Tour v388
BIDU
BAIDU INC A ADR
$107.52 -0.65%
$107.50 (-0.02%)🌙
as of 07/22 06:12 PM
7/22 18:12

Option Volume

Detail
Current (07/22) 22,589
Calls: 16,293 (72%)
Puts: 6,296 (28%)
Prior (07/21) 21,346
Calls: 15,632 (73%)
Puts: 5,714 (27%)
Current vs Prior +5.82%
Calls: +4.23% (Calls)
Puts: +10.19% (Puts)
Prior 7-Day Total 214,468
Calls: 160,580 (75%)
Puts: 53,888 (25%)
Prior 7-Day Average 30,638
Calls: 22,940 (75%)
Puts: 7,698 (25%)
Current vs Prior 7-Day Avg -26.27%
Calls: -28.98%
Puts: -18.22%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $9.75M
Calls: $7.31M (75%)
Puts: $2.44M (25%)
Prior (07/21) $18.69M
Calls: $11.83M (63%)
Puts: $6.86M (37%)
Current vs Prior -47.81%
Calls: -38.18%
Puts: -64.42%
Prior 7-Day Total $98.25M
Calls: $61.66M (63%)
Puts: $36.59M (37%)
Prior 7-Day Average $14.04M
Calls: $8.81M (63%)
Puts: $5.23M (37%)
Current vs Prior 7-Day Avg -30.52%
Calls: -17.00%
Puts: -53.30%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.39
Prior (07/21) 0.37
Current vs Prior +5.72%
Prior 7-Day Average 0.39
Current vs Prior 7-Day Avg -0.54%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 142,075
Calls: 118,291 (83%)
Puts: 23,784 (17%)
Prior (07/21) 324,772
Calls: 206,880 (64%)
Puts: 117,892 (36%)
Current vs Prior -56.25%
Prior 7-Day Total 2,481,741
Calls: 1,607,985 (65%)
Puts: 873,756 (35%)
Prior 7-Day Average 354,534
Calls: 229,712 (65%)
Puts: 124,822 (35%)
Current vs Prior 7-Day Avg -59.93%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.85% | 6.88%13.89% | 19.37%
Prior 4.57% | 7.47%12.98% | 19.85%
Current vs Prior -15.82% | -7.82%+6.96% | -2.40%
Prior 7-Day Avg 4.99% | 7.46%6.67% | 17.32%
Current vs 7-Day Avg -22.79% | -7.72%+108.11% | +11.88%
Prior 7-Day Eod 4.57% | 7.47%12.98% | 19.85%
Current vs 7-Day Eod -15.82% | -7.82%+6.96% | -2.40%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 12.33% | 6.79%
Calls: 14.22% | 9.14%
Puts: 10.44% | 4.44%
Prior 12.03% | 9.42%
Calls: 15.25% | 10.26%
Puts: 8.81% | 8.58%
Current vs Prior +2.49% | -27.92%
Prior 7-Day Avg 21.19% | 12.49%
Calls: 19.60% | 12.00%
Puts: 22.78% | 12.98%
Current vs 7-Day Avg -41.82% | -45.64%
Liquidity Pricy
+
Add Card

🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($7.31M). Extreme bullish P/C ratio of 0.39 - heavy call buying (16,293 calls vs 6,296 puts). Call-heavy open interest (118,291 calls vs 23,784 puts) suggests bullish positioning. Declining open interest (down 56%) indicates positions being closed.

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 10 of results (avg 8.4%, best 6.3%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Aug 712.3513.30$12.837.4%6400.88127
$115.00Aug 213.804.15$3.988.8%1670.361.4K
$102.00Aug 77.608.35$7.989.4%10.72--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 314.604.90$4.756.3%10.60--
$108.00Jul 313.403.70$3.558.5%20.50--
$109.00Jul 313.904.25$4.088.6%40.5558
$113.00Jul 316.607.20$6.908.7%40.70181
$100.00Jul 310.760.83$0.808.7%80.17343

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.87, cheapest $0.80)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 310.760.83$0.808.7%80.17343
$101.00Jul 310.861.02$0.9417.0%30.1974

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 75 found (avg delta 0.76, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 2411.1514.50$12.8326.1%10.98--
$100.00Jul 246.959.00$7.9825.7%70.96127
$96.00Jul 2410.2013.60$11.9028.6%10.94--
$101.00Jul 245.458.05$6.7538.5%300.9487
$97.00Jul 319.8013.00$11.4028.1%2960.92180
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 246.209.60$7.9043.0%30.94261
$129.00Jul 2419.5523.50$21.5318.3%10.9438
$126.00Jul 3117.4520.55$19.0016.3%40.9415
$122.00Jul 2413.5516.45$15.0019.3%10.9484
$117.00Jul 247.7011.35$9.5338.3%50.9328

Most actively traded options today. High liquidity = easy entry/exit. 191 active (total vol 11.3K, top 700)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 712.1014.80$13.4520.1%7000.89124
$108.00Jul 313.053.70$3.3819.2%6950.5138
$98.00Jul 318.9511.55$10.2525.4%6660.8697
$96.00Aug 712.3513.30$12.837.4%6400.88127
$107.00Jul 313.504.20$3.8518.2%5470.5525
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 240.620.84$0.7330.1%5390.27592
$90.00Aug 140.010.81$0.41195.1%4840.0720
$94.00Aug 70.051.08$0.57180.7%3340.1017
$117.00Jul 318.7511.40$10.0726.3%2440.8715
$113.00Jul 244.407.00$5.7045.6%2100.8721

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 35.8%, max 109.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$123.00Jul 24Aug 7111.2%53.1%109.6%2--
$96.00Jul 24Aug 7104.0%52.0%100.1%641127
$122.00Jul 24Jul 31107.5%57.7%86.4%91503
$125.00Jul 24Aug 21106.5%58.3%82.5%581.1K
$95.00Jul 24Aug 1487.8%51.4%70.6%21--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$96.00Jul 24Aug 21104.0%53.8%93.3%3980
$122.00Jul 24Aug 21107.5%58.6%83.6%284
$117.00Jul 24Jul 3180.9%47.3%71.0%24943
$95.00Jul 24Aug 2187.8%51.7%69.8%15773
$99.00Jul 24Aug 782.0%50.5%62.2%6888

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 92 found (best R:R 28.17, avg 3.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$120.00$127.00Aug 28$0.24$6.76$0.2428.17$120.24
$125.00$129.00Aug 14$0.14$3.86$0.1427.57$125.14
$123.00$125.00Jul 24$0.10$1.90$0.1019.00$123.10
$120.00$123.00Aug 7$0.24$2.76$0.2411.50$120.24
$119.00$120.00Jul 31$0.10$0.90$0.109.00$119.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$98.00$94.00Aug 7$0.18$3.82$0.1821.22$97.82
$94.00$90.00Aug 21$0.28$3.72$0.2813.29$93.72
$99.00$97.00Jul 24$0.15$1.85$0.1512.33$98.85
$106.00$105.00Aug 21$0.10$0.90$0.109.00$105.90
$103.00$102.00Jul 24$0.11$0.89$0.118.09$102.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 119 found (best R:R 6.69, avg 1.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$98.00$99.00Jul 31$0.87$0.87$0.136.69$98.87
$99.00$100.00Jul 31$0.83$0.83$0.174.88$99.83
$114.00$115.00Aug 21$0.82$0.82$0.184.56$114.82
$128.00$129.00Aug 28$0.72$0.72$0.282.57$128.72
$95.00$105.00Aug 14$7.17$7.17$2.832.53$102.17
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$123.00$122.00Aug 14$0.87$0.87$0.136.69$122.13
$107.00$106.00Jul 24$0.80$0.80$0.204.00$106.20
$122.00$120.00Aug 21$1.60$1.60$0.404.00$120.40
$104.00$103.00Jul 24$0.78$0.78$0.223.55$103.22
$105.00$103.00Aug 7$1.56$1.56$0.443.55$103.44

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 52 found (avg debit $1.07, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$123.00Jul 24Jul 31$0.08111.2%55.3%
$122.00Jul 24Jul 31$0.19107.5%57.7%
$98.00Jul 31Aug 7$0.3060.1%44.8%
$120.00Jul 24Jul 31$0.3190.3%54.1%
$117.00Jul 24Jul 31$0.3280.9%47.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$94.00Jul 31Aug 7$0.2959.0%53.2%
$90.00Aug 14Aug 21$0.4951.2%51.8%
$120.00Jul 31Aug 7$0.5054.1%50.6%
$99.00Jul 24Jul 31$0.5182.0%54.0%
$117.00Jul 24Jul 31$0.5480.9%47.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 3.41% of stock, avg 8.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$108.00Jul 24$1.67$2.00$3.67$104.33$111.673.41%
$106.00Jul 24$2.74$1.14$3.88$102.12$109.883.61%
$109.00Jul 24$1.31$2.58$3.89$105.11$112.893.62%
$107.00Jul 24$2.14$1.94$4.08$102.92$111.083.79%
$105.00Jul 24$3.43$0.73$4.16$100.84$109.163.87%
$110.00Jul 24$0.98$3.28$4.26$105.74$114.263.96%
$103.00Jul 24$4.40$0.32$4.72$98.28$107.724.39%
$111.00Jul 24$0.95$3.98$4.93$106.07$115.934.59%
$104.00Jul 24$4.13$1.10$5.23$98.77$109.234.86%
$112.00Jul 24$0.49$5.40$5.89$106.11$117.895.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.75% of stock, avg 5.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$112.00$103.00Jul 24$0.49$0.32$0.81$102.19$112.81
$112.00$105.00Jul 24$0.49$0.73$1.22$103.78$113.22
$111.00$103.00Jul 24$0.95$0.32$1.27$101.73$112.27
$110.00$103.00Jul 24$0.98$0.32$1.30$101.70$111.30
$125.00$90.00Aug 14$0.93$0.41$1.34$88.66$126.34
$112.00$104.00Jul 24$0.49$1.10$1.59$102.41$113.59
$109.00$103.00Jul 24$1.31$0.32$1.63$101.37$110.63
$112.00$106.00Jul 24$0.49$1.14$1.63$104.37$113.63
$111.00$105.00Jul 24$0.95$0.73$1.68$103.32$112.68
$110.00$105.00Jul 24$0.98$0.73$1.71$103.29$111.71

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 133 found (best R:R 12.33, avg credit $1.64)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
110/112128/129Aug 28$1.85$0.1512.33$110.15$129.85
100/102109/110Aug 21$1.82$0.1810.11$100.18$110.82
104/105108/109Jul 31$0.89$0.118.09$104.11$108.89
105/106107/108Jul 24$0.88$0.127.33$105.12$107.88
95/96104/105Jul 24$0.86$0.146.14$95.14$104.86
104/105106/107Jul 31$0.86$0.146.14$104.14$106.86
110/112118/119Aug 28$1.71$0.295.90$110.29$119.71
95/96105/106Jul 24$0.85$0.155.67$95.15$105.85
108/113114/115Aug 7$4.20$0.805.25$108.80$118.20
102/103104/105Jul 24$0.81$0.194.26$102.19$104.81

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 41 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$113.00$114.00$115.00Jul 31$0.06$0.9415.67
$118.00$120.00$122.00Jul 24$0.14$1.8613.29
$110.00$111.00$112.00Jul 31$0.07$0.9313.29
$106.00$107.00$108.00Jul 31$0.08$0.9211.50
$105.00$106.00$107.00Jul 24$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$101.00$102.00$103.00Aug 7$0.06$0.9415.67
$99.00$100.00$101.00Jul 31$0.07$0.9313.29
$100.00$101.00$102.00Aug 7$0.08$0.9211.50
$108.00$109.00$110.00Jul 24$0.12$0.887.33
$114.00$115.00$116.00Jul 24$0.13$0.876.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 72 found (best net $-1.28, 61 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$117.001:2Aug 28-$1.28$5.72
$100.00$108.001:2Aug 28-$3.07$4.93
$120.00$127.001:2Aug 28-$2.39$4.61
$102.00$108.001:2Aug 7-$1.88$4.12
$120.00$125.001:2Aug 21-$0.97$4.03
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$119.00$111.001:2Aug 21-$2.55$5.45
$98.00$94.001:2Aug 7-$0.39$3.61
$94.00$90.001:2Aug 21-$0.62$3.38
$104.00$100.001:2Aug 14-$0.67$3.33
$113.00$108.001:2Aug 7-$1.70$3.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 6.37%, avg 1.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$108.00Aug 28$6.850.520.5%6.37%6.82%25
$109.00Aug 21$6.050.491.4%5.63%7.00%1534
$110.00Aug 28$4.650.482.3%4.32%6.63%340
$110.00Aug 21$4.400.452.3%4.09%6.40%12--
$113.00Aug 21$4.400.405.1%4.09%9.19%1--
$111.00Aug 21$4.300.433.2%4.00%7.24%4--
$108.00Aug 7$4.000.520.5%3.72%4.17%413
$110.00Aug 14$3.950.482.3%3.67%5.98%86
$114.00Aug 21$3.950.396.0%3.67%9.70%2--
$115.00Aug 21$3.800.367.0%3.53%10.49%1671.4K

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 16,293
Total Puts 6,296
Put/Call Ratio 0.39
Net Difference 9,997

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 160,580
Total Puts 53,888
Average Put/Call Ratio 0.39
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