Baidu, Inc. options tape
Read from CBOE's delayed chain on 26 September 2026, with Baidu, Inc. at $87.50: open interest within 90 days was 109,509 call and 72,401 put contracts, a put/call ratio of 0.66; the day's volume was 13,159 calls and 7,163 puts (0.54). The most call open interest sits at the $100.00 strike (15,791 contracts) and the most put open interest at $95.00 (14,518). The at-the-money straddle for 2 October 2026, 6 days out, was priced at 3.4% of spot. For 16 October 2026, implied volatility was 34.5% at the put 5% below spot and 37.8% at the call 5% above, -3.3 points.
Where the open interest sits
| Side | Strike | Open interest |
|---|---|---|
| Calls | $100.00 | 15,791 |
| Puts | $95.00 | 14,518 |
The strike with the most open interest on each side, across expiries within 90 days.
Strikes where the day's volume was at least twice the open interest
| Contract | Volume | Open interest before | Premium traded |
|---|---|---|---|
| 2 October 2026 put at $91.00 | 2,239 | 98 | $917,990 |
| 16 October 2026 call at $87.00 | 548 | 0 | $190,430 |
| 9 October 2026 call at $96.00 | 2,686 | 43 | $103,411 |
| 9 October 2026 put at $90.00 | 216 | 75 | $79,488 |
| 2 October 2026 call at $88.00 | 280 | 74 | $36,680 |
| 2 October 2026 call at $90.00 | 407 | 185 | $27,066 |
Volume of at least 200 contracts and at least twice the open interest, with at least $25,000 of premium at the mid; contracts expiring the same day are left out. Premium is mid price times volume times 100.
Open-interest builds against the previous day appear from the second daily read of this name.
Source
CBOE delayed quotes for BIDU, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.
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