Tour v381
BABA
ALIBABA GROUP HLDG L ADR
$117.97 -1.97%
$118.25 (+0.24%)🌙
as of 07/21 06:03 PM
7/21 18:03

Option Volume

Detail
Current (07/21) 130,019
Calls: 99,186 (76%)
Puts: 30,833 (24%)
Prior (07/20) 225,119
Calls: 174,630 (78%)
Puts: 50,489 (22%)
Current vs Prior -42.24%
Calls: -43.20% (Calls)
Puts: -38.93% (Puts)
Prior 7-Day Total 1,230,527
Calls: 893,197 (73%)
Puts: 337,330 (27%)
Prior 7-Day Average 175,789
Calls: 127,599 (73%)
Puts: 48,190 (27%)
Current vs Prior 7-Day Avg -26.04%
Calls: -22.27%
Puts: -36.02%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $46.17M
Calls: $28.94M (63%)
Puts: $17.23M (37%)
Prior (07/20) $111.06M
Calls: $85.65M (77%)
Puts: $25.41M (23%)
Current vs Prior -58.42%
Calls: -66.21%
Puts: -32.17%
Prior 7-Day Total $543.08M
Calls: $339.30M (62%)
Puts: $203.78M (38%)
Prior 7-Day Average $77.58M
Calls: $48.47M (62%)
Puts: $29.11M (38%)
Current vs Prior 7-Day Avg -40.48%
Calls: -40.29%
Puts: -40.80%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.31
Prior (07/20) 0.29
Current vs Prior +7.52%
Prior 7-Day Average 0.45
Current vs Prior 7-Day Avg -30.58%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 2,198,720
Calls: 1,361,323 (62%)
Puts: 837,397 (38%)
Prior (07/20) 2,109,559
Calls: 1,291,557 (61%)
Puts: 818,002 (39%)
Current vs Prior +4.23%
Prior 7-Day Total 16,400,127
Calls: 10,322,229 (63%)
Puts: 6,077,898 (37%)
Prior 7-Day Average 2,342,875
Calls: 1,474,604 (63%)
Puts: 868,271 (37%)
Current vs Prior 7-Day Avg -6.15%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.23% | 6.51%11.72% | 17.46%
Prior 4.99% | 7.32%12.59% | 18.37%
Current vs Prior -15.30% | -11.08%-6.88% | -4.96%
Prior 7-Day Avg 4.60% | 6.97%5.06% | 14.80%
Current vs 7-Day Avg -7.99% | -6.62%+131.63% | +17.99%
Prior 7-Day Eod 4.99% | 7.32%12.59% | 18.37%
Current vs 7-Day Eod -15.30% | -11.08%-6.88% | -4.96%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 5.49% | 10.04%
Calls: 3.28% | 6.44%
Puts: 7.69% | 13.65%
Prior 5.00% | 6.89%
Calls: 5.05% | 5.71%
Puts: 4.95% | 8.08%
Current vs Prior +9.80% | +45.72%
Prior 7-Day Avg 13.99% | 6.73%
Calls: 8.43% | 6.45%
Puts: 19.55% | 7.01%
Current vs 7-Day Avg -60.76% | +49.28%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($28.94M). Light premium activity with dollar volume down 58% vs prior. Below-average activity with volume down 42% vs prior. Extreme bullish P/C ratio of 0.31 - heavy call buying (99,186 calls vs 30,833 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 118 of results (avg 7.3%, best 2.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Jul 242.202.25$2.232.2%8560.511.8K
$120.00Jul 241.401.45$1.423.5%5.0K0.379.5K
$116.00Jul 314.604.80$4.704.3%630.61287
$100.00Jul 3117.7018.55$18.134.7%110.97479
$125.00Aug 213.904.10$4.005.0%4200.375.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 214.704.90$4.804.2%1.2K0.408.7K
$120.00Jul 243.303.45$3.384.4%4360.631.4K
$115.00Jul 240.951.00$0.985.1%2.0K0.282.0K
$119.00Jul 242.712.86$2.795.4%1720.56321
$118.00Jul 242.172.29$2.235.4%1.1K0.49742

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 20 found (avg $0.57, cheapest $0.15)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 240.140.16$0.1513.3%2.7K0.059.9K
$128.00Jul 240.200.22$0.219.5%1040.07711
$126.00Jul 240.300.34$0.3212.5%2.2K0.113.6K
$135.00Jul 310.330.40$0.3718.9%3.2K0.086.0K
$125.00Jul 240.390.43$0.419.8%7.2K0.1411.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 240.160.18$0.1711.8%1.5K0.072.4K
$95.00Aug 210.450.49$0.478.5%1140.063.0K
$113.00Jul 240.480.53$0.519.8%2460.17939
$108.00Jul 310.520.57$0.549.3%200.12353
$114.00Jul 240.680.72$0.705.7%1760.221.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 187 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 2422.1524.30$23.239.3%151.00193
$96.00Jul 2421.5523.45$22.508.4%--1.0035
$97.00Jul 2420.6522.15$21.407.0%111.0053
$98.00Jul 2419.6521.10$20.387.1%11.00120
$100.00Jul 2417.4520.05$18.7513.9%271.00839
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$137.00Jul 2417.9520.20$19.0811.8%10.981
$135.00Jul 2415.8017.50$16.6510.2%10.983
$134.00Jul 2414.9516.85$15.9011.9%10.971
$136.00Jul 2417.0018.80$17.9010.1%10.952
$130.00Jul 2411.4012.65$12.0310.4%280.9570

Most actively traded options today. High liquidity = easy entry/exit. 346 active (total vol 76.7K, top 7.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 240.390.43$0.419.8%7.2K0.1411.3K
$130.00Jul 310.650.74$0.7012.9%6.1K0.141.2K
$120.00Jul 241.401.45$1.423.5%5.0K0.379.5K
$122.00Jul 240.830.90$0.878.0%4.4K0.265.7K
$123.00Jul 240.640.70$0.679.0%3.3K0.213.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Aug 216.107.25$6.6817.2%2.0K0.4838
$115.00Jul 240.951.00$0.985.1%2.0K0.282.0K
$117.00Jul 241.691.79$1.745.7%1.9K0.42545
$110.00Jul 240.160.18$0.1711.8%1.5K0.072.4K
$115.00Aug 214.704.90$4.804.2%1.2K0.408.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 86 strikes (avg 39.1%, max 176.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$99.00Jul 24Aug 14140.9%51.0%176.2%577
$104.00Jul 24Aug 28110.4%49.4%123.5%1636
$139.00Jul 24Jul 31103.4%52.3%97.6%101118
$103.00Jul 24Aug 14100.1%51.2%95.7%11418
$97.00Jul 24Aug 14104.3%54.7%90.7%1559
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$99.00Jul 24Aug 14140.9%51.0%176.2%5150
$104.00Jul 24Aug 28110.4%49.4%123.5%477
$97.00Jul 24Aug 28104.3%48.9%113.1%4210
$103.00Jul 24Aug 28100.1%49.8%101.1%6308
$101.00Jul 24Aug 2182.1%46.3%77.4%34121

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 211 found (best R:R 13.29, avg 2.76)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$135.00$140.00Aug 7$0.35$4.65$0.3513.29$135.35
$135.00$140.00Aug 14$0.36$4.64$0.3612.89$135.36
$137.00$139.00Jul 31$0.16$1.84$0.1611.50$137.16
$130.00$135.00Aug 7$0.55$4.45$0.558.09$130.55
$135.00$140.00Aug 21$0.57$4.43$0.577.77$135.57
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$99.00$95.00Aug 14$0.30$3.70$0.3012.33$98.70
$100.00$95.00Aug 21$0.41$4.59$0.4111.20$99.59
$108.00$107.00Jul 31$0.11$0.89$0.118.09$107.89
$105.00$104.00Aug 14$0.11$0.89$0.118.09$104.89
$109.00$108.00Aug 14$0.11$0.89$0.118.09$108.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 264 found (best R:R 22.81, avg 1.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$103.00$104.00Aug 14$0.90$0.90$0.109.00$103.90
$95.00$96.00Jul 31$0.88$0.88$0.127.33$95.88
$110.00$111.00Aug 7$0.88$0.88$0.127.33$110.88
$99.00$100.00Aug 7$0.85$0.85$0.155.67$99.85
$104.00$105.00Aug 14$0.85$0.85$0.155.67$104.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$135.00$130.00Aug 7$4.79$4.79$0.2122.81$130.21
$138.00$135.00Jul 31$2.68$2.68$0.328.37$135.32
$134.00$132.00Jul 24$1.77$1.77$0.237.70$132.23
$123.00$122.00Jul 24$0.85$0.85$0.155.67$122.15
$122.00$121.00Jul 31$0.85$0.85$0.155.67$121.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 73 found (avg debit $0.74, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$141.00Jul 24Jul 31$0.0898.5%58.8%
$140.00Jul 24Jul 31$0.1484.7%57.8%
$95.00Jul 24Jul 31$0.1584.6%64.0%
$133.00Jul 24Jul 31$0.1680.6%49.9%
$99.00Jul 24Jul 31$0.18140.9%63.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$95.00Jul 24Jul 31$0.0784.6%64.0%
$132.00Jul 24Jul 31$0.0779.0%54.4%
$100.00Jul 24Jul 31$0.0880.8%53.1%
$134.00Jul 24Jul 31$0.0872.4%49.4%
$98.00Jul 24Jul 31$0.1391.3%63.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 181 found (cheapest 3.78% of stock, avg 11.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$118.00Jul 24$2.23$2.23$4.46$113.54$122.463.78%
$117.00Jul 24$2.76$1.74$4.50$112.50$121.503.81%
$119.00Jul 24$1.79$2.79$4.58$114.42$123.583.88%
$116.00Jul 24$3.33$1.33$4.66$111.34$120.663.95%
$120.00Jul 24$1.42$3.38$4.80$115.20$124.804.07%
$115.00Jul 24$3.95$0.98$4.93$110.07$119.934.18%
$121.00Jul 24$1.11$4.05$5.16$115.84$126.164.37%
$114.00Jul 24$4.68$0.70$5.38$108.62$119.384.56%
$122.00Jul 24$0.87$4.78$5.65$116.35$127.654.79%
$113.00Jul 24$5.43$0.51$5.94$107.06$118.945.04%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.16% of stock, avg 6.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$123.00$114.00Jul 24$0.67$0.70$1.37$112.63$124.37
$122.00$114.00Jul 24$0.87$0.70$1.57$112.43$123.57
$123.00$115.00Jul 24$0.67$0.98$1.65$113.35$124.65
$121.00$114.00Jul 24$1.11$0.70$1.81$112.19$122.81
$122.00$115.00Jul 24$0.87$0.98$1.85$113.15$123.85
$123.00$116.00Jul 24$0.67$1.33$2.00$114.00$125.00
$121.00$115.00Jul 24$1.11$0.98$2.09$112.91$123.09
$120.00$114.00Jul 24$1.42$0.70$2.12$111.88$122.12
$122.00$116.00Jul 24$0.87$1.33$2.20$113.80$124.20
$120.00$115.00Jul 24$1.42$0.98$2.40$112.60$122.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 84 found (best R:R 17.18, avg credit $1.08)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
108/110112/114Aug 28$1.89$0.1117.18$108.11$113.89
101/102111/113Aug 21$1.80$0.209.00$100.20$112.80
101/102105/106Aug 14$0.89$0.118.09$101.11$105.89
108/109111/113Aug 21$1.78$0.228.09$107.22$112.78
104/105111/112Aug 28$0.89$0.118.09$104.11$111.89
106/107111/112Aug 28$0.89$0.118.09$106.11$111.89
109/110111/113Aug 21$1.77$0.237.70$108.23$112.77
105/106110/111Aug 21$0.88$0.127.33$105.12$110.88
106/107111/113Aug 21$1.73$0.276.41$105.27$112.73
103/104105/107Aug 28$1.73$0.276.41$102.27$106.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 164 found (best R:R 40.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Aug 7$0.20$4.8024.00
$130.00$135.00$140.00Aug 21$0.24$4.7619.83
$121.00$122.00$123.00Jul 31$0.05$0.9519.00
$114.00$115.00$116.00Aug 7$0.05$0.9519.00
$119.00$120.00$121.00Aug 7$0.05$0.9519.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Aug 21$0.12$4.8840.67
$102.00$103.00$104.00Jul 31$0.05$0.9519.00
$111.00$112.00$113.00Jul 24$0.06$0.9415.67
$115.00$116.00$117.00Jul 24$0.06$0.9415.67
$120.00$121.00$122.00Jul 24$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. 103 found (best net $-0.06, 94 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$140.001:2Aug 7-$0.08$4.92
$130.00$135.001:2Aug 7-$0.23$4.77
$130.00$135.001:2Aug 14-$0.43$4.57
$135.00$140.001:2Aug 14-$0.43$4.57
$125.00$130.001:2Aug 14-$0.66$4.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$95.001:2Aug 21-$0.06$4.94
$97.00$95.001:2Aug 28-$0.64$1.36
$102.00$100.001:2Aug 28-$0.66$1.34
$107.00$106.001:2Jul 24-$0.06$0.94
$109.00$108.001:2Jul 24-$0.06$0.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 83 found (best yield 6.32%, avg 2.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$118.00Aug 28$7.450.540.0%6.32%6.34%4158
$119.00Aug 28$7.000.520.9%5.93%6.81%2641
$118.00Aug 21$6.450.520.0%5.47%5.49%609
$121.00Aug 28$6.100.482.6%5.17%7.74%2625
$119.00Aug 21$6.000.500.9%5.09%5.96%412
$122.00Aug 28$5.700.473.4%4.83%8.25%545
$120.00Aug 21$5.650.471.7%4.79%6.51%30313.4K
$120.00Aug 28$5.650.501.7%4.79%6.51%63123
$118.00Aug 14$5.600.530.0%4.75%4.77%127198
$121.00Aug 21$5.150.452.6%4.37%6.93%1086

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 99,186
Total Puts 30,833
Put/Call Ratio 0.31
Net Difference 68,353

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 893,197
Total Puts 337,330
Average Put/Call Ratio 0.45
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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