Tour v365
BIDU
BAIDU INC A ADR
$110.01 +2.58%
7/20 15:05

Option Volume

Detail
Current (07/20 3:05pm) 24,486
Calls: 18,825 (77%)
Puts: 5,661 (23%)
Prior (07/17) 21,508
Calls: 15,121 (70%)
Puts: 6,387 (30%)
Current vs Prior +13.85%
Calls: +24.50% (Calls)
Puts: -11.37% (Puts)
Prior 7-Day Total 169,314
Calls: 123,005 (73%)
Puts: 46,309 (27%)
Prior 7-Day Average 24,187
Calls: 17,572 (73%)
Puts: 6,615 (27%)
Current vs Prior 7-Day Avg +1.23%
Calls: +7.13%
Puts: -14.43%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20 3:05pm) $12.10M
Calls: $7.44M (61%)
Puts: $4.66M (39%)
Prior (07/17) $6.63M
Calls: $4.05M (61%)
Puts: $2.59M (39%)
Current vs Prior +82.38%
Calls: +83.69%
Puts: +80.32%
Prior 7-Day Total $63.78M
Calls: $40.83M (64%)
Puts: $22.95M (36%)
Prior 7-Day Average $9.11M
Calls: $5.83M (64%)
Puts: $3.28M (36%)
Current vs Prior 7-Day Avg +32.80%
Calls: +27.51%
Puts: +42.22%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20 3:05pm) 0.30
Prior (07/17) 0.42
Current vs Prior -28.81%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg -44.50%
Sentiment BULLISH

Open Interest

Detail
Current (07/20 3:05pm) 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 2,518,523
Calls: 1,647,025 (65%)
Puts: 871,498 (35%)
Prior 7-Day Average 359,789
Calls: 235,289 (65%)
Puts: 124,499 (35%)
Current vs Prior 7-Day Avg -12.94%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 5.38% | 7.78%13.32% | 20.43%
Prior 3.15% | 6.99%3.15% | 15.92%
Current vs Prior +70.98% | +11.33%+323.12% | +28.35%
Prior 7-Day Avg 4.09% | 7.31%5.68% | 17.09%
Current vs 7-Day Avg +31.50% | +6.38%+134.54% | +19.60%
Prior 7-Day Eod 3.15% | 6.99%1.40% | 15.67%
Current vs 7-Day Eod +70.98% | +11.33%+852.10% | +30.44%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 10.89% | 8.19%
Calls: 12.27% | 8.47%
Puts: 9.52% | 7.90%
Prior 17.51% | 10.20%
Calls: 18.85% | 7.23%
Puts: 16.17% | 13.16%
Current vs Prior -37.81% | -19.71%
Prior 7-Day Avg 19.14% | 11.28%
Calls: 18.02% | 10.57%
Puts: 20.26% | 11.99%
Current vs 7-Day Avg -43.11% | -27.41%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($7.44M). Elevated premium activity with dollar volume up 82% vs prior. Extreme bullish P/C ratio of 0.30 - heavy call buying (18,825 calls vs 5,661 puts). P/C ratio dropping 29% - 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 85 of results (avg 7.9%, best 3.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 219.7010.15$9.934.5%--0.661.6K
$116.00Aug 214.704.95$4.835.2%50.41--
$114.00Aug 215.405.70$5.555.4%50.45--
$114.00Aug 144.204.45$4.335.8%130.432
$115.00Aug 215.005.30$5.155.8%1270.431.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 2120.8521.65$21.253.8%--0.81494
$125.00Aug 2116.6517.35$17.004.1%--0.75450
$115.00Jul 245.856.15$6.005.0%--0.75259
$116.00Aug 149.009.50$9.255.4%150.63--
$127.00Aug 717.0518.10$17.586.0%200.85--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.75, cheapest $0.48)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$117.00Jul 240.650.73$0.6911.6%1420.1857
$123.00Jul 310.680.80$0.7416.2%520.14151
$122.00Jul 310.790.93$0.8616.3%30.167
$116.00Jul 240.810.93$0.8713.8%490.22169
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Jul 240.450.51$0.4812.5%3570.1433
$99.00Jul 310.560.64$0.6013.3%90.1211
$104.00Jul 240.560.68$0.6219.4%190.17172
$100.00Jul 310.680.78$0.7313.7%100.14317
$105.00Jul 240.800.89$0.8510.6%2650.21150

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 139 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$94.00Jul 2415.6017.40$16.5010.9%10.991
$96.00Jul 2413.6015.45$14.5212.7%140.9837
$95.00Jul 2414.6516.40$15.5211.3%70.985
$97.00Jul 2412.6514.45$13.5513.3%80.9790
$94.00Jul 3115.7017.70$16.7012.0%--0.9485
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 2418.0020.80$19.4014.4%--1.0020
$131.00Jul 2419.0021.55$20.2712.6%--1.0017
$126.00Jul 2414.0016.40$15.2015.8%20.9418
$125.00Jul 2413.0515.55$14.3017.5%1200.9422
$129.00Jul 2417.0019.85$18.4315.5%--0.9479

Most actively traded options today. High liquidity = easy entry/exit. 239 active (total vol 17.7K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 71.782.01$1.9012.1%1.3K0.2541
$102.00Jul 247.758.65$8.2011.0%6140.90197
$125.00Jul 310.500.63$0.5623.2%5870.1189
$99.00Jul 3111.0012.05$11.539.1%5290.8861
$100.00Jul 3110.1011.05$10.589.0%5290.8695
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$122.00Aug 712.3013.90$13.1012.2%3600.781
$103.00Jul 240.450.51$0.4812.5%3570.1433
$123.00Aug 713.4014.55$13.988.2%3040.803
$105.00Jul 240.800.89$0.8510.6%2650.21150
$100.00Jul 240.120.25$0.1968.4%2620.06793

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 78 strikes (avg 22.6%, max 101.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$128.00Jul 24Aug 2893.2%58.9%58.1%16307
$127.00Jul 24Aug 2893.7%60.4%55.0%3229
$99.00Jul 24Jul 3177.5%52.9%46.6%537171
$129.00Jul 24Aug 2884.9%58.6%45.0%13238
$98.00Jul 24Aug 2178.6%55.3%42.3%280
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$132.00Jul 24Aug 7120.8%60.0%101.4%--175
$129.00Jul 24Aug 1484.9%48.7%74.3%--148
$127.00Jul 24Aug 1493.7%54.6%71.6%--103
$128.00Jul 24Aug 1493.2%55.4%68.2%--92
$99.00Jul 24Aug 2177.5%54.0%43.3%236

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 163 found (best R:R 12.33, avg 2.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$129.00$130.00Jul 24$0.10$0.90$0.109.00$129.10
$128.00$130.00Aug 14$0.20$1.80$0.209.00$128.20
$125.00$129.00Aug 7$0.44$3.56$0.448.09$125.44
$117.00$118.00Jul 24$0.12$0.88$0.127.33$117.12
$122.00$123.00Jul 31$0.12$0.88$0.127.33$122.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$94.00$90.00Aug 7$0.30$3.70$0.3012.33$93.70
$98.00$96.00Aug 7$0.17$1.83$0.1710.76$97.83
$100.00$98.00Aug 7$0.17$1.83$0.1710.76$99.83
$95.00$90.00Aug 14$0.49$4.51$0.499.20$94.51
$102.00$101.00Aug 7$0.11$0.89$0.118.09$101.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 215 found (best R:R 9.00, avg 1.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$98.00$100.00Aug 7$1.80$1.80$0.209.00$99.80
$94.00$95.00Jul 31$0.87$0.87$0.136.69$94.87
$94.00$95.00Aug 7$0.87$0.87$0.136.69$94.87
$90.00$95.00Aug 21$4.30$4.30$0.706.14$94.30
$97.00$98.00Aug 7$0.85$0.85$0.155.67$97.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$126.00$125.00Jul 24$0.90$0.90$0.109.00$125.10
$125.00$124.00Aug 7$0.89$0.89$0.118.09$124.11
$123.00$122.00Aug 7$0.88$0.88$0.127.33$122.12
$131.00$130.00Jul 24$0.87$0.87$0.136.69$130.13
$125.00$124.00Aug 14$0.87$0.87$0.136.69$124.13

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 75 found (avg debit $0.73, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 24Jul 31$0.0659.9%52.5%
$128.00Jul 24Jul 31$0.0693.2%58.8%
$101.00Jul 24Jul 31$0.1859.0%52.2%
$94.00Jul 24Jul 31$0.2066.5%59.5%
$96.00Jul 24Jul 31$0.2162.2%54.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$128.00Jul 24Jul 31$0.1093.2%58.8%
$129.00Jul 24Jul 31$0.1584.9%61.6%
$98.00Jul 24Jul 31$0.1678.6%53.0%
$132.00Jul 24Jul 31$0.16120.8%59.2%
$99.00Jul 24Jul 31$0.2177.5%52.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 121 found (cheapest 4.92% of stock, avg 11.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$109.00Jul 24$3.25$2.16$5.41$103.59$114.414.92%
$110.00Jul 24$2.77$2.68$5.45$104.55$115.454.95%
$111.00Jul 24$2.31$3.15$5.46$105.54$116.464.96%
$108.00Jul 24$3.90$1.75$5.65$102.35$113.655.14%
$112.00Jul 24$1.91$3.78$5.69$106.31$117.695.17%
$107.00Jul 24$4.47$1.40$5.87$101.13$112.875.34%
$113.00Jul 24$1.60$4.45$6.05$106.95$119.055.50%
$106.00Jul 24$5.23$1.08$6.31$99.69$112.315.74%
$114.00Jul 24$1.32$5.20$6.52$107.48$120.525.93%
$105.00Jul 24$5.90$0.85$6.75$98.25$111.756.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.94% of stock, avg 6.57%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$115.00$106.00Jul 24$1.05$1.08$2.13$103.87$117.13
$114.00$106.00Jul 24$1.32$1.08$2.40$103.60$116.40
$115.00$107.00Jul 24$1.05$1.40$2.45$104.55$117.45
$113.00$106.00Jul 24$1.60$1.08$2.68$103.32$115.68
$114.00$107.00Jul 24$1.32$1.40$2.72$104.28$116.72
$115.00$108.00Jul 24$1.05$1.75$2.80$105.20$117.80
$112.00$106.00Jul 24$1.91$1.08$2.99$103.01$114.99
$113.00$107.00Jul 24$1.60$1.40$3.00$104.00$116.00
$114.00$108.00Jul 24$1.32$1.75$3.07$104.93$117.07
$115.00$109.00Jul 24$1.05$2.16$3.21$105.79$118.21

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 209 found (best R:R 10.76, avg credit $1.43)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
108/110112/114Aug 21$1.83$0.1710.76$108.17$113.83
107/108115/116Aug 14$0.90$0.109.00$107.10$115.90
104/105116/117Aug 14$0.89$0.118.09$104.11$116.89
100/101107/109Aug 7$1.77$0.237.70$99.23$108.77
99/100103/104Jul 31$0.88$0.127.33$99.12$103.88
97/98103/104Jul 24$0.87$0.136.69$97.13$103.87
98/99103/104Jul 31$0.87$0.136.69$98.13$103.87
107/108112/113Aug 14$0.87$0.136.69$107.13$112.87
100/101109/110Aug 7$0.86$0.146.14$100.14$109.86
104/105110/111Aug 28$0.86$0.146.14$104.14$110.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 101 found (best R:R 21.22, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$110.00$112.00$114.00Aug 21$0.09$1.9121.22
$111.00$115.00$119.00Aug 28$0.20$3.8019.00
$104.00$105.00$106.00Jul 24$0.06$0.9415.67
$110.00$111.00$112.00Jul 24$0.06$0.9415.67
$116.00$117.00$118.00Jul 24$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$95.00$96.00$97.00Jul 24$0.05$0.9519.00
$106.00$107.00$108.00Aug 14$0.05$0.9519.00
$120.00$125.00$130.00Aug 21$0.25$4.7519.00
$107.00$108.00$109.00Jul 24$0.06$0.9415.67
$102.00$103.00$104.00Jul 31$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. 84 found (best net $-0.03, 82 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$130.001:2Aug 21-$1.01$3.99
$125.00$129.001:2Aug 7-$0.27$3.73
$121.00$125.001:2Aug 21-$1.70$2.30
$122.00$125.001:2Aug 7-$0.76$2.24
$120.00$124.001:2Aug 28-$2.46$1.54
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Aug 14-$0.03$4.97
$100.00$95.001:2Aug 14-$0.12$4.88
$95.00$90.001:2Aug 28-$0.65$4.35
$100.00$95.001:2Aug 28-$0.91$4.09
$94.00$90.001:2Jul 24-$0.01$3.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 87 found (best yield 6.64%, avg 1.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$111.00Aug 28$7.300.520.9%6.64%7.54%61
$112.00Aug 21$6.100.501.8%5.54%7.35%1--
$115.00Aug 28$5.800.454.5%5.27%9.81%23
$114.00Aug 21$5.400.453.6%4.91%8.54%5--
$111.00Aug 14$5.150.500.9%4.68%5.58%43--
$115.00Aug 21$5.000.434.5%4.55%9.08%1271.4K
$112.00Aug 14$4.750.481.8%4.32%6.13%106
$116.00Aug 21$4.700.415.4%4.27%9.72%5--
$111.00Aug 7$4.550.490.9%4.14%5.04%6--
$119.00Aug 28$4.400.378.2%4.00%12.17%22

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 18,825
Total Puts 5,661
Put/Call Ratio 0.30
Net Difference 13,164

Prior's Put/Call Breakdown

Total Calls 15,121
Total Puts 6,387
Put/Call Ratio 0.42
Net Difference 8,734

Prior 7-Day Put/Call Summary

Total Calls 123,005
Total Puts 46,309
Average Put/Call Ratio 0.54
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All