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BIDU options: IV rank, expected move and trade screens

Baidu, Inc. · Technology

In the app, stock prices are live and options data is refreshed intraday.

BIDU last closed at $78.14 with 30-day implied volatility of 49.1%. That is in the lower half of its one-year range (IV rank 44), so premiums are on the modest side for BIDU. Measured by IV percentile, IV is higher than 51% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $11.05, or 14.1%.

The price is below both its 50-day (-7.4%) and 200-day (-29.8%) moving averages. It is trading within 2.3% of its 52-week low. The 14-day RSI of 41.3 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $2.42, about 3.1% of the price, a measure of a typical day's range.

Option volume at the close (34.1K contracts) was 1.6x its average, busier than usual. A beta of 1.48 means BIDU has tended to move about 1.5 times as much as the broad market. 1 of our preset screen found trades on BIDU at the close, led by Iron Condor, 2-ATR Profit Zone with 2 trades.

BIDU stats at the close

Price
$78.14
Implied volatility
49.1%
30-day, at the money
IV rank
44
IV sits 44% of the way from its one-year low to its one-year high.
IV percentile
51
IV is higher than 51% of the past year's readings.
ATR (14-day)
$2.42
3.1% of the price on a typical day
RSI (14-day)
41.3
Between 30 and 70, neutral
52-week range
-51.9% from high
+2.3% from the 52-week low
Moving averages
-7.4% vs 50-day
-29.8% vs the 200-day
Beta
1.48
Sensitivity to the broad market
Option volume
1.6x avg
34.1K contracts vs 21.2K average

BIDU expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Nov 20, 20267 days63.1%±$6.83 (8.7%)$71.31 to $84.97$5.44
Dec 11, 202628 days51.1%±$11.05 (14.1%)$67.09 to $89.19$8.80
Jan 15, 202763 days45.5%±$14.77 (18.9%)$63.37 to $92.91$11.90

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for BIDU from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

BIDU options FAQ

What is BIDU's IV rank?
At the last close, BIDU's IV rank was 44 with 30-day implied volatility of 49.1%. IV sits 44% of the way from its one-year low to its one-year high. Its IV percentile was 51: IV is higher than 51% of the past year's readings.
What is the expected move for BIDU?
Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $11.05 (14.1%), a range of $67.09 to $89.19. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on BIDU?
At the last close, these OptionClaws preset screens had passing trades on BIDU: Iron Condor, 2-ATR Profit Zone (2). Open a screen in the app to see the individual trades, refreshed intraday.
Is BIDU option volume above average?
At the last close, BIDU option volume was 1.6x its average, busier than usual.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.