AInvestOption Pilot Program
Options/BIDU
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BIDUBaidu, Inc.

Options Analysis Report
Market Cap $32.9B|NASDAQ
● 2026-08-28$97.12
BULLISH
Analysis: 2026-08-27 EOD data
1Y +1.9%YTD -35.4%7D +4.2%
36,349
30D
±11.3%
12%

BIDU Options Overview

bullish flow with unusual activity. No clear edge detected.

REWARDS

RISK ANALYSIS

6.4VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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BIDU Gamma Walls

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Value

Is IV priced right?

7.8
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks7/9 checks passed
≤35%

IV Rank 63.9% — elevated vs history

<1.05x

IV/HV 0.74x — IV ≤ HV

Sector Relative≤50%

Sector percentile 50% — below sector median

<1.1x

Front/Back 0.98x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 41.7% — normal range

<80%

Effective IV 56.6% (ATM 41.7% + spread 7.5% + bias) — good value

<3.0%

Total drag 11.98% (spread 7.45% + slippage 4.53%) — high friction

≥5.0

Vega efficiency 10.44 (vega 7.780 / spread 7.45%) — efficient

Sentiment

Bullish or bearish?

7.5
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Strong signal (Conviction: +28%, Raw: +15%)
|net sentiment| ≥25%

Conviction-weighted: +28% (bullish) — Raw: +15%

≥15%

|OI skew| 28.9% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +36.9%, OI skew +28.9% — aligned

≥2/3 conditions

0-DTE 17%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +60%, ATM: -6%, OTM: +6% — strong bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 36% — bullish vs sector

Activity

Unusual activity?

4.4
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.8x avg — normal

≥15%

Vol/OI 7.4% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change -6.5% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 85% — very active vs sector

≥30%

Large trade volume 49% — institutional presence

≥60%

Aggressive execution 31% — patient

≥30

Conviction +28 (bullish) — mixed

Liquidity

Can I trade efficiently?

4.8
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks4/8 checks passed
≤5.0%

Spread 7.5% — wide

≥10,000

OI 492,738 — deep

≥500

Volume 36,349/day — active

≤$0.50

$0.37 to cross — cheap

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 78% — wider than sector

≥100 contracts

Depth 152.2 contracts (bid:83.7 ask:68.5) — adequate

<1.0%

Avg slippage 4.53% — poor

Timing

Is now a good time?

7.4
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope -1.8% — flat/unclear

<30 or >70

IV percentile 64% — neutral

≥10pts kink

IV kink 1.8pts — no clear event

<0.5 or >2.0

θ/ν ratio 79.14 — favors income trades

≥3 expirations

5 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +28% @ 64% consistency — moderate (bullish)

≥40 composite score

Score 79 (ITM 20% + inst 49%) — HIGH institutional

Directional Strategy Fit

Option Buyers
Long Calls7.2
bullishIV cheap, bullish flow
Long Puts5.4
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put4.5
bullishIV too cheap, bullish flow
Covered Call3.6
bearishIV too cheap, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.