Tour v528
BIDU
BAIDU INC A ADR
$86.71 -0.30%
$86.94 (+0.27%)🌙
as of 09/29 06:00 PM
◀ 9/29 18:00 ▶

Option Volume

Detail
ℹ
Current (09/29) 12,660
Calls: 9,625 (76%)
Puts: 3,035 (24%)
Prior (09/28) 17,366
Calls: 10,199 (59%)
Puts: 7,167 (41%)
Current vs Prior -27.10%
Calls: -5.63% (Calls)
Puts: -57.65% (Puts)
Prior 7-Day Total 186,758
Calls: 111,854 (60%)
Puts: 74,904 (40%)
Prior 7-Day Average 26,679
Calls: 15,979 (60%)
Puts: 10,700 (40%)
Current vs Prior 7-Day Avg -52.55%
Calls: -39.77%
Puts: -71.64%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/29) $4.03M
Calls: $2.57M (64%)
Puts: $1.46M (36%)
Prior (09/28) $4.46M
Calls: $2.96M (66%)
Puts: $1.50M (34%)
Current vs Prior -9.72%
Calls: -13.11%
Puts: -3.06%
Prior 7-Day Total $94.44M
Calls: $28.86M (31%)
Puts: $65.58M (69%)
Prior 7-Day Average $13.49M
Calls: $4.12M (31%)
Puts: $9.37M (69%)
Current vs Prior 7-Day Avg -70.14%
Calls: -37.66%
Puts: -84.43%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 0.32
Prior (09/28) 0.70
Current vs Prior -55.13%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg -54.60%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/29) 383,153
Calls: 224,928 (59%)
Puts: 158,225 (41%)
Prior (09/28) 176,852
Calls: 107,498 (61%)
Puts: 69,354 (39%)
Current vs Prior +116.65%
Prior 7-Day Total 2,825,829
Calls: 1,763,021 (62%)
Puts: 1,062,808 (38%)
Prior 7-Day Average 403,689
Calls: 251,860 (62%)
Puts: 151,829 (38%)
Current vs Prior 7-Day Avg -5.09%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 3.23% | 5.28%7.81% | 12.99%
Prior 3.63% | 4.75%7.45% | 12.65%
Current vs Prior -11.13% | +11.23%+4.79% | +2.67%
Prior 7-Day Avg 3.43% | 5.58%5.48% | 11.60%
Current vs 7-Day Avg -5.90% | -5.30%+42.48% | +11.92%
Prior 7-Day Eod 3.63% | 4.75%7.45% | 12.65%
Current vs 7-Day Eod -11.13% | +11.23%+4.79% | +2.67%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 11.64% | 9.30%
Calls: 13.29% | 10.00%
Puts: 10.00% | 8.61%
Prior 10.46% | 7.47%
Calls: 11.69% | 7.63%
Puts: 9.22% | 7.31%
Current vs Prior +11.28% | +24.50%
Prior 7-Day Avg 29.68% | 7.60%
Calls: 33.67% | 7.57%
Puts: 25.70% | 7.64%
Current vs 7-Day Avg -60.79% | +22.32%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($2.57M). Extreme bullish P/C ratio of 0.32 - heavy call buying (9,625 calls vs 3,035 puts). P/C ratio dropping 55% - sentiment shifting bullish. Rising open interest (up 117%) indicates new positions being established.

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 BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 8 of results (avg 7.9%, best 4.7%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.00Oct 21.021.10$1.067.5%1940.4798
$80.00Oct 96.657.25$6.958.6%20.9042
$88.00Oct 232.692.96$2.839.5%100.4613
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.00Oct 1610.4010.90$10.654.7%100.8810
$91.00Oct 235.606.00$5.806.9%--0.69189
$103.00Oct 915.7516.95$16.357.3%40.95--
$89.00Oct 234.304.70$4.508.9%--0.5848
$94.00Oct 167.658.45$8.059.9%10.82--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.65, cheapest $0.41)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$92.00Oct 90.480.58$0.5318.9%200.18301
$90.00Oct 90.821.00$0.9119.8%420.28458
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Oct 20.380.44$0.4114.6%2100.251.0K
$84.00Oct 90.720.87$0.8018.8%70.27419
$81.00Oct 160.540.65$0.6018.3%30.1740

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 98 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Oct 1615.3017.60$16.4514.0%--1.0060
$75.00Oct 1610.6012.50$11.5516.5%--1.0012
$81.00Oct 25.256.55$5.9022.0%290.9627
$70.00Oct 215.8018.75$17.2717.1%10.94--
$82.00Oct 23.056.80$4.9376.1%300.9427
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Oct 27.909.00$8.4513.0%--1.001.0K
$96.00Oct 29.1510.60$9.8814.7%21.00190
$97.00Oct 210.1511.45$10.8012.0%31.009
$100.00Oct 212.0514.60$13.3319.1%11.001
$103.00Oct 215.4518.35$16.9017.2%11.001

Most actively traded options today. High liquidity = easy entry/exit. 186 active (total vol 7.9K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Oct 160.220.29$0.2626.9%1.2K0.073.1K
$87.50Oct 20.680.90$0.7927.8%6580.40301
$90.00Oct 161.321.85$1.5933.3%4320.342.7K
$90.00Oct 20.220.31$0.2733.3%4310.16936
$88.00Oct 20.590.74$0.6722.4%4190.34428
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Oct 20.380.44$0.4114.6%2100.251.0K
$80.00Oct 160.370.48$0.4325.6%2090.133.4K
$75.00Oct 160.010.10$0.06150.0%1610.023.9K
$88.50Oct 92.623.25$2.9421.4%1410.62--
$89.00Oct 22.273.00$2.6427.7%1380.77479

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 5.0%, max 12.5%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$87.00Oct 2Nov 638.0%36.7%3.4%20999
$89.00Oct 2Oct 3037.7%37.0%2.0%43289
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Oct 2Oct 3040.7%36.2%12.5%32700
$89.00Oct 2Oct 3037.7%37.0%2.0%138503

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 109 found (best R:R 1.82, avg 3.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$81.00$85.00Oct 30$1.42$2.58$1.4276%1.82$82.42
$78.00$79.00Oct 9$0.25$0.75$0.2590%3.00$78.25
$85.00$87.00Oct 30$0.50$1.50$0.5062%3.00$85.50
$83.00$85.00Oct 16$0.70$1.30$0.7074%1.86$83.70
$88.00$90.00Nov 6$0.44$1.56$0.4448%3.55$88.44
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$92.00$91.00Oct 2$0.27$0.73$0.2794%2.70$91.73
$94.00$93.00Oct 2$0.33$0.67$0.3396%2.03$93.67
$100.00$98.00Oct 16$1.30$0.70$1.3093%0.54$98.70
$91.00$90.00Oct 9$0.20$0.80$0.2078%4.00$90.80
$98.00$97.00Oct 23$0.40$0.60$0.4086%1.50$97.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 84 found (best R:R 1.86, avg 0.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$97.00$98.00Nov 6$0.62$0.62$0.3876%1.63$97.62
$88.00$89.00Oct 30$0.86$0.86$0.1450%6.14$88.86
$87.00$88.00Oct 23$0.85$0.85$0.1549%5.67$87.85
$99.00$100.00Oct 2$0.37$0.37$0.6390%0.59$99.37
$101.00$102.00Oct 2$0.36$0.36$0.6491%0.56$101.36
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$81.00$80.00Oct 30$0.65$0.65$0.3575%1.86$80.35
$85.00$83.00Nov 6$1.17$1.17$0.8359%1.41$83.83
$79.00$75.00Oct 23$0.58$0.58$3.4284%0.17$78.42
$81.00$80.00Oct 23$0.49$0.49$0.5179%0.96$80.51
$83.00$82.00Oct 16$0.53$0.53$0.4773%1.13$82.47

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.91, cheapest $0.67)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$86.00Oct 2Oct 9$0.9835.9%31.1%
$87.00Oct 2Oct 9$0.8138.0%35.2%
$88.00Oct 2Oct 9$0.8338.0%36.3%
$87.50Oct 2Oct 9$0.9636.1%37.1%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$86.00Oct 2Oct 9$0.6735.9%31.1%
$87.00Oct 2Oct 9$0.8038.0%35.2%
$88.00Oct 2Oct 9$1.3838.0%36.3%
$87.50Oct 2Oct 9$0.8536.1%37.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 68 found (cheapest 2.65% of stock, avg 7.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$86.00Oct 2$1.53$0.77$2.30$83.70$88.302.65%
$87.00Oct 2$1.06$1.27$2.33$84.67$89.332.69%
$87.50Oct 2$0.79$1.58$2.37$85.13$89.872.73%
$85.00Oct 2$2.09$0.41$2.50$82.50$87.502.88%
$88.00Oct 2$0.67$1.92$2.59$85.41$90.592.99%
$88.50Oct 2$0.53$2.26$2.79$85.71$91.293.22%
$89.00Oct 2$0.39$2.64$3.03$85.97$92.033.49%
$84.00Oct 2$3.30$0.21$3.51$80.49$87.514.05%
$90.00Oct 2$0.27$3.45$3.72$86.28$93.724.29%
$83.00Oct 2$3.78$0.11$3.89$79.11$86.894.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.58% of stock, avg 4.02%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$89.00$83.00Oct 2$0.39$0.11$0.50$82.50$89.50
$89.00$84.00Oct 2$0.39$0.21$0.60$83.40$89.60
$88.50$83.00Oct 2$0.53$0.11$0.64$82.36$89.14
$89.00$85.00Oct 2$0.39$0.41$0.80$84.20$89.80
$88.50$84.00Oct 2$0.53$0.21$0.74$83.26$89.24
$89.00$79.00Oct 2$0.39$0.48$0.87$78.13$89.87
$88.50$85.00Oct 2$0.53$0.41$0.94$84.06$89.44
$88.00$83.00Oct 2$0.67$0.11$0.78$82.22$88.78
$88.00$84.00Oct 2$0.67$0.21$0.88$83.12$88.88
$88.00$85.00Oct 2$0.67$0.41$1.08$83.92$89.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 105 found (best R:R 4.88, avg credit $0.66)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
77/7897/98Nov 6$0.83$0.1759%4.88$77.17$97.83
82/8391/92Oct 16$0.88$0.1246%7.33$82.12$91.88
82/84102/104Oct 23$1.29$0.7152%1.82$82.71$103.29
80/8196/97Oct 23$0.69$0.3161%2.23$80.31$96.69
80/8196/97Oct 30$0.76$0.2454%3.17$80.24$96.76
82/8393/94Oct 16$0.76$0.2452%3.17$82.24$93.76
82/8399/100Oct 16$0.64$0.3664%1.78$82.36$99.64
80/81101/102Oct 23$0.64$0.3664%1.78$80.36$101.64
80/81102/104Oct 23$0.95$1.0565%0.90$80.05$102.95
82/8397/98Oct 30$0.75$0.2550%3.00$82.25$97.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 69 found (best R:R 10.11, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$85.00$86.00$87.00Oct 2$0.09$0.9128%10.11
$91.00$92.00$93.00Oct 2$0.06$0.946%15.67
$90.00$91.00$92.00Oct 16$0.10$0.9012%9.00
$98.00$100.00$102.00Oct 30$0.08$1.923%24.00
$95.00$96.00$97.00Oct 16$0.08$0.924%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$85.00$86.00$87.00Oct 2$0.14$0.8628%6.14
$83.00$84.00$85.00Oct 2$0.10$0.9017%9.00
$84.00$85.00$86.00Oct 2$0.16$0.8424%5.25
$89.00$90.00$91.00Oct 16$0.08$0.9211%11.50
$82.00$83.00$84.00Oct 2$0.08$0.928%11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 103 found (best net $-2.55, 90 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$75.00$80.001:2Oct 16-$2.55$2.45
$90.00$94.001:2Nov 6-$0.41$3.59
$93.00$95.001:2Oct 23-$0.16$1.84
$88.00$90.001:2Oct 23-$0.67$1.33
$90.00$91.001:2Oct 2-$0.07$0.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$96.00$91.001:2Oct 30-$2.05$2.95
$84.00$82.001:2Oct 23-$0.32$1.68
$87.00$86.001:2Oct 2-$0.27$0.73
$81.00$80.001:2Oct 23$0.00$1.00
$79.00$75.001:2Oct 2-$0.18$3.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 2.91%, avg 1.12%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$90.00Nov 6$2.520.423.8%2.91%6.70%1002
$89.00Oct 30$2.770.462.6%3.19%5.84%--59
$88.00Oct 30$2.980.501.5%3.44%4.92%17334
$87.00Oct 30$3.400.540.3%3.92%4.26%616
$88.00Oct 23$2.690.461.5%3.10%4.59%1013
$88.00Nov 6$2.640.481.5%3.04%4.53%62
$94.00Nov 6$1.030.298.4%1.19%9.60%1--
$92.00Oct 23$1.380.326.1%1.59%7.69%--46
$95.00Nov 6$0.880.269.6%1.01%10.58%23
$91.00Oct 30$1.340.385.0%1.55%6.49%32122

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 9,625
Total Puts 3,035
Put/Call Ratio 0.32
Net Difference 6,590

Prior's Put/Call Breakdown

Total Calls 10,199
Total Puts 7,167
Put/Call Ratio 0.70
Net Difference 3,032

Prior 7-Day Put/Call Summary

Total Calls 111,854
Total Puts 74,904
Average Put/Call Ratio 0.69
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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