Tour v366
BABA
ALIBABA GROUP HLDG L ADR
$120.34 +4.67%
$120.72 (+0.32%)🌙
as of 07/20 06:01 PM
7/20 18:01

Option Volume

Detail
Current (07/20) 225,119
Calls: 174,630 (78%)
Puts: 50,489 (22%)
Prior (07/17) 156,407
Calls: 103,893 (66%)
Puts: 52,514 (34%)
Current vs Prior +43.93%
Calls: +68.09% (Calls)
Puts: -3.86% (Puts)
Prior 7-Day Total 1,235,820
Calls: 909,142 (74%)
Puts: 326,678 (26%)
Prior 7-Day Average 176,545
Calls: 129,877 (74%)
Puts: 46,668 (26%)
Current vs Prior 7-Day Avg +27.51%
Calls: +34.46%
Puts: +8.19%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $111.06M
Calls: $85.65M (77%)
Puts: $25.41M (23%)
Prior (07/17) $49.75M
Calls: $34.30M (69%)
Puts: $15.45M (31%)
Current vs Prior +123.25%
Calls: +149.74%
Puts: +64.44%
Prior 7-Day Total $498.90M
Calls: $297.60M (60%)
Puts: $201.30M (40%)
Prior 7-Day Average $71.27M
Calls: $42.51M (60%)
Puts: $28.76M (40%)
Current vs Prior 7-Day Avg +55.83%
Calls: +101.47%
Puts: -11.65%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.29
Prior (07/17) 0.51
Current vs Prior -42.80%
Prior 7-Day Average 0.44
Current vs Prior 7-Day Avg -33.75%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 2,109,559
Calls: 1,291,557 (61%)
Puts: 818,002 (39%)
Prior (07/17) 2,408,513
Calls: 1,511,239 (63%)
Puts: 897,274 (37%)
Current vs Prior -12.41%
Prior 7-Day Total 16,653,842
Calls: 10,518,120 (63%)
Puts: 6,135,722 (37%)
Prior 7-Day Average 2,379,120
Calls: 1,502,588 (63%)
Puts: 876,531 (37%)
Current vs Prior 7-Day Avg -11.33%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.99% | 7.32%12.59% | 18.37%
Prior 5.55% | 7.42%1.20% | 13.44%
Current vs Prior -10.00% | -1.33%+948.85% | +36.72%
Prior 7-Day Avg 4.31% | 6.81%4.14% | 14.37%
Current vs 7-Day Avg +15.92% | +7.56%+203.85% | +27.87%
Prior 7-Day Eod 5.55% | 7.42%1.20% | 13.44%
Current vs 7-Day Eod -10.00% | -1.33%+948.85% | +36.72%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 5.00% | 6.89%
Calls: 5.05% | 5.71%
Puts: 4.95% | 8.08%
Prior 42.31% | 7.05%
Calls: 17.31% | 6.25%
Puts: 67.31% | 7.86%
Current vs Prior -88.18% | -2.27%
Prior 7-Day Avg 13.87% | 6.51%
Calls: 8.51% | 6.60%
Puts: 19.23% | 6.43%
Current vs 7-Day Avg -63.95% | +5.77%
Liquidity Acceptable
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🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($85.65M) vs puts ($25.41M). Massive premium surge with dollar volume up 123% vs prior. Dollar volume significantly above 7-day average (56% higher). Extreme bullish P/C ratio of 0.29 - heavy call buying (174,630 calls vs 50,489 puts).

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 90 of results (avg 7.4%, best 1.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 241.151.19$1.173.4%13.4K0.286.1K
$118.00Jul 244.054.20$4.133.6%1.4K0.651.5K
$120.00Aug 217.457.75$7.603.9%1.8K0.5414.0K
$99.00Jul 2421.1021.95$21.533.9%160.9871
$120.00Aug 288.458.85$8.654.6%830.55112
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 287.507.60$7.551.3%1.7K0.4651
$120.00Aug 216.656.90$6.783.7%3360.462.7K
$115.00Aug 285.005.20$5.103.9%9700.3519
$125.00Aug 219.409.80$9.604.2%420.572.1K
$123.00Aug 147.257.65$7.455.4%50.54--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 16 found (avg $0.53, cheapest $0.13)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$136.00Jul 240.120.14$0.1315.4%970.04315
$135.00Jul 240.150.17$0.1612.5%3.3K0.055.1K
$132.00Jul 240.250.29$0.2714.8%7880.0898
$131.00Jul 240.300.36$0.3318.2%3710.10224
$130.00Jul 240.400.42$0.414.9%8.8K0.125.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 240.160.19$0.1816.7%1.4K0.061.9K
$113.00Jul 240.400.49$0.4520.0%1.1K0.13316
$114.00Jul 240.560.64$0.6013.3%1.4K0.16256
$115.00Jul 240.740.80$0.777.8%2.2K0.20633
$100.00Aug 210.750.90$0.8318.1%3020.097.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 174 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$98.00Aug 722.2024.25$23.238.8%201.0057
$97.00Jul 2423.2024.70$23.956.3%140.9961
$100.00Jul 2420.0522.45$21.2511.3%460.99877
$98.00Jul 2422.2023.85$23.037.2%170.99130
$101.00Jul 2418.6520.70$19.6710.4%260.9987
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$138.00Jul 2416.4018.00$17.209.3%21.00--
$139.00Jul 2417.4019.25$18.3310.1%21.00--
$136.00Jul 2414.4515.95$15.209.9%20.951
$135.00Jul 2413.4515.50$14.4814.2%50.941
$134.00Jul 2412.5514.00$13.2810.9%20.94--

Most actively traded options today. High liquidity = easy entry/exit. 363 active (total vol 130.7K, top 13.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 241.151.19$1.173.4%13.4K0.286.1K
$126.00Jul 240.920.97$0.955.3%11.3K0.23626
$130.00Jul 240.400.42$0.414.9%8.8K0.125.0K
$120.00Jul 242.893.10$3.007.0%8.3K0.548.7K
$135.00Jul 310.580.66$0.6212.9%4.0K0.122.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 242.442.60$2.526.3%2.4K0.46748
$115.00Jul 240.740.80$0.777.8%2.2K0.20633
$116.00Jul 240.961.05$1.009.0%1.8K0.24291
$120.00Aug 287.507.60$7.551.3%1.7K0.4651
$110.00Jul 240.160.19$0.1816.7%1.4K0.061.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 82 strikes (avg 22.2%, max 80.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$99.00Jul 24Aug 798.9%55.1%79.5%16159
$102.00Jul 24Aug 1492.6%53.4%73.5%15656
$98.00Jul 24Aug 790.5%52.8%71.4%37187
$101.00Jul 24Aug 1478.8%50.8%55.2%26100
$103.00Jul 24Aug 776.4%50.4%51.5%6467
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$99.00Jul 24Aug 1498.9%55.0%80.0%3153
$102.00Jul 24Aug 2892.6%52.8%75.4%44136
$98.00Jul 24Aug 2890.5%54.0%67.5%276
$101.00Jul 24Aug 2878.8%51.5%52.9%65161
$97.00Jul 24Aug 2886.4%57.7%49.6%5214

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 197 found (best R:R 14.38, avg 2.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$140.00$142.00Jul 31$0.15$1.85$0.1512.33$140.15
$122.00$123.00Aug 14$0.10$0.90$0.109.00$122.10
$135.00$140.00Aug 7$0.60$4.40$0.607.33$135.60
$116.00$117.00Aug 28$0.12$0.88$0.127.33$116.12
$127.00$128.00Jul 24$0.13$0.87$0.136.69$127.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$98.00Aug 28$0.13$1.87$0.1314.38$99.87
$108.00$107.00Jul 31$0.10$0.90$0.109.00$107.90
$107.00$106.00Aug 7$0.11$0.89$0.118.09$106.89
$101.00$100.00Jul 31$0.12$0.88$0.127.33$100.88
$99.00$98.00Aug 7$0.12$0.88$0.127.33$98.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 256 found (best R:R 11.50, avg 1.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$99.00$100.00Jul 31$0.90$0.90$0.109.00$99.90
$111.00$112.00Aug 14$0.88$0.88$0.127.33$111.88
$98.00$99.00Jul 31$0.87$0.87$0.136.69$98.87
$97.00$98.00Aug 7$0.87$0.87$0.136.69$97.87
$114.00$115.00Aug 14$0.87$0.87$0.136.69$114.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$140.00$135.00Aug 7$4.60$4.60$0.4011.50$135.40
$134.00$133.00Jul 31$0.88$0.88$0.127.33$133.12
$138.00$135.00Jul 31$2.62$2.62$0.386.89$135.38
$132.00$131.00Jul 31$0.87$0.87$0.136.69$131.13
$135.00$130.00Aug 7$4.35$4.35$0.656.69$130.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 76 found (avg debit $0.76, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$104.00Jul 24Jul 31$0.2975.7%53.3%
$107.00Jul 24Jul 31$0.3058.9%51.5%
$108.00Jul 24Jul 31$0.3056.9%51.2%
$140.00Jul 24Jul 31$0.3268.3%57.6%
$109.00Jul 24Jul 31$0.3359.3%49.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 24Jul 31$0.0575.5%52.7%
$99.00Jul 24Jul 31$0.0798.9%64.2%
$105.00Jul 24Jul 31$0.1264.4%47.6%
$104.00Jul 24Jul 31$0.1375.7%53.3%
$103.00Jul 24Jul 31$0.1476.4%55.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 172 found (cheapest 4.58% of stock, avg 11.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$121.00Jul 24$2.50$3.01$5.51$115.49$126.514.58%
$120.00Jul 24$3.00$2.52$5.52$114.48$125.524.59%
$119.00Jul 24$3.58$2.08$5.66$113.34$124.664.70%
$122.00Jul 24$2.11$3.60$5.71$116.29$127.714.74%
$118.00Jul 24$4.13$1.66$5.79$112.21$123.794.81%
$123.00Jul 24$1.74$4.18$5.92$117.08$128.924.92%
$117.00Jul 24$4.75$1.31$6.06$110.94$123.065.04%
$124.00Jul 24$1.43$4.93$6.36$117.64$130.365.29%
$116.00Jul 24$5.53$1.00$6.53$109.47$122.535.43%
$125.00Jul 24$1.17$5.68$6.85$118.15$131.855.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.80% of stock, avg 7.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$125.00$116.00Jul 24$1.17$1.00$2.17$113.83$127.17
$124.00$116.00Jul 24$1.43$1.00$2.43$113.57$126.43
$125.00$117.00Jul 24$1.17$1.31$2.48$114.52$127.48
$123.00$116.00Jul 24$1.74$1.00$2.74$113.26$125.74
$124.00$117.00Jul 24$1.43$1.31$2.74$114.26$126.74
$125.00$118.00Jul 24$1.17$1.66$2.83$115.17$127.83
$123.00$117.00Jul 24$1.74$1.31$3.05$113.95$126.05
$124.00$118.00Jul 24$1.43$1.66$3.09$114.91$127.09
$122.00$116.00Jul 24$2.11$1.00$3.11$112.89$125.11
$125.00$119.00Jul 24$1.17$2.08$3.25$115.75$128.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 119 found (best R:R 8.09, avg credit $1.10)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
105/106108/109Aug 14$0.89$0.118.09$105.11$108.89
106/107113/114Aug 28$0.89$0.118.09$106.11$113.89
106/107114/115Aug 28$0.89$0.118.09$106.11$114.89
106/107115/116Aug 28$0.89$0.118.09$106.11$115.89
106/107114/115Aug 21$0.88$0.127.33$106.12$114.88
101/102113/114Aug 28$0.88$0.127.33$101.12$113.88
101/102114/115Aug 28$0.88$0.127.33$101.12$114.88
101/102115/116Aug 28$0.88$0.127.33$101.12$115.88
104/105113/114Aug 28$0.88$0.127.33$104.12$113.88
104/105114/115Aug 28$0.88$0.127.33$104.12$114.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 139 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Aug 7$0.14$4.8634.71
$123.00$124.00$125.00Jul 24$0.05$0.9519.00
$109.00$110.00$111.00Jul 31$0.05$0.9519.00
$127.00$128.00$129.00Jul 31$0.05$0.9519.00
$98.00$99.00$100.00Aug 7$0.05$0.9519.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Aug 21$0.15$4.8532.33
$107.00$108.00$109.00Jul 24$0.05$0.9519.00
$124.00$125.00$126.00Jul 24$0.05$0.9519.00
$127.00$128.00$129.00Jul 24$0.05$0.9519.00
$130.00$135.00$140.00Aug 7$0.25$4.7519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 89 found (best net $-0.03, 88 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$140.001:2Aug 7-$0.03$4.97
$135.00$140.001:2Aug 14-$0.48$4.52
$130.00$135.001:2Aug 7-$0.49$4.51
$130.00$135.001:2Aug 14-$0.75$4.25
$135.00$140.001:2Aug 21-$0.91$4.09
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$102.00$100.001:2Aug 21-$0.52$1.48
$130.00$125.001:2Aug 7-$3.78$1.22
$100.00$98.001:2Aug 28-$0.99$1.01
$104.00$103.001:2Jul 24-$0.05$0.95
$108.00$107.001:2Jul 24-$0.05$0.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 72 found (best yield 5.78%, avg 2.17%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$121.00Aug 21$6.950.520.6%5.78%6.32%92--
$121.00Aug 28$6.800.530.6%5.65%6.20%5114
$123.00Aug 28$6.700.492.2%5.57%7.78%5825
$122.00Aug 21$6.500.501.4%5.40%6.78%164--
$122.00Aug 28$6.250.511.4%5.19%6.57%7733
$125.00Aug 28$6.250.463.9%5.19%9.07%173209
$123.00Aug 21$6.050.482.2%5.03%7.24%55--
$121.00Aug 14$5.700.500.6%4.74%5.29%115106
$124.00Aug 21$5.550.473.0%4.61%7.65%27--
$122.00Aug 14$5.450.481.4%4.53%5.91%93.2K

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 174,630
Total Puts 50,489
Put/Call Ratio 0.29
Net Difference 124,141

Prior's Put/Call Breakdown

Total Calls 103,893
Total Puts 52,514
Put/Call Ratio 0.51
Net Difference 51,379

Prior 7-Day Put/Call Summary

Total Calls 909,142
Total Puts 326,678
Average Put/Call Ratio 0.44
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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