Tour v381
BIDU
BAIDU INC A ADR
$108.22 -1.45%
$108.65 (+0.40%)🌙
as of 07/21 06:03 PM
7/21 18:03

Option Volume

Detail
Current (07/21) 21,346
Calls: 15,632 (73%)
Puts: 5,714 (27%)
Prior (07/20) 25,515
Calls: 19,540 (77%)
Puts: 5,975 (23%)
Current vs Prior -16.34%
Calls: -20.00% (Calls)
Puts: -4.37% (Puts)
Prior 7-Day Total 212,649
Calls: 154,327 (73%)
Puts: 58,322 (27%)
Prior 7-Day Average 30,378
Calls: 22,046 (73%)
Puts: 8,331 (27%)
Current vs Prior 7-Day Avg -29.73%
Calls: -29.10%
Puts: -31.42%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $18.69M
Calls: $11.83M (63%)
Puts: $6.86M (37%)
Prior (07/20) $12.82M
Calls: $7.75M (60%)
Puts: $5.07M (40%)
Current vs Prior +45.75%
Calls: +52.68%
Puts: +35.17%
Prior 7-Day Total $87.77M
Calls: $53.29M (61%)
Puts: $34.48M (39%)
Prior 7-Day Average $12.54M
Calls: $7.61M (61%)
Puts: $4.93M (39%)
Current vs Prior 7-Day Avg +49.04%
Calls: +55.36%
Puts: +39.27%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.37
Prior (07/20) 0.31
Current vs Prior +19.54%
Prior 7-Day Average 0.49
Current vs Prior 7-Day Avg -25.54%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 324,772
Calls: 206,880 (64%)
Puts: 117,892 (36%)
Prior (07/20) 313,234
Calls: 198,945 (64%)
Puts: 114,289 (36%)
Current vs Prior +3.68%
Prior 7-Day Total 2,517,174
Calls: 1,638,187 (65%)
Puts: 878,987 (35%)
Prior 7-Day Average 359,596
Calls: 234,026 (65%)
Puts: 125,569 (35%)
Current vs Prior 7-Day Avg -9.68%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.57% | 7.47%12.98% | 19.85%
Prior 5.40% | 7.77%13.43% | 20.13%
Current vs Prior -15.30% | -3.88%-3.35% | -1.38%
Prior 7-Day Avg 5.16% | 7.71%5.64% | 16.85%
Current vs 7-Day Avg -11.32% | -3.11%+130.13% | +17.80%
Prior 7-Day Eod 5.40% | 7.77%13.43% | 20.13%
Current vs 7-Day Eod -15.30% | -3.88%-3.35% | -1.38%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 12.03% | 9.42%
Calls: 15.25% | 10.26%
Puts: 8.81% | 8.58%
Prior 10.89% | 8.19%
Calls: 12.27% | 8.47%
Puts: 9.52% | 7.90%
Current vs Prior +10.47% | +15.02%
Prior 7-Day Avg 27.77% | 12.40%
Calls: 24.13% | 12.01%
Puts: 31.41% | 12.78%
Current vs 7-Day Avg -56.68% | -24.01%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($11.83M). Extreme bullish P/C ratio of 0.37 - heavy call buying (15,632 calls vs 5,714 puts). Call-heavy open interest (206,880 calls vs 117,892 puts) suggests bullish positioning.

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 22 of results (avg 7.5%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 315.405.75$5.586.3%110.67113
$109.00Aug 216.657.10$6.886.5%40.52--
$90.00Aug 2118.9520.45$19.707.6%--0.9014
$110.00Aug 286.857.55$7.209.7%700.507
$95.00Aug 2115.0016.55$15.789.8%--0.8224
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 240.840.87$0.863.5%4030.26358
$110.00Aug 217.507.85$7.684.6%--0.50554
$107.00Aug 215.956.25$6.104.9%320.44--
$108.00Aug 216.406.80$6.606.1%650.461
$125.00Aug 2117.4018.55$17.986.4%--0.78450

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.68, cheapest $0.42)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 240.390.45$0.4214.3%4540.14444
$114.00Jul 240.480.58$0.5318.9%190.17676
$112.00Jul 240.901.08$0.9918.2%3070.28234
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Jul 240.550.65$0.6016.7%420.20169
$105.00Jul 240.840.87$0.863.5%4030.26358

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 126 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 2411.4015.20$13.3028.6%10.984
$97.00Jul 2410.1012.70$11.4022.8%--0.9887
$95.00Jul 3112.4014.55$13.4815.9%--0.95171
$100.00Jul 247.709.10$8.4016.7%--0.95127
$96.00Jul 2410.8514.20$12.5226.8%10.9440
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$123.00Jul 2413.4515.50$14.4814.2%--1.0037
$125.00Jul 2415.4017.85$16.6314.7%--1.0054
$129.00Jul 2418.6022.65$20.6319.6%--1.0079
$128.00Jul 3118.5020.90$19.7012.2%--0.9638
$123.00Jul 3113.6516.25$14.9517.4%30.954

Most actively traded options today. High liquidity = easy entry/exit. 213 active (total vol 12.3K, top 806)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$98.00Jul 319.6013.00$11.3030.1%8060.8994
$97.00Jul 3110.5013.85$12.1827.5%5620.93147
$97.00Aug 710.5513.85$12.2027.0%5340.8675
$99.00Jul 318.8511.15$10.0023.0%5100.86122
$115.00Jul 240.390.45$0.4214.3%4540.14444
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Jul 241.882.12$2.0012.0%5000.47279
$105.00Jul 240.840.87$0.863.5%4030.26358
$119.00Jul 319.9512.60$11.2723.5%3320.8232
$118.00Jul 318.5511.75$10.1531.5%2380.8727
$100.00Aug 71.082.95$2.0292.6%1760.2420

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 67 strikes (avg 35.1%, max 150.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$127.00Jul 24Aug 28138.1%60.2%129.3%3229
$126.00Jul 24Aug 28108.9%55.8%95.1%362
$128.00Jul 24Aug 28117.5%60.5%94.4%2317
$124.00Jul 24Aug 14100.0%51.6%93.8%--156
$129.00Jul 24Aug 28107.6%64.9%65.8%7246
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$127.00Jul 24Aug 14138.1%55.2%150.2%--103
$90.00Jul 24Aug 28130.3%59.5%119.2%17437
$126.00Jul 24Aug 14108.9%54.2%101.0%--109
$128.00Jul 24Aug 14117.5%59.6%97.3%--92
$94.00Jul 24Aug 2196.1%49.7%93.5%220

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 133 found (best R:R 17.18, avg 3.01)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$113.00$115.00Aug 7$0.11$1.89$0.1117.18$113.11
$121.00$123.00Aug 7$0.19$1.81$0.199.53$121.19
$116.00$117.00Jul 24$0.10$0.90$0.109.00$116.10
$120.00$121.00Aug 14$0.10$0.90$0.109.00$120.10
$114.00$115.00Jul 24$0.11$0.89$0.118.09$114.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$94.00$90.00Aug 21$0.33$3.67$0.3311.12$93.67
$94.00$90.00Aug 7$0.39$3.61$0.399.26$93.61
$109.00$108.00Aug 21$0.10$0.90$0.109.00$108.90
$125.00$124.00Jul 24$0.11$0.89$0.118.09$124.89
$102.00$101.00Jul 24$0.12$0.88$0.127.33$101.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 177 found (best R:R 14.38, avg 1.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$102.00$103.00Jul 31$0.90$0.90$0.109.00$102.90
$115.00$116.00Jul 31$0.89$0.89$0.118.09$115.89
$97.00$98.00Jul 31$0.88$0.88$0.127.33$97.88
$117.00$118.00Jul 31$0.87$0.87$0.136.69$117.87
$102.00$103.00Jul 24$0.85$0.85$0.155.67$102.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$118.00$116.00Aug 14$1.87$1.87$0.1314.38$116.13
$125.00$123.00Jul 31$1.85$1.85$0.1512.33$123.15
$126.00$125.00Jul 31$0.88$0.88$0.127.33$125.12
$116.00$115.00Jul 24$0.87$0.87$0.136.69$115.13
$120.00$115.00Aug 21$4.17$4.17$0.835.02$115.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 68 found (avg debit $0.73, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$129.00Jul 24Jul 31$0.14107.6%65.3%
$95.00Jul 24Jul 31$0.1870.7%51.0%
$126.00Jul 24Jul 31$0.18108.9%65.2%
$123.00Jul 24Jul 31$0.2071.6%49.8%
$121.00Jul 24Jul 31$0.2389.3%54.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$126.00Jul 24Jul 31$0.05108.9%65.2%
$127.00Jul 24Jul 31$0.10138.1%65.6%
$129.00Jul 24Jul 31$0.12107.6%65.3%
$96.00Jul 24Jul 31$0.1589.0%55.1%
$95.00Jul 24Jul 31$0.1670.7%51.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 119 found (cheapest 4.01% of stock, avg 11.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$108.00Jul 24$2.34$2.00$4.34$103.66$112.344.01%
$109.00Jul 24$1.88$2.61$4.49$104.51$113.494.15%
$107.00Jul 24$2.93$1.58$4.51$102.49$111.514.17%
$110.00Jul 24$1.52$3.19$4.71$105.29$114.714.35%
$106.00Jul 24$3.60$1.12$4.72$101.28$110.724.36%
$111.00Jul 24$1.18$3.85$5.03$105.97$116.034.65%
$105.00Jul 24$4.28$0.86$5.14$99.86$110.144.75%
$112.00Jul 24$0.99$4.60$5.59$106.41$117.595.17%
$113.00Jul 24$0.65$5.20$5.85$107.15$118.855.41%
$104.00Jul 24$5.60$0.60$6.20$97.80$110.205.73%

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
$113.00$104.00Jul 24$0.65$0.60$1.25$102.75$114.25
$113.00$105.00Jul 24$0.65$0.86$1.51$103.49$114.51
$112.00$104.00Jul 24$0.99$0.60$1.59$102.41$113.59
$111.00$104.00Jul 24$1.18$0.60$1.78$102.22$112.78
$113.00$106.00Jul 24$0.65$1.12$1.77$104.23$114.77
$112.00$105.00Jul 24$0.99$0.86$1.85$103.15$113.85
$111.00$105.00Jul 24$1.18$0.86$2.04$102.96$113.04
$112.00$106.00Jul 24$0.99$1.12$2.11$103.89$114.11
$110.00$104.00Jul 24$1.52$0.60$2.12$101.88$112.12
$113.00$107.00Jul 24$0.65$1.58$2.23$104.77$115.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 170 found (best R:R 11.50, avg credit $1.62)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
95/96107/109Aug 21$1.84$0.1611.50$94.16$108.84
95/96100/101Aug 7$0.90$0.109.00$95.10$100.90
97/9899/100Jul 24$0.89$0.118.09$97.11$99.89
98/99100/101Jul 31$0.89$0.118.09$98.11$100.89
94/95107/109Aug 21$1.78$0.228.09$93.22$108.78
95/96103/104Jul 24$0.88$0.127.33$95.12$103.88
107/108113/114Aug 14$0.88$0.127.33$107.12$113.88
97/98100/101Aug 7$0.87$0.136.69$97.13$100.87
95/96121/122Aug 21$0.87$0.136.69$95.13$121.87
95/9699/100Jul 24$0.85$0.155.67$95.15$99.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 87 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$116.00$117.00$118.00Jul 24$0.07$0.9313.29
$106.00$107.00$108.00Jul 24$0.08$0.9211.50
$120.00$121.00$122.00Jul 31$0.08$0.9211.50
$101.00$102.00$103.00Aug 7$0.08$0.9211.50
$108.00$109.00$110.00Jul 24$0.10$0.909.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$98.00$99.00$100.00Aug 7$0.05$0.9519.00
$90.00$95.00$100.00Aug 28$0.28$4.7216.86
$109.00$110.00$111.00Jul 31$0.06$0.9415.67
$94.00$95.00$96.00Aug 21$0.06$0.9415.67
$109.00$110.00$111.00Jul 24$0.08$0.9211.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 79 found (best net $-0.35, 66 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$120.001:2Aug 21-$0.98$4.02
$110.00$115.001:2Aug 21-$2.93$2.07
$122.00$125.001:2Aug 21-$1.51$1.49
$118.00$120.001:2Aug 14-$0.63$1.37
$121.00$123.001:2Aug 7-$0.75$1.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Jul 31-$0.35$4.65
$95.00$90.001:2Aug 28-$0.90$4.10
$94.00$90.001:2Jul 24-$0.38$3.62
$99.00$95.001:2Aug 14-$0.40$3.60
$100.00$95.001:2Aug 28-$1.46$3.54

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 71 found (best yield 6.75%, avg 1.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$109.00Aug 28$7.300.520.7%6.75%7.47%--13
$110.00Aug 28$6.850.501.6%6.33%7.97%707
$109.00Aug 21$6.650.520.7%6.14%6.87%4--
$110.00Aug 21$6.100.501.6%5.64%7.28%14361
$109.00Aug 14$5.050.520.7%4.67%5.39%55
$111.00Aug 14$4.400.462.6%4.07%6.63%--40
$109.00Aug 7$4.200.510.7%3.88%4.60%21
$115.00Aug 21$4.200.406.3%3.88%10.15%51.4K
$110.00Aug 7$3.950.471.6%3.65%5.29%17
$113.00Aug 14$3.450.424.4%3.19%7.60%268

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 15,632
Total Puts 5,714
Put/Call Ratio 0.37
Net Difference 9,918

Prior's Put/Call Breakdown

Total Calls 19,540
Total Puts 5,975
Put/Call Ratio 0.31
Net Difference 13,565

Prior 7-Day Put/Call Summary

Total Calls 154,327
Total Puts 58,322
Average Put/Call Ratio 0.49
Ratio Trend Rising

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