Tour v346
BIDU
BAIDU INC A ADR
$107.24 -4.95%
$107.75 (+0.48%)🌙
as of 07/17 06:02 PM
7/17 18:02

Option Volume

Detail
Current (07/17) 23,548
Calls: 16,608 (71%)
Puts: 6,940 (29%)
Prior (07/16) 38,879
Calls: 31,505 (81%)
Puts: 7,374 (19%)
Current vs Prior -39.43%
Calls: -47.28% (Calls)
Puts: -5.89% (Puts)
Prior 7-Day Total 196,722
Calls: 144,011 (73%)
Puts: 52,711 (27%)
Prior 7-Day Average 28,103
Calls: 20,573 (73%)
Puts: 7,530 (27%)
Current vs Prior 7-Day Avg -16.21%
Calls: -19.27%
Puts: -7.84%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $7.67M
Calls: $4.64M (61%)
Puts: $3.02M (39%)
Prior (07/16) $14.44M
Calls: $8.21M (57%)
Puts: $6.22M (43%)
Current vs Prior -46.90%
Calls: -43.47%
Puts: -51.41%
Prior 7-Day Total $75.38M
Calls: $46.82M (62%)
Puts: $28.57M (38%)
Prior 7-Day Average $10.77M
Calls: $6.69M (62%)
Puts: $4.08M (38%)
Current vs Prior 7-Day Avg -28.82%
Calls: -30.58%
Puts: -25.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.42
Prior (07/16) 0.23
Current vs Prior +78.53%
Prior 7-Day Average 0.47
Current vs Prior 7-Day Avg -10.87%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 383,922
Calls: 251,532 (66%)
Puts: 132,390 (34%)
Prior (07/16) 384,932
Calls: 252,559 (66%)
Puts: 132,373 (34%)
Current vs Prior -0.26%
Prior 7-Day Total 2,524,628
Calls: 1,650,683 (65%)
Puts: 873,945 (35%)
Prior 7-Day Average 360,661
Calls: 235,811 (65%)
Puts: 124,849 (35%)
Current vs Prior 7-Day Avg +6.45%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.40% | 6.04%1.40% | 15.67%
Prior 3.10% | 6.59%3.10% | 15.98%
Current vs Prior +94.78% | +23.02%-54.91% | -1.97%
Prior 7-Day Avg 4.55% | 7.43%5.51% | 16.88%
Current vs 7-Day Avg +32.88% | +9.22%-74.63% | -7.18%
Prior 7-Day Eod 3.10% | 6.59%3.10% | 15.98%
Current vs 7-Day Eod +94.78% | +23.02%-54.91% | -1.97%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 77.15% | 15.42%
Calls: 60.00% | 14.29%
Puts: 94.29% | 16.56%
Prior 17.51% | 10.20%
Calls: 18.85% | 7.23%
Puts: 16.17% | 13.16%
Current vs Prior +340.61% | +51.18%
Prior 7-Day Avg 19.97% | 10.46%
Calls: 18.44% | 10.41%
Puts: 21.51% | 10.51%
Current vs 7-Day Avg +286.25% | +47.36%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($4.64M). Extreme bullish P/C ratio of 0.42 - heavy call buying (16,608 calls vs 6,940 puts). P/C ratio rising 79% - increased hedging/bearish positioning. Call-heavy open interest (251,532 calls vs 132,390 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
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 7 of results (avg 9.3%, best 8.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2118.2519.95$19.108.9%--0.8814
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 1410.1511.05$10.608.5%--0.6518
$111.00Jul 244.955.40$5.188.7%20.6620
$116.00Aug 710.1511.15$10.659.4%--0.6920
$112.00Jul 245.756.35$6.059.9%120.7136
$114.00Jul 318.159.00$8.579.9%20.723

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 131 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 176.258.80$7.5333.9%41.00486
$102.00Jul 174.757.00$5.8838.3%--0.9926
$95.00Jul 1710.5514.35$12.4530.5%760.9987
$90.00Jul 1715.5519.35$17.4521.8%20.9519
$96.00Jul 2411.0013.15$12.0817.8%--0.9237
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Jul 170.011.47$0.74197.3%431.00283
$109.00Jul 170.752.65$1.70111.8%601.00319
$110.00Jul 172.243.80$3.0251.7%4631.001.8K
$111.00Jul 172.194.75$3.4773.8%881.001.7K
$112.00Jul 173.155.75$4.4558.4%221.00514

Most actively traded options today. High liquidity = easy entry/exit. 229 active (total vol 14.5K, top 822)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$109.00Jul 170.000.25$0.13192.3%7310.17159
$110.00Jul 170.000.01$0.01100.0%6700.01811
$123.00Jul 240.000.31$0.16193.8%6250.0525
$97.00Jul 3110.2512.15$11.2017.0%4720.80168
$108.00Jul 170.000.01$0.01100.0%3710.06769
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Jul 170.010.08$0.05140.0%8220.18267
$106.00Jul 170.000.35$0.18194.4%5380.18757
$110.00Jul 172.243.80$3.0251.7%4631.001.8K
$100.00Aug 283.954.80$4.3819.4%2410.3012
$90.00Aug 211.081.35$1.2222.1%1810.133.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 69 strikes (avg 993.7%, max 3040.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$126.00Jul 17Aug 281664.7%55.7%2890.8%101.6K
$98.00Jul 17Aug 71382.2%47.3%2823.8%271
$128.00Jul 17Aug 71971.3%69.7%2727.6%225
$127.00Jul 17Aug 71910.5%67.9%2714.9%1307
$124.00Jul 17Aug 281644.1%59.1%2684.2%3208
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$126.00Jul 17Aug 141664.7%53.0%3040.5%--102
$124.00Jul 17Aug 71644.1%63.5%2490.9%123
$90.00Jul 17Aug 281491.3%58.0%2473.0%92.9K
$123.00Jul 17Aug 281219.4%54.1%2152.9%243
$119.00Jul 17Aug 71124.5%57.4%1860.1%1122

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 115 found (best R:R 35.36, avg 2.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$124.00$125.00Jul 31$0.11$0.89$0.118.09$124.11
$127.00$128.00Jul 31$0.11$0.89$0.118.09$127.11
$119.00$124.00Aug 28$0.59$4.41$0.597.47$119.59
$109.00$110.00Jul 17$0.12$0.88$0.127.33$109.12
$124.00$125.00Jul 24$0.12$0.88$0.127.33$124.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$94.00$90.00Jul 24$0.11$3.89$0.1135.36$93.89
$94.00$90.00Aug 7$0.19$3.81$0.1920.05$93.81
$95.00$92.00Jul 31$0.32$2.68$0.328.38$94.68
$97.00$96.00Jul 24$0.11$0.89$0.118.09$96.89
$113.00$112.00Jul 24$0.13$0.87$0.136.69$112.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 163 found (best R:R 17.18, avg 1.89)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$115.00$116.00Jul 31$0.86$0.86$0.146.14$115.86
$90.00$95.00Aug 21$4.30$4.30$0.706.14$94.30
$99.00$100.00Jul 24$0.85$0.85$0.155.67$99.85
$100.00$101.00Jul 24$0.85$0.85$0.155.67$100.85
$100.00$102.00Jul 17$1.65$1.65$0.354.71$101.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$126.00$120.00Aug 14$5.67$5.67$0.3317.18$120.33
$118.00$117.00Jul 17$0.90$0.90$0.109.00$117.10
$125.00$124.00Jul 24$0.90$0.90$0.109.00$124.10
$124.00$119.00Aug 7$4.50$4.50$0.509.00$119.50
$125.00$120.00Aug 21$4.50$4.50$0.509.00$120.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 61 found (avg debit $0.94, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Jul 17Jul 24$0.10316.6%50.9%
$96.00Jul 17Jul 24$0.151410.0%59.3%
$97.00Jul 24Jul 31$0.1559.7%66.5%
$121.00Jul 17Jul 24$0.20567.7%55.2%
$120.00Jul 17Jul 24$0.27531.4%56.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$126.00Jul 17Jul 24$0.101664.7%67.6%
$95.00Jul 17Jul 24$0.15744.0%55.0%
$118.00Jul 17Jul 24$0.18457.0%54.1%
$94.00Jul 17Jul 24$0.20950.0%65.4%
$120.00Jul 17Jul 24$0.25531.4%56.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 110 found (cheapest 0.70% of stock, avg 10.58%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$108.00Jul 17$0.01$0.74$0.75$107.25$108.750.70%
$107.00Jul 17$0.76$0.05$0.81$106.19$107.810.76%
$109.00Jul 17$0.13$1.70$1.83$107.17$110.831.71%
$106.00Jul 17$1.71$0.18$1.89$104.11$107.891.76%
$105.00Jul 17$2.51$0.22$2.73$102.27$107.732.55%
$110.00Jul 17$0.01$3.02$3.03$106.97$113.032.83%
$111.00Jul 17$0.01$3.47$3.48$107.52$114.483.25%
$112.00Jul 17$0.01$4.45$4.46$107.54$116.464.16%
$103.00Jul 17$4.78$0.17$4.95$98.05$107.954.62%
$113.00Jul 17$0.22$5.45$5.67$107.33$118.675.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 166 found (cheapest 0.17% of stock, avg 5.70%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$109.00$107.00Jul 17$0.13$0.05$0.18$106.82$109.18
$109.00$103.00Jul 17$0.13$0.17$0.30$102.70$109.30
$109.00$106.00Jul 17$0.13$0.18$0.31$105.69$109.31
$109.00$105.00Jul 17$0.13$0.22$0.35$104.65$109.35
$109.00$101.00Jul 17$0.13$0.27$0.40$100.60$109.40
$119.00$107.00Jul 17$0.57$0.05$0.62$106.38$119.62
$119.00$103.00Jul 17$0.57$0.17$0.74$102.26$119.74
$119.00$106.00Jul 17$0.57$0.18$0.75$105.25$119.75
$119.00$105.00Jul 17$0.57$0.22$0.79$104.21$119.79
$119.00$101.00Jul 17$0.57$0.27$0.84$100.16$119.84

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 155 found (best R:R 17.18, avg credit $1.83)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
98/100105/107Aug 7$1.89$0.1117.18$98.11$106.89
99/100103/105Jul 31$1.87$0.1314.38$98.13$104.87
104/105112/115Aug 28$2.78$0.2212.64$102.22$114.78
100/102113/115Aug 7$1.85$0.1512.33$100.15$114.85
103/106113/115Aug 7$2.71$0.299.34$103.29$115.71
103/104105/106Jul 24$0.89$0.118.09$103.11$105.89
95/9699/100Jul 31$0.88$0.127.33$95.12$99.88
95/9697/98Jul 24$0.87$0.136.69$95.13$97.87
98/99105/106Jul 24$0.87$0.136.69$98.13$105.87
110/115120/125Aug 21$4.34$0.666.58$110.66$124.34

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 92 found (best R:R 19.00, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$102.00$103.00$104.00Jul 24$0.07$0.9313.29
$105.00$106.00$107.00Jul 24$0.07$0.9313.29
$120.00$121.00$122.00Jul 24$0.07$0.9313.29
$115.00$120.00$125.00Aug 21$0.43$4.5710.63
$110.00$111.00$112.00Jul 31$0.11$0.898.09
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$95.00$97.00$99.00Jul 17$0.10$1.9019.00
$90.00$95.00$100.00Aug 21$0.32$4.6814.63
$102.00$103.00$104.00Jul 24$0.07$0.9313.29
$107.00$108.00$109.00Aug 14$0.07$0.9313.29
$115.00$120.00$125.00Aug 21$0.37$4.6312.51

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 99 found (best net $-0.05, 85 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$120.001:2Aug 14-$0.40$4.60
$120.00$125.001:2Aug 21-$0.80$4.20
$115.00$120.001:2Aug 21-$1.51$3.49
$108.00$113.001:2Aug 14-$1.71$3.29
$121.00$125.001:2Aug 7-$1.41$2.59
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Aug 14-$0.05$4.95
$100.00$95.001:2Aug 14-$0.19$4.81
$95.00$90.001:2Aug 21-$0.28$4.72
$95.00$90.001:2Aug 28-$0.71$4.29
$100.00$95.001:2Aug 21-$0.90$4.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 6.57%, avg 1.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$109.00Aug 28$7.050.531.6%6.57%8.22%113
$110.00Aug 28$6.650.512.6%6.20%8.77%35
$110.00Aug 21$5.800.482.6%5.41%7.98%136322
$112.00Aug 28$5.800.484.4%5.41%9.85%1--
$108.00Aug 14$5.600.510.7%5.22%5.93%101
$115.00Aug 28$4.750.417.2%4.43%11.67%12
$115.00Aug 21$4.300.397.2%4.01%11.25%1801.4K
$109.00Aug 7$4.150.471.6%3.87%5.51%1--
$108.00Jul 31$3.650.490.7%3.40%4.11%141
$119.00Aug 28$3.600.3411.0%3.36%14.32%11

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 16,608
Total Puts 6,940
Put/Call Ratio 0.42
Net Difference 9,668

Prior's Put/Call Breakdown

Total Calls 31,505
Total Puts 7,374
Put/Call Ratio 0.23
Net Difference 24,131

Prior 7-Day Put/Call Summary

Total Calls 144,011
Total Puts 52,711
Average Put/Call Ratio 0.47
Ratio Trend Rising

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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