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Baidu Inc BIDU

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-10-16T00:17:02.023Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:58:41.201178626Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:15:09.778545+00:00

Share price$82.51
1D+2.6%
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$0.90$4.02$7.13$10.25$13.36$68.86$75.86$82.87$89.87$96.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BIDU spot · $82.51BIDU PRICE$1.24$1.65$2.05$2.54$3.04$3.53$4.38$5.25$6.11$6.95$7.77$8.59$9.60$1.29$1.77$2.26$2.75$3.38$4.11$4.83$5.55$6.69$7.84$8.99$10.69$12.47
PutsExpensive1.26×
CallsExpensive1.65×
SkewBullish-2.77 pp
Implied moveBearish±$9.21
TiltBearish7.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.4845.5%16.0%74.8241.5%10.9%
25Δ92.2645.1%13.8%76.3841.5%9.6%
30Δ90.0444.7%11.6%77.8941.5%8.3%
35Δ88.3844.3%10.2%79.4041.4%7.1%
40Δ86.7243.9%8.8%80.8341.5%6.1%
45Δ85.0643.5%7.4%82.2141.7%5.3%
50Δ83.5644.9%6.6%83.5841.9%4.6%
55Δ82.0846.3%5.8%84.9642.1%3.8%
60Δ80.5947.8%5.1%86.5842.6%3.2%
65Δ79.1147.4%4.3%88.2143.0%2.6%
70Δ77.6345.8%3.5%89.8443.5%2.0%
75Δ76.1544.2%2.7%91.9643.8%1.5%
80Δ74.5443.0%2.0%94.1344.2%1.0%

20Δ

Calls
Pseudo strike
94.48
IV
45.5%
B/E move
16.0%
Puts
Pseudo strike
74.82
IV
41.5%
B/E move
10.9%

25Δ

Calls
Pseudo strike
92.26
IV
45.1%
B/E move
13.8%
Puts
Pseudo strike
76.38
IV
41.5%
B/E move
9.6%

30Δ

Calls
Pseudo strike
90.04
IV
44.7%
B/E move
11.6%
Puts
Pseudo strike
77.89
IV
41.5%
B/E move
8.3%

35Δ

Calls
Pseudo strike
88.38
IV
44.3%
B/E move
10.2%
Puts
Pseudo strike
79.40
IV
41.4%
B/E move
7.1%

40Δ

Calls
Pseudo strike
86.72
IV
43.9%
B/E move
8.8%
Puts
Pseudo strike
80.83
IV
41.5%
B/E move
6.1%

45Δ

Calls
Pseudo strike
85.06
IV
43.5%
B/E move
7.4%
Puts
Pseudo strike
82.21
IV
41.7%
B/E move
5.3%

50Δ

Calls
Pseudo strike
83.56
IV
44.9%
B/E move
6.6%
Puts
Pseudo strike
83.58
IV
41.9%
B/E move
4.6%

55Δ

Calls
Pseudo strike
82.08
IV
46.3%
B/E move
5.8%
Puts
Pseudo strike
84.96
IV
42.1%
B/E move
3.8%

60Δ

Calls
Pseudo strike
80.59
IV
47.8%
B/E move
5.1%
Puts
Pseudo strike
86.58
IV
42.6%
B/E move
3.2%

65Δ

Calls
Pseudo strike
79.11
IV
47.4%
B/E move
4.3%
Puts
Pseudo strike
88.21
IV
43.0%
B/E move
2.6%

70Δ

Calls
Pseudo strike
77.63
IV
45.8%
B/E move
3.5%
Puts
Pseudo strike
89.84
IV
43.5%
B/E move
2.0%

75Δ

Calls
Pseudo strike
76.15
IV
44.2%
B/E move
2.7%
Puts
Pseudo strike
91.96
IV
43.8%
B/E move
1.5%

80Δ

Calls
Pseudo strike
74.54
IV
43.0%
B/E move
2.0%
Puts
Pseudo strike
94.13
IV
44.2%
B/E move
1.0%