
Pseudo strike
83.58
IV
48.8%
B/E move
1.9%
Puts
Pseudo strike
81.57
IV
35.7%
B/E move
1.4%

35Δ

Calls
Pseudo strike
83.27
IV
48.1%
B/E move
1.6%
Puts
Pseudo strike
81.81
IV
35.3%
B/E move
1.2%

40Δ

Calls
Pseudo strike
82.96
IV
47.7%
B/E move
1.4%
Puts
Pseudo strike
82.04
IV
35.0%
B/E move
1.0%

45Δ

Calls
Pseudo strike
82.69
IV
48.4%
B/E move
1.2%
Puts
Pseudo strike
82.22
IV
34.4%
B/E move
0.9%

50Δ

Calls
Pseudo strike
82.43
IV
49.0%
B/E move
1.1%
Puts
Pseudo strike
82.41
IV
33.9%
B/E move
0.7%

55Δ

Calls
Pseudo strike
82.16
IV
49.7%
B/E move
0.9%
Puts
Pseudo strike
82.59
IV
33.4%
B/E move
0.6%

60Δ

Calls
Pseudo strike
81.88
IV
50.2%
B/E move
0.8%
Puts
Pseudo strike
82.77
IV
32.8%
B/E move
0.5%

65Δ

Calls
Pseudo strike
81.58
IV
50.5%
B/E move
0.7%
Puts
Pseudo strike
82.96
IV
32.3%
B/E move
0.4%

70Δ

Calls
Pseudo strike
81.27
IV
50.8%
B/E move
0.5%
Puts
Pseudo strike
83.31
IV
36.2%
B/E move
0.3%

75Δ

Calls
Pseudo strike
80.87
IV
53.6%
B/E move
0.4%
Puts
Pseudo strike
83.71
IV
41.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
79.53
IV
80.2%
B/E move
0.5%
Puts
Pseudo strike
86.06
IV
86.3%
B/E move
0.4%