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BIDU Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete BIDU options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around BIDU.

Latest Data: 2026-06-26 (EDT)
Max Pain Price
130
Exp: 2026-06-26
Gamma Flip
110.37
Gamma Flip (≈60 days)
Put/Call OI Ratio
1.008
Shows put vs call positioning
IV Skew
-1.92
Put–call IV difference
Max Pain Price Volatility
σ = 16.36
high volatility
Confidence 100%

Near-Term Options-Derived Market Structure

BULLISH BIAS

Reflecting options positioning and volatility conditions over the coming sessions.

The options market shows a strong bullish alignment. Multiple key factors point firmly to the upside, supported by dealer flows and positioning. Options Chian

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 67%

Current DPI is -0.342(bullish). Bullish, momentum neutral or unclear. Trend approaching turning point (Momentum Deceleration) with Low Saturation Gamma saturation

Options Terrain Outlook (3-Month)

Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions are elevated, implying wider and less stable price swings. Options constraints exert a moderate influence on price behavior. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-07-17 options expiry. 100% confidence

The support levels for BIDU are at 102.22, 99.81, and 86.91, while the resistance levels are at 106.22, 108.63, and 121.53. The pivot point, a key reference price for traders, is at 130.00.

Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)

Expiry 2026-06-26 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is neutral (-0.10), pin strength 0.70.


Based on same-day expiring options (0DTE), the ATM straddle implies an 0.41% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 103.38 113.06 , corresponding to +8.48% / -0.81% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.


Bullish flow suggests upside interest toward 120.56 (15.68% above spot).

Bearish positioning points to downside pressure toward 102.85 (1.31% below spot).


Options flow strength: 0.56 (0–1 scale). ATM Strike: 104.00, Call: 0.32, Put: 0.11, Straddle Cost: 0.43.


Price moves may extend once a direction forms. The short-term gamma flip is near 110.45 , with intermediate positioning around 110.37 . The mid-term gamma flip remains near 110.55.