What move does the options market price into Baidu's report?

Implied ±6.2%, either direction.

BIDUNasdaqServices-Computer Programming, Data Processing, Etc.

Baidu, Inc. (BIDU) earnings date, market-implied expected move, and options open interest by expiry

76.38

Closed18:52 ET

Open77.35Volume2.6MMkt cap$419.3BP/E524.62

Day76.01 – 77.4725%52-wk75.80 – 165.301%

BIDU

Baidu, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±6.2%implied · report alone

71.6581.15

straddle ±8.7%

spot 76.40exp Nov 20ATM strike 76ATM straddle 7.83IV 54%

Oct 30 closereport share · term structure

Expected move

Inputs

Next report

Nov 16

before open · in 15 days

confirmed

Calendar

Next report

Last report

—

Linked news

1dHSBC · supplierHsbc Holdings buys 170,000 UK and 599,600 HK shares on 30 Oct; 1,537,600 repurchased totalling US$26.6
3dUBER · customerFTC demands Walmart, Uber, Delta and others hand over data on personalized pricing: Reuters
5dWETO · customerWetour Robotics approves US$20,000,000,000 authorised capital, creates 1,999,990,000,000 shares

News

Largest filed tie

13F top-10 QoQ

+14.40%

shares held · 10 largest managers

13F · Jun 30 '26124d lag

507 managers

Top fund weight

0.41%

BIDU weight · IGPT

N-PORTJul 31 '26

2 funds

Baidu (BIDU) reports on Nov 16 before open (confirmed date).

Implied vs realized

No reported quarters.

Implied vs realized

Positioning

OI · 9 expiries · Oct 30 close

0.60OI · 9 expiries · Oct 30 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

3,1800%Nov 65d0.388,445+10%0.38

5,421+7%Nov 1312d1.902,856+7%1.90

report · Nov 16 · before open · confirmed

13,714−15%Nov 2019d22,710−10%

1,328+1500%Nov 2726d0.353,777+188750%0.35

419+8%Dec 433d1.73242+34%1.73

4 later expiries

0—Dec 1140d—0——

28,1320%Dec 1847d0.45

ExpiryPutsCallsP/C

Nov 65d3,1800%8,445+10%0.38

Nov 1312d5,421+7%2,856+7%1.90

report · Nov 16 · before open · confirmed

Nov 2019d13,714−15%

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±8.7%

Funds 2

IGPT±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

No filed income statement.

Revenue flow

Intraday

15m bars

Long dash = implied range · Oct 30 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 18:45 ET

Intraday

Event sensitivity

NFP ×1.23· ±2.5% vs ±2.0% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.5%6 of 10×1.23

PCEpersonal income & outlays±2.5%9 of 19×1.21

PPIproducer prices±2.1%6 of 11×1.05

FOMCrate decision±1.8%10 of 24×0.90

CPIconsumer prices±1.7%3 of 11×0.83

GDPgross domestic product±1.6%11 of 19×0.77

CPROFcorporate profits±1.4%7 of 12×0.68

Bar = avg |move| to ±3% · tick = ±2.0% avg day · ×base = |move| ÷ ±2.0% · min 6 releases

Earnings history

No reported quarters.

Methodology

ties · implied moves · holdersMethod