Sold for 5.1$. It could be much more and more but who cares?
Options is a rigging game, take your money and run.
I am surprised that the premium was much lower than expected because stock opened at 117.7$
All your questions are answered :)
Use this option calculator website
The volatility of BIDU tomorrow will be closer to 36 (almost certainly above 35 and below 38)
So, with a price of $117 tomorrow morning, the Feb calls ...
115 strike = $4.87 to $5.17
120 strike = $2.57 to $2.78
I've been following BIDU for a while and know its volatility excluding earnings. If the price reflects IV of 40 or more, sell it immediately.