Tour v366
BIDU
BAIDU INC A ADR
$109.81 +2.40%
$110.30 (+0.45%)🌙
as of 07/20 06:01 PM
7/20 18:01

Option Volume

Detail
Current (07/20) 25,515
Calls: 19,540 (77%)
Puts: 5,975 (23%)
Prior (07/17) 23,548
Calls: 16,608 (71%)
Puts: 6,940 (29%)
Current vs Prior +8.35%
Calls: +17.65% (Calls)
Puts: -13.90% (Puts)
Prior 7-Day Total 204,154
Calls: 147,333 (72%)
Puts: 56,821 (28%)
Prior 7-Day Average 29,164
Calls: 21,047 (72%)
Puts: 8,117 (28%)
Current vs Prior 7-Day Avg -12.51%
Calls: -7.16%
Puts: -26.39%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $12.82M
Calls: $7.75M (60%)
Puts: $5.07M (40%)
Prior (07/17) $7.67M
Calls: $4.64M (61%)
Puts: $3.02M (39%)
Current vs Prior +67.26%
Calls: +66.86%
Puts: +67.88%
Prior 7-Day Total $78.23M
Calls: $47.63M (61%)
Puts: $30.60M (39%)
Prior 7-Day Average $11.18M
Calls: $6.80M (61%)
Puts: $4.37M (39%)
Current vs Prior 7-Day Avg +14.73%
Calls: +13.85%
Puts: +16.09%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.31
Prior (07/17) 0.42
Current vs Prior -26.82%
Prior 7-Day Average 0.50
Current vs Prior 7-Day Avg -38.61%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 313,234
Calls: 198,945 (64%)
Puts: 114,289 (36%)
Prior (07/17) 383,922
Calls: 251,532 (66%)
Puts: 132,390 (34%)
Current vs Prior -18.41%
Prior 7-Day Total 2,558,285
Calls: 1,672,620 (65%)
Puts: 885,665 (35%)
Prior 7-Day Average 365,469
Calls: 238,945 (65%)
Puts: 126,523 (35%)
Current vs Prior 7-Day Avg -14.29%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 5.40% | 7.77%13.43% | 20.13%
Prior 6.04% | 8.11%1.40% | 15.67%
Current vs Prior -10.63% | -4.25%+860.34% | +28.47%
Prior 7-Day Avg 4.83% | 7.56%4.68% | 16.53%
Current vs 7-Day Avg +11.87% | +2.80%+186.82% | +21.79%
Prior 7-Day Eod 6.04% | 8.11%1.40% | 15.67%
Current vs 7-Day Eod -10.63% | -4.25%+860.34% | +28.47%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 10.89% | 8.19%
Calls: 12.27% | 8.47%
Puts: 9.52% | 7.90%
Prior 77.15% | 15.42%
Calls: 60.00% | 14.29%
Puts: 94.29% | 16.56%
Current vs Prior -85.88% | -46.89%
Prior 7-Day Avg 28.61% | 11.95%
Calls: 24.69% | 11.63%
Puts: 32.52% | 12.27%
Current vs 7-Day Avg -61.93% | -31.45%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 60% call dollar volume ($7.75M). Elevated premium activity with dollar volume up 67% vs prior. Extreme bullish P/C ratio of 0.31 - heavy call buying (19,540 calls vs 5,975 puts). P/C ratio dropping 27% - 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 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 15 of results (avg 8.7%, best 7.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Aug 2120.8522.40$21.637.2%--0.8914
$105.00Jul 316.757.30$7.037.8%610.71113
$109.00Aug 75.355.80$5.578.1%10.561
$107.00Jul 315.506.05$5.789.5%50.6415
$106.00Jul 244.805.30$5.059.9%3260.7322
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Aug 215.756.20$5.987.5%10.43--
$119.00Aug 710.7511.60$11.187.6%--0.7020
$118.00Aug 1410.6011.50$11.058.1%80.648
$117.00Jul 318.409.15$8.788.5%10.732
$117.00Aug 149.8510.75$10.308.7%30.65--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.69, cheapest $0.50)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Jul 240.470.53$0.5012.0%3570.1433
$105.00Jul 240.800.94$0.8716.1%2760.22150

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 137 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Jul 2413.2515.60$14.4316.3%140.9837
$97.00Jul 2411.9515.00$13.4822.6%80.9790
$95.00Jul 2413.9016.30$15.1015.9%70.955
$98.00Jul 2411.3013.65$12.4818.8%--0.9580
$100.00Jul 249.4511.35$10.4018.3%490.94157
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$131.00Jul 2419.5521.90$20.7311.3%--1.0017
$125.00Jul 2413.2016.65$14.9323.1%1200.9522
$126.00Jul 2414.6017.25$15.9316.6%20.9518
$124.00Jul 2412.2515.30$13.7822.1%1230.9553
$123.00Jul 2411.7014.30$13.0020.0%40.9437

Most actively traded options today. High liquidity = easy entry/exit. 245 active (total vol 18.3K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 71.712.38$2.0532.7%1.3K0.2641
$102.00Jul 248.009.85$8.9320.7%6140.89197
$125.00Jul 310.490.63$0.5625.0%5920.1189
$99.00Jul 3111.3013.20$12.2515.5%5300.8461
$100.00Jul 319.4011.05$10.2316.1%5300.8595
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$122.00Aug 711.9014.95$13.4322.7%3600.751
$103.00Jul 240.470.53$0.5012.0%3570.1433
$123.00Aug 712.3515.45$13.9022.3%3040.803
$100.00Jul 240.160.24$0.2040.0%2790.06793
$105.00Jul 240.800.94$0.8716.1%2760.22150

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 76 strikes (avg 26.3%, max 131.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$94.00Jul 24Aug 7128.5%60.2%113.5%149
$128.00Jul 24Aug 28101.7%52.4%94.3%16307
$127.00Jul 24Aug 2899.2%55.8%77.6%3229
$129.00Jul 24Aug 2887.7%54.2%61.9%13238
$95.00Jul 24Aug 2187.0%55.8%55.8%729
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$94.00Jul 24Aug 21128.5%55.6%131.3%1118
$127.00Jul 24Aug 1499.2%51.7%91.7%--103
$128.00Jul 24Aug 14101.7%56.9%78.9%--92
$129.00Jul 24Aug 1487.7%49.3%78.1%--148
$99.00Jul 24Aug 2185.7%49.9%71.7%236

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 155 found (best R:R 27.57, avg 2.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$129.00Aug 7$0.16$3.84$0.1624.00$125.16
$118.00$119.00Jul 24$0.10$0.90$0.109.00$118.10
$117.00$118.00Jul 24$0.11$0.89$0.118.09$117.11
$128.00$129.00Jul 31$0.11$0.89$0.118.09$128.11
$121.00$122.00Jul 31$0.12$0.88$0.127.33$121.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$94.00$90.00Jul 31$0.14$3.86$0.1427.57$93.86
$98.00$96.00Aug 7$0.14$1.86$0.1413.29$97.86
$94.00$90.00Aug 7$0.29$3.71$0.2912.79$93.71
$98.00$97.00Jul 31$0.12$0.88$0.127.33$97.88
$97.00$96.00Jul 31$0.13$0.87$0.136.69$96.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 199 found (best R:R 14.38, avg 1.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$98.00$100.00Aug 7$1.87$1.87$0.1314.38$99.87
$104.00$105.00Jul 31$0.90$0.90$0.109.00$104.90
$90.00$95.00Aug 21$4.40$4.40$0.607.33$94.40
$96.00$97.00Aug 7$0.86$0.86$0.146.14$96.86
$96.00$97.00Jul 31$0.82$0.82$0.184.56$96.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$125.00Aug 21$4.57$4.57$0.4310.63$125.43
$126.00$125.00Jul 31$0.88$0.88$0.127.33$125.12
$118.00$117.00Jul 24$0.87$0.87$0.136.69$117.13
$129.00$128.00Aug 14$0.87$0.87$0.136.69$128.13
$130.00$129.00Jul 24$0.85$0.85$0.155.67$129.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 74 found (avg debit $0.74, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Jul 24Jul 31$0.0761.9%53.8%
$128.00Jul 24Jul 31$0.10101.7%64.3%
$127.00Jul 24Jul 31$0.1399.2%63.4%
$130.00Jul 24Jul 31$0.1889.6%62.6%
$129.00Jul 24Jul 31$0.2487.7%63.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Jul 24Jul 31$0.0768.5%58.0%
$131.00Jul 24Jul 31$0.1572.6%72.7%
$130.00Jul 24Jul 31$0.1789.6%62.6%
$95.00Jul 24Jul 31$0.1987.0%60.5%
$128.00Jul 24Jul 31$0.20101.7%64.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 121 found (cheapest 4.95% of stock, avg 11.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$109.00Jul 24$3.18$2.26$5.44$103.56$114.444.95%
$110.00Jul 24$2.70$2.75$5.45$104.55$115.454.96%
$108.00Jul 24$3.78$1.83$5.61$102.39$113.615.11%
$111.00Jul 24$2.30$3.38$5.68$105.32$116.685.17%
$107.00Jul 24$4.35$1.42$5.77$101.23$112.775.25%
$112.00Jul 24$1.92$4.00$5.92$106.08$117.925.39%
$106.00Jul 24$5.05$1.13$6.18$99.82$112.185.63%
$113.00Jul 24$1.60$4.65$6.25$106.75$119.255.69%
$114.00Jul 24$1.30$5.43$6.73$107.27$120.736.13%
$105.00Jul 24$6.13$0.87$7.00$98.00$112.006.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 2.00% of stock, avg 6.82%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$115.00$106.00Jul 24$1.07$1.13$2.20$103.80$117.20
$114.00$106.00Jul 24$1.30$1.13$2.43$103.57$116.43
$115.00$107.00Jul 24$1.07$1.42$2.49$104.51$117.49
$114.00$107.00Jul 24$1.30$1.42$2.72$104.28$116.72
$113.00$106.00Jul 24$1.60$1.13$2.73$103.27$115.73
$115.00$108.00Jul 24$1.07$1.83$2.90$105.10$117.90
$113.00$107.00Jul 24$1.60$1.42$3.02$103.98$116.02
$112.00$106.00Jul 24$1.92$1.13$3.05$102.95$115.05
$114.00$108.00Jul 24$1.30$1.83$3.13$104.87$117.13
$115.00$109.00Jul 24$1.07$2.26$3.33$105.67$118.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 181 found (best R:R 19.00, avg credit $1.57)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
102/103107/109Aug 7$1.90$0.1019.00$101.10$108.90
102/103115/116Aug 14$0.90$0.109.00$102.10$115.90
104/105112/113Aug 14$0.90$0.109.00$104.10$112.90
104/105127/128Aug 28$0.90$0.109.00$104.10$127.90
94/9598/100Aug 21$1.78$0.228.09$93.22$99.78
103/105107/109Aug 7$1.77$0.237.70$103.23$108.77
108/110112/114Aug 21$1.75$0.257.00$108.25$113.75
105/106115/116Aug 14$0.86$0.146.14$105.14$115.86
100/104115/119Aug 28$3.43$0.576.02$100.57$118.43
110/112115/116Aug 14$1.71$0.295.90$110.29$116.71

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 86 found (best R:R 70.43, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$111.00$112.00$113.00Jul 24$0.06$0.9415.67
$113.00$114.00$115.00Jul 24$0.07$0.9313.29
$117.00$118.00$119.00Jul 31$0.07$0.9313.29
$102.00$103.00$104.00Jul 24$0.08$0.9211.50
$109.00$110.00$111.00Jul 24$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$120.00$125.00Aug 21$0.07$4.9370.43
$90.00$95.00$100.00Aug 14$0.11$4.8944.45
$108.00$109.00$110.00Jul 24$0.06$0.9415.67
$100.00$101.00$102.00Jul 24$0.07$0.9313.29
$90.00$95.00$100.00Aug 28$0.35$4.6513.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 80 found (best net $-0.36, 74 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$130.001:2Aug 21-$0.77$4.23
$125.00$129.001:2Aug 7-$0.74$3.26
$122.00$125.001:2Aug 7$0.00$3.00
$121.00$125.001:2Aug 21-$1.64$2.36
$120.00$124.001:2Aug 28-$1.65$2.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Aug 28-$0.36$4.64
$100.00$95.001:2Aug 14-$0.41$4.59
$100.00$95.001:2Aug 28-$1.04$3.96
$94.00$90.001:2Jul 31-$0.14$3.86
$94.00$90.001:2Aug 7-$0.22$3.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 90 found (best yield 6.65%, avg 1.99%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$111.00Aug 28$7.300.521.1%6.65%7.73%61
$110.00Aug 28$6.900.530.2%6.28%6.46%65
$110.00Aug 21$6.350.530.2%5.78%5.96%139445
$112.00Aug 21$6.000.492.0%5.46%7.46%1--
$110.00Aug 14$5.500.530.2%5.01%5.18%34
$115.00Aug 28$5.400.454.7%4.92%9.64%23
$111.00Aug 14$5.250.501.1%4.78%5.86%44--
$115.00Aug 21$4.900.424.7%4.46%9.19%1271.4K
$110.00Aug 7$4.750.520.2%4.33%4.50%35
$114.00Aug 21$4.750.453.8%4.33%8.14%5--

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 19,540
Total Puts 5,975
Put/Call Ratio 0.31
Net Difference 13,565

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 147,333
Total Puts 56,821
Average Put/Call Ratio 0.50
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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