Tour v528
BIDU
BAIDU INC A ADR
$88.04 -1.94%
◀ 9/24 15:05

Option Volume

Detail
ℹ
Current (09/24 3:05pm) 29,530
Calls: 15,194 (51%)
Puts: 14,336 (49%)
Prior (09/22) 25,359
Calls: 19,109 (75%)
Puts: 6,250 (25%)
Current vs Prior +16.45%
Calls: -20.49% (Calls)
Puts: +129.38% (Puts)
Prior 7-Day Total 183,194
Calls: 102,377 (56%)
Puts: 80,817 (44%)
Prior 7-Day Average 26,170
Calls: 14,625 (56%)
Puts: 11,545 (44%)
Current vs Prior 7-Day Avg +12.84%
Calls: +3.89%
Puts: +24.17%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24 3:05pm) $22.67M
Calls: $3.72M (16%)
Puts: $18.95M (84%)
Prior (09/22) $6.10M
Calls: $2.83M (46%)
Puts: $3.27M (54%)
Current vs Prior +271.42%
Calls: +31.53%
Puts: +478.72%
Prior 7-Day Total $116.85M
Calls: $32.31M (28%)
Puts: $84.54M (72%)
Prior 7-Day Average $16.69M
Calls: $4.62M (28%)
Puts: $12.08M (72%)
Current vs Prior 7-Day Avg +35.79%
Calls: -19.39%
Puts: +56.87%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/24 3:05pm) 0.94
Prior (09/22) 0.33
Current vs Prior +188.48%
Prior 7-Day Average 0.83
Current vs Prior 7-Day Avg +13.30%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/24 3:05pm) 397,715
Calls: 235,118 (59%)
Puts: 162,597 (41%)
Prior (09/22) 378,537
Calls: 222,207 (59%)
Puts: 156,330 (41%)
Current vs Prior +5.07%
Prior 7-Day Total 3,420,666
Calls: 2,194,207 (64%)
Puts: 1,226,459 (36%)
Prior 7-Day Average 488,666
Calls: 313,458 (64%)
Puts: 175,208 (36%)
Current vs Prior 7-Day Avg -18.61%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 2.03% | 4.51%7.78% | 13.57%
Prior 1.24% | 4.56%1.24% | 8.65%
Current vs Prior +64.23% | -1.15%+528.48% | +56.83%
Prior 7-Day Avg 3.07% | 5.59%4.10% | 9.88%
Current vs 7-Day Avg -33.77% | -19.29%+89.99% | +37.32%
Prior 7-Day Eod 1.24% | 4.56%9.54% | 14.81%
Current vs 7-Day Eod +64.23% | -1.15%-18.47% | -8.37%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 18.88% | 8.31%
Calls: 23.46% | 8.08%
Puts: 14.29% | 8.54%
Prior 48.49% | 5.39%
Calls: 49.25% | 5.12%
Puts: 47.73% | 5.67%
Current vs Prior -61.06% | +54.17%
Prior 7-Day Avg 22.06% | 11.89%
Calls: 22.15% | 8.64%
Puts: 21.98% | 15.15%
Current vs 7-Day Avg -14.43% | -30.12%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 84% of dollar volume in puts ($18.95M) vs calls ($3.72M). Massive premium surge with dollar volume up 271% vs prior. P/C ratio rising 188% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 59 of results (avg 8.2%, best 3.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Oct 165.005.20$5.103.9%330.67165
$87.50Oct 92.923.10$3.016.0%320.561
$80.00Oct 168.459.00$8.736.3%100.871.2K
$83.00Oct 95.706.10$5.906.8%20.81--
$90.00Oct 303.503.75$3.636.9%180.461.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Oct 1612.0012.45$12.233.7%110.862.1K
$105.00Oct 1616.6517.40$17.024.4%--0.92841
$95.00Oct 26.807.25$7.036.4%20.901.0K
$91.00Oct 235.105.45$5.286.6%--0.59189
$97.00Oct 169.3510.00$9.686.7%100.81--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 22 found (avg $0.66, cheapest $0.11)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$91.00Sep 250.100.11$0.119.1%1820.10972
$93.00Oct 20.470.56$0.5217.3%680.1987
$92.00Oct 20.660.74$0.7011.4%1320.24318
$91.00Oct 20.860.95$0.919.9%2120.30165
$97.00Oct 90.480.58$0.5318.9%--0.1454
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.50Sep 250.911.05$0.9814.3%400.58340
$84.00Oct 20.340.41$0.3818.4%2520.16128
$85.00Oct 20.560.65$0.6114.8%1390.23656
$86.00Oct 20.820.95$0.8914.6%3430.30284
$83.00Oct 90.600.70$0.6515.4%--0.1930

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 99 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Sep 256.908.65$7.7822.5%500.9958
$83.00Sep 254.255.55$4.9026.5%--0.9829
$84.00Sep 253.754.45$4.1017.1%--0.9812
$79.00Oct 27.659.90$8.7825.6%20.98--
$80.00Oct 27.208.70$7.9518.9%60.9673
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$93.00Sep 254.555.35$4.9516.2%251.00147
$94.00Sep 255.406.70$6.0521.5%401.00116
$95.00Sep 256.407.20$6.8011.8%1.5K1.00974
$96.00Sep 257.558.30$7.939.5%3.2K1.002.1K
$97.00Sep 258.509.45$8.9810.6%1.3K1.00871

Most actively traded options today. High liquidity = easy entry/exit. 208 active (total vol 20.1K, top 3.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Sep 250.160.23$0.2035.0%1.0K0.18652
$105.00Oct 160.270.32$0.3016.7%6150.075.2K
$100.00Oct 20.070.09$0.0825.0%5300.04738
$90.00Oct 162.512.73$2.628.4%5280.432.5K
$94.00Sep 250.010.02$0.0250.0%5100.021.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Sep 257.558.30$7.939.5%3.2K1.002.1K
$95.00Sep 256.407.20$6.8011.8%1.5K1.00974
$97.00Sep 258.509.45$8.9810.6%1.3K1.00871
$86.00Sep 250.050.20$0.13115.4%4000.13866
$86.00Oct 20.820.95$0.8914.6%3430.30284

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 2.8%, max 5.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$87.50Sep 25Oct 1637.7%35.8%5.4%12975
$90.00Sep 25Oct 3042.0%40.3%4.0%1.0K2.1K
$87.00Sep 25Oct 3037.9%36.8%3.1%256116
$88.50Sep 25Oct 1639.0%38.4%1.5%30629
$88.00Sep 25Oct 3037.6%37.3%0.8%139442
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$87.50Sep 25Oct 1637.7%35.8%5.4%63158
$90.00Sep 25Oct 3042.0%40.3%4.0%1701.8K
$87.00Sep 25Nov 637.9%37.2%1.9%123315
$88.50Sep 25Oct 1639.0%38.4%1.5%50353
$88.00Sep 25Oct 3037.6%37.3%0.8%154970

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 149 found (best R:R 0.60, avg 3.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$80.00$85.00Oct 23$3.13$1.87$3.1384%0.60$83.13
$80.00$85.00Oct 30$3.08$1.92$3.0882%0.62$83.08
$87.00$90.00Oct 23$1.23$1.77$1.2357%1.44$88.23
$87.00$87.50Oct 9$0.14$0.36$0.1459%2.57$87.14
$88.50$89.00Oct 16$0.10$0.40$0.1050%4.00$88.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$99.00$98.00Oct 23$0.33$0.67$0.3382%2.03$98.67
$98.00$97.00Oct 2$0.63$0.37$0.6395%0.59$97.37
$85.00$81.00Nov 6$0.85$3.15$0.8537%3.71$84.15
$92.00$91.00Oct 2$0.58$0.42$0.5877%0.72$91.42
$79.00$75.00Oct 23$0.21$3.79$0.2114%18.05$78.79

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 109 found (best R:R 3.00, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$104.00$105.00Sep 25$0.36$0.36$0.6486%0.56$104.36
$101.00$102.00Sep 25$0.29$0.29$0.7191%0.41$101.29
$99.00$100.00Oct 9$0.19$0.19$0.8188%0.23$99.19
$104.00$105.00Oct 9$0.11$0.11$0.8990%0.12$104.11
$104.00$105.00Oct 23$0.12$0.12$0.8889%0.14$104.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$87.00$85.00Nov 6$1.50$1.50$0.5055%3.00$85.50
$81.00$80.00Sep 25$0.36$0.36$0.6488%0.56$80.64
$78.00$75.00Oct 9$0.38$0.38$2.6290%0.15$77.62
$78.00$75.00Oct 30$0.40$0.40$2.6086%0.15$77.60
$85.00$84.00Oct 16$0.43$0.43$0.5767%0.75$84.57

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.08, cheapest $1.00)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$89.00Sep 25Oct 2$1.0840.5%35.9%
$87.50Sep 25Oct 2$1.1037.7%34.5%
$88.00Sep 25Oct 2$1.1737.6%34.7%
$88.50Sep 25Oct 2$1.1639.0%36.2%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$89.00Sep 25Oct 2$1.0040.5%35.9%
$87.50Sep 25Oct 2$1.0537.7%34.5%
$88.00Sep 25Oct 2$1.0937.6%34.7%
$88.50Sep 25Oct 2$1.0139.0%36.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 75 found (cheapest 1.64% of stock, avg 7.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$88.00Sep 25$0.81$0.63$1.44$86.56$89.441.64%
$87.50Sep 25$1.12$0.43$1.55$85.95$89.051.76%
$88.50Sep 25$0.58$0.98$1.56$86.94$90.061.77%
$89.00Sep 25$0.42$1.32$1.74$87.26$90.741.98%
$87.00Sep 25$1.51$0.28$1.79$85.21$88.792.03%
$90.00Sep 25$0.20$2.03$2.23$87.77$92.232.53%
$86.00Sep 25$2.21$0.13$2.34$83.66$88.342.66%
$91.00Sep 25$0.11$2.99$3.10$87.90$94.103.52%
$85.00Sep 25$3.30$0.03$3.33$81.67$88.333.78%
$87.00Oct 2$2.42$1.23$3.65$83.35$90.654.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 154 found (cheapest 0.27% of stock, avg 4.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$91.00$86.00Sep 25$0.11$0.13$0.24$85.76$91.24
$90.00$86.00Sep 25$0.20$0.13$0.33$85.67$90.33
$91.00$87.00Sep 25$0.11$0.28$0.39$86.61$91.39
$91.00$81.00Sep 25$0.11$0.37$0.48$80.52$91.48
$90.00$87.00Sep 25$0.20$0.28$0.48$86.52$90.48
$90.00$81.00Sep 25$0.20$0.37$0.57$80.43$90.57
$89.00$86.00Sep 25$0.42$0.13$0.55$85.45$89.55
$91.00$87.50Sep 25$0.11$0.43$0.54$86.96$91.54
$90.00$87.50Sep 25$0.20$0.43$0.63$86.87$90.63
$89.00$87.00Sep 25$0.42$0.28$0.70$86.30$89.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 165 found (best R:R 2.57, avg credit $0.45)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
80/81104/105Sep 25$0.72$0.2874%2.57$80.28$104.72
80/81101/102Sep 25$0.65$0.3579%1.86$80.35$101.65
85/86104/105Sep 25$0.46$0.5473%0.85$85.54$104.46
85/86101/102Sep 25$0.39$0.6178%0.64$85.61$101.39
80/8189/90Sep 25$0.58$0.4255%1.38$80.42$89.58
86/87104/105Sep 25$0.51$0.4960%1.04$86.49$104.51
86/87101/102Sep 25$0.44$0.5665%0.79$86.56$101.44
81/82104/105Oct 23$0.42$0.5867%0.72$81.58$104.42
81/8296/97Oct 23$0.54$0.4653%1.17$81.46$96.54
84/8593/94Oct 16$0.69$0.3136%2.23$84.31$93.69

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 71 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$89.00$90.00$91.00Sep 25$0.13$0.8723%6.69
$75.00$80.00$85.00Oct 16$0.84$4.1629%4.95
$90.00$91.00$92.00Oct 2$0.07$0.9313%13.29
$88.00$88.50$89.00Sep 25$0.07$0.4321%6.14
$92.00$93.00$94.00Oct 2$0.06$0.949%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$85.00$86.00$87.00Sep 25$0.05$0.9521%19.00
$84.00$85.00$86.00Oct 2$0.05$0.9514%19.00
$85.00$86.00$87.00Oct 2$0.06$0.9416%15.67
$87.00$87.50$88.00Sep 25$0.05$0.4521%9.00
$83.00$84.00$85.00Oct 9$0.05$0.9511%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 115 found (best net $-1.47, 109 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$80.00$85.001:2Oct 16-$1.47$3.53
$80.00$85.001:2Oct 23-$2.42$2.58
$80.00$83.001:2Sep 25-$2.02$0.98
$80.00$85.001:2Oct 30-$2.99$2.01
$75.00$80.001:2Oct 16-$4.26$0.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$95.001:2Oct 9-$2.11$2.89
$96.00$91.001:2Oct 30-$2.33$2.67
$90.00$89.001:2Sep 25-$0.61$0.39
$85.00$81.001:2Nov 6-$1.00$3.00
$78.00$75.001:2Oct 16$0.00$3.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 76 found (best yield 3.98%, avg 1.37%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$90.00Oct 30$3.500.462.2%3.98%6.20%181.5K
$91.00Oct 30$3.100.433.4%3.52%6.88%1181
$89.00Oct 30$3.850.491.1%4.37%5.46%453
$92.00Oct 30$2.730.404.5%3.10%7.60%--22
$93.00Oct 30$2.500.365.6%2.84%8.47%19756
$94.00Oct 30$2.180.346.8%2.48%9.25%31
$95.00Oct 30$1.930.317.9%2.19%10.10%26
$96.00Oct 30$1.690.289.0%1.92%10.96%17
$90.00Oct 23$2.930.452.2%3.33%5.55%526
$91.00Oct 23$2.570.413.4%2.92%6.28%227

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 15,194
Total Puts 14,336
Put/Call Ratio 0.94
Net Difference 858

Prior's Put/Call Breakdown

Total Calls 19,109
Total Puts 6,250
Put/Call Ratio 0.33
Net Difference 12,859

Prior 7-Day Put/Call Summary

Total Calls 102,377
Total Puts 80,817
Average Put/Call Ratio 0.83
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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