Tour v346
BABA
ALIBABA GROUP HLDG L ADR
$114.97 -2.14%
$115.06 (+0.08%)🌙
as of 07/17 06:02 PM
7/17 18:02

Option Volume

Detail
Current (07/17) 156,407
Calls: 103,893 (66%)
Puts: 52,514 (34%)
Prior (07/16) 140,940
Calls: 83,858 (59%)
Puts: 57,082 (41%)
Current vs Prior +10.97%
Calls: +23.89% (Calls)
Puts: -8.00% (Puts)
Prior 7-Day Total 1,441,694
Calls: 1,069,504 (74%)
Puts: 372,190 (26%)
Prior 7-Day Average 205,956
Calls: 152,786 (74%)
Puts: 53,170 (26%)
Current vs Prior 7-Day Avg -24.06%
Calls: -32.00%
Puts: -1.23%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $49.75M
Calls: $34.30M (69%)
Puts: $15.45M (31%)
Prior (07/16) $151.10M
Calls: $43.85M (29%)
Puts: $107.26M (71%)
Current vs Prior -67.08%
Calls: -21.78%
Puts: -85.60%
Prior 7-Day Total $594.25M
Calls: $380.26M (64%)
Puts: $213.99M (36%)
Prior 7-Day Average $84.89M
Calls: $54.32M (64%)
Puts: $30.57M (36%)
Current vs Prior 7-Day Avg -41.40%
Calls: -36.86%
Puts: -49.46%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.51
Prior (07/16) 0.68
Current vs Prior -25.74%
Prior 7-Day Average 0.42
Current vs Prior 7-Day Avg +21.17%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 2,408,513
Calls: 1,511,239 (63%)
Puts: 897,274 (37%)
Prior (07/16) 2,396,138
Calls: 1,505,222 (63%)
Puts: 890,916 (37%)
Current vs Prior +0.52%
Prior 7-Day Total 16,550,116
Calls: 10,469,106 (63%)
Puts: 6,081,010 (37%)
Prior 7-Day Average 2,364,302
Calls: 1,495,586 (63%)
Puts: 868,715 (37%)
Current vs Prior 7-Day Avg +1.87%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.20% | 5.55%1.20% | 13.44%
Prior 3.21% | 6.03%3.21% | 13.79%
Current vs Prior +72.94% | +23.12%-62.59% | -2.54%
Prior 7-Day Avg 4.08% | 6.71%4.94% | 14.69%
Current vs 7-Day Avg +36.00% | +10.57%-75.68% | -8.52%
Prior 7-Day Eod 3.21% | 6.03%3.21% | 13.79%
Current vs 7-Day Eod +72.94% | +23.12%-62.59% | -2.54%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 42.31% | 7.05%
Calls: 17.31% | 6.25%
Puts: 67.31% | 7.86%
Prior 11.62% | 7.14%
Calls: 13.29% | 7.40%
Puts: 9.95% | 6.89%
Current vs Prior +264.11% | -1.26%
Prior 7-Day Avg 8.42% | 6.28%
Calls: 6.84% | 6.68%
Puts: 10.00% | 5.88%
Current vs 7-Day Avg +402.41% | +12.26%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($34.30M). Light premium activity with dollar volume down 67% vs prior. Bullish P/C ratio of 0.51. P/C ratio dropping 26% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 119 of results (avg 7.5%, best 2.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Jul 1718.8519.30$19.082.4%90.97619
$97.00Jul 1717.8518.50$18.183.6%81.00654
$120.00Jul 312.102.19$2.154.2%1.8K0.331.8K
$123.00Aug 142.853.00$2.935.1%30.32246
$115.00Aug 216.456.80$6.635.3%4.7K0.534.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 311.831.89$1.863.2%9940.29344
$120.00Aug 218.959.25$9.103.3%650.592.7K
$115.00Aug 216.056.35$6.204.8%4.4K0.474.2K
$118.00Jul 315.455.75$5.605.4%30.59101
$118.00Aug 76.306.65$6.485.4%50.57115

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 18 found (avg $0.63, cheapest $0.21)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 240.190.22$0.2114.3%8120.064.8K
$135.00Jul 310.300.35$0.3215.6%5930.072.8K
$126.00Jul 240.350.42$0.3917.9%750.10594
$125.00Jul 240.420.45$0.446.8%4.8K0.127.0K
$130.00Jul 310.510.58$0.5413.0%3710.11740
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$102.00Jul 310.370.45$0.4119.5%120.0856
$107.00Jul 240.440.50$0.4712.8%5.2K0.12209
$108.00Jul 240.560.65$0.6114.8%3730.15605
$95.00Aug 210.620.72$0.6714.9%1860.083.0K
$109.00Jul 240.740.85$0.8013.7%1700.19168

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 196 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 1719.8521.05$20.455.9%111.001.3K
$97.00Jul 1717.8518.50$18.183.6%81.00654
$100.00Jul 1714.5015.65$15.087.6%1211.005.2K
$103.00Jul 1711.2512.60$11.9311.3%111.00882
$104.00Jul 1710.6012.55$11.5816.8%251.001.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.00Jul 170.501.17$0.8479.8%6261.00881
$117.00Jul 171.482.30$1.8943.4%4471.001.4K
$118.00Jul 172.443.55$3.0037.0%2151.00740
$119.00Jul 172.885.05$3.9754.7%881.00406
$120.00Jul 174.405.45$4.9321.3%3221.004.5K

Most actively traded options today. High liquidity = easy entry/exit. 377 active (total vol 127.8K, top 9.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 170.100.37$0.24112.5%9.6K0.5414.2K
$116.00Jul 170.000.01$0.01100.0%8.4K0.034.6K
$120.00Jul 241.141.22$1.186.8%7.3K0.275.0K
$117.00Jul 170.000.01$0.01100.0%5.5K0.021.7K
$125.00Jul 240.420.45$0.446.8%4.8K0.127.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Jul 240.440.50$0.4712.8%5.2K0.12209
$115.00Aug 216.056.35$6.204.8%4.4K0.474.2K
$115.00Jul 170.130.23$0.1855.6%3.0K0.484.6K
$112.00Jul 241.511.68$1.6010.6%2.8K0.32237
$101.00Jul 170.000.05$0.03166.7%2.6K0.015.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 82 strikes (avg 902.9%, max 3662.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$96.00Jul 17Aug 71270.2%51.4%2372.8%11776
$94.00Jul 17Aug 141121.9%50.4%2127.2%263
$98.00Jul 17Aug 71044.8%49.0%2030.8%381.2K
$102.00Jul 17Aug 14895.9%44.9%1897.5%472.1K
$95.00Jul 17Aug 21898.4%47.0%1809.6%211.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$92.00Jul 17Aug 72394.3%63.6%3662.6%156
$96.00Jul 17Aug 281270.2%48.0%2545.2%30340
$93.00Jul 17Aug 141303.0%52.5%2383.1%16408
$94.00Jul 17Aug 71121.9%48.3%2220.9%183
$98.00Jul 17Aug 71044.8%49.0%2030.8%1673

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 195 found (best R:R 10.76, avg 2.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$130.00$132.00Jul 31$0.17$1.83$0.1710.76$130.17
$130.00$135.00Aug 7$0.48$4.52$0.489.42$130.48
$130.00$135.00Aug 14$0.54$4.46$0.548.26$130.54
$122.00$123.00Jul 24$0.11$0.89$0.118.09$122.11
$126.00$127.00Jul 24$0.11$0.89$0.118.09$126.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$99.00$95.00Aug 14$0.34$3.66$0.3410.76$98.66
$102.00$100.00Aug 7$0.18$1.82$0.1810.11$101.82
$96.00$95.00Jul 24$0.10$0.90$0.109.00$95.90
$103.00$102.00Aug 14$0.10$0.90$0.109.00$102.90
$113.00$112.00Aug 28$0.10$0.90$0.109.00$112.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 251 found (best R:R 15.00, avg 1.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$100.00Aug 21$4.58$4.58$0.4210.90$99.58
$96.00$97.00Jul 17$0.90$0.90$0.109.00$96.90
$94.00$95.00Jul 24$0.90$0.90$0.109.00$94.90
$106.00$107.00Jul 24$0.87$0.87$0.136.69$106.87
$102.00$103.00Aug 7$0.87$0.87$0.136.69$102.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$134.00$130.00Jul 31$3.75$3.75$0.2515.00$130.25
$128.00$127.00Jul 17$0.90$0.90$0.109.00$127.10
$123.00$122.00Jul 24$0.90$0.90$0.109.00$122.10
$119.00$118.00Jul 24$0.88$0.88$0.127.33$118.12
$128.00$127.00Jul 24$0.87$0.87$0.136.69$127.13

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 72 found (avg debit $0.79, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$94.00Jul 17Jul 24$0.051121.9%72.2%
$137.00Jul 24Jul 31$0.0770.6%53.2%
$105.00Jul 17Jul 24$0.08459.6%47.3%
$97.00Jul 17Jul 24$0.09808.7%61.8%
$135.00Jul 17Jul 24$0.09750.2%59.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$94.00Jul 17Jul 24$0.051121.9%72.2%
$97.00Jul 17Jul 24$0.07808.7%61.8%
$99.00Jul 17Jul 24$0.07777.3%55.4%
$100.00Jul 17Jul 24$0.07676.3%52.2%
$101.00Jul 17Jul 24$0.07761.1%51.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 192 found (cheapest 0.37% of stock, avg 11.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$115.00Jul 17$0.24$0.18$0.42$114.58$115.420.37%
$116.00Jul 17$0.01$0.84$0.85$115.15$116.850.74%
$114.00Jul 17$1.20$0.01$1.21$112.79$115.211.05%
$117.00Jul 17$0.01$1.89$1.90$115.10$118.901.65%
$113.00Jul 17$2.20$0.01$2.21$110.79$115.211.92%
$112.00Jul 17$2.96$0.01$2.97$109.03$114.972.58%
$118.00Jul 17$0.01$3.00$3.01$114.99$121.012.62%
$111.00Jul 17$3.97$0.01$3.98$107.02$114.983.46%
$119.00Jul 17$0.01$3.97$3.98$115.02$122.983.46%
$120.00Jul 17$0.01$4.93$4.94$115.06$124.944.30%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 1.76% of stock, avg 6.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$135.00$95.00Aug 21$1.35$0.67$2.02$92.98$137.02
$120.00$111.00Jul 24$1.18$1.25$2.43$108.57$122.43
$135.00$100.00Aug 21$1.35$1.30$2.65$97.35$137.65
$130.00$95.00Aug 21$2.01$0.67$2.68$92.32$132.68
$119.00$111.00Jul 24$1.44$1.25$2.69$108.31$121.69
$120.00$112.00Jul 24$1.18$1.60$2.78$109.22$122.78
$118.00$111.00Jul 24$1.76$1.25$3.01$107.99$121.01
$119.00$112.00Jul 24$1.44$1.60$3.04$108.96$122.04
$120.00$113.00Jul 24$1.18$2.00$3.18$109.82$123.18
$130.00$100.00Aug 21$2.01$1.30$3.31$96.69$133.31

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 97 found (best R:R 9.00, avg credit $1.47)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
101/102112/113Aug 28$0.90$0.109.00$101.10$112.90
99/100102/104Aug 14$1.79$0.218.52$98.21$103.79
102/103116/117Aug 28$0.89$0.118.09$102.11$116.89
104/105116/117Aug 28$0.89$0.118.09$104.11$116.89
100/101112/113Aug 28$0.88$0.127.33$100.12$112.88
95/96112/113Aug 28$0.86$0.146.14$95.14$112.86
95/100105/110Aug 21$4.26$0.745.76$95.74$109.26
95/96101/102Jul 24$0.85$0.155.67$95.15$101.85
101/102116/117Aug 28$0.85$0.155.67$101.15$116.85
95/9697/98Jul 17$0.84$0.165.25$95.16$97.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 160 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$125.00$130.00$135.00Aug 28$0.06$4.9482.33
$130.00$132.00$134.00Jul 31$0.08$1.9224.00
$100.00$105.00$110.00Aug 21$0.26$4.7418.23
$125.00$130.00$135.00Aug 7$0.27$4.7317.52
$118.00$119.00$120.00Jul 24$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$107.00$108.00$109.00Jul 24$0.05$0.9519.00
$99.00$100.00$101.00Jul 31$0.05$0.9519.00
$113.00$114.00$115.00Aug 7$0.05$0.9519.00
$120.00$125.00$130.00Aug 14$0.28$4.7216.86
$98.00$99.00$100.00Jul 17$0.06$0.9415.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 118 found (best net $-0.01, 107 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$135.001:2Jul 17-$0.01$4.99
$130.00$135.001:2Aug 7-$0.07$4.93
$125.00$130.001:2Aug 7-$0.28$4.72
$130.00$135.001:2Aug 14-$0.42$4.58
$125.00$130.001:2Aug 14-$0.62$4.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$95.001:2Aug 21-$0.04$4.96
$105.00$100.001:2Aug 21-$0.26$4.74
$110.00$105.001:2Aug 21-$0.73$4.27
$99.00$95.001:2Aug 14-$0.11$3.89
$100.00$96.001:2Aug 28-$0.61$3.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 76 found (best yield 6.05%, avg 2.15%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Aug 28$6.950.530.0%6.05%6.07%1.6K530
$115.00Aug 21$6.450.530.0%5.61%5.64%4.7K4.3K
$116.00Aug 28$6.350.510.9%5.52%6.42%3222
$117.00Aug 28$5.700.481.8%4.96%6.72%1320
$115.00Aug 14$5.650.530.0%4.91%4.94%67623
$119.00Aug 28$5.500.453.5%4.78%8.29%1432
$116.00Aug 14$5.100.500.9%4.44%5.33%17621
$118.00Aug 28$5.000.462.6%4.35%6.98%3255
$115.00Aug 7$4.800.520.0%4.18%4.20%249670
$121.00Aug 28$4.800.415.2%4.18%9.42%2010

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 103,893
Total Puts 52,514
Put/Call Ratio 0.51
Net Difference 51,379

Prior's Put/Call Breakdown

Total Calls 83,858
Total Puts 57,082
Put/Call Ratio 0.68
Net Difference 26,776

Prior 7-Day Put/Call Summary

Total Calls 1,069,504
Total Puts 372,190
Average Put/Call Ratio 0.42
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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