BIDUBaidu, Inc.
Options Analysis Report
Market Cap $51.2B|NASDAQ
● 2026-05-15$143.29
BULLISH
Analysis: 2026-05-14 EOD data
1Y +60.7%YTD -4.7%7D +1.6%
Options Vol
32,618
30D
Implied Move
±19.8%
IV Rank
80%
BIDU Options Overview
IV is elevated with bullish flow and unusual activity. No clear edge detected.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
3.2
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks3/9 checks passed
IV Rank
≤35%IV Rank 79.5% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 1.10x — IV premium over HV
Sector Relative≤50%
Sector percentile 72% — above sector median
Term Structure
<1.1xFront/Back 1.57x — backwardation
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 69.8% — normal range
Spread-Adjusted Value
<80%Effective IV 95.5% (ATM 69.8% + spread 12.8% + bias) — expensive
Execution Efficiency
<3.0%Total drag 18.41% (spread 12.84% + slippage 5.57%) — high friction
Vega Efficiency
≥5.0Vega efficiency 22.96 (vega 29.485 / spread 12.84%) — efficient
Sentiment
Bullish or bearish?
6.7
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksNeutral - Moderate signal (Conviction: +5%, Raw: -6%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +5% (neutral) — Raw: -6%
OI Skew Magnitude
≥15%|OI skew| 24.9% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +59.1%, OI skew +24.9% — aligned
Conviction Quality
≥2/3 conditions0-DTE 29%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +8%, ATM: +0%, OTM: -10% — neutral (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 35% — bullish vs sector
Activity
Unusual activity?
5.1
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 1.4x avg — normal
Turnover Rate
≥15%Vol/OI 8.3% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +14.3% (5d) — building
Sector Relative≥60%
Sector activity percentile 82% — very active vs sector
Trade Quality
≥30%Large trade volume 25% — mixed
Execution Urgency
≥60%Aggressive execution 30% — patient
Flow Conviction
≥30Conviction +5 (bullish) — mixed
Liquidity
Can I trade efficiently?
3.9
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks3/8 checks passed
Tradeable Spread
≤5.0%Spread 12.8% — wide
Adequate OI
≥10,000OI 392,386 — deep
Active Volume
≥500Volume 32,618/day — active
Reasonable Cost
≤$0.50$0.64 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 87% — much wider than sector
Order Book Depth
≥100 contractsDepth 122.39999999999999 contracts (bid:58.3 ask:64.1) — adequate
Execution Quality
<1.0%Avg slippage 5.57% — poor
Timing
Is now a good time?
6.9
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope +56.6% — backwardation
IV Percentile Clarity
<30 or >70IV percentile 80% — seller opportunity
Event Detection
≥10pts kinkIV kink 25.5pts — event priced
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 328.34 — favors income trades
Expiration Distribution
≥3 expirations5 liquid expirations — flexible
Event Risk
≥60% (safe)HIGH RISK: Earnings in 3d (HIGH RISK)
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +5% @ 52% consistency — unclear
Smart Money Timing
≥40 composite scoreScore 55 (ITM 20% + inst 25%) — moderate institutional
Directional Strategy Fit
Option Buyers
Long Calls5.1
bullishIV expensive, bullish flow
Long Puts3.9
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put6.4
bullishIV rich premium, bullish flow
Covered Call5.0
bearishIV rich premium, bullish flow
For educational purposes only. Not investment advice.