Tour v422
BIDU
BAIDU INC A ADR
$105.29 -0.05%
$105.47 (+0.17%)🌙
as of 07/27 06:03 PM
7/27 18:03

Option Volume

Detail
Current (07/27) 16,541
Calls: 10,673 (65%)
Puts: 5,868 (35%)
Prior (07/24) 13,187
Calls: 7,752 (59%)
Puts: 5,435 (41%)
Current vs Prior +25.43%
Calls: +37.68% (Calls)
Puts: +7.97% (Puts)
Prior 7-Day Total 154,945
Calls: 113,567 (73%)
Puts: 41,378 (27%)
Prior 7-Day Average 22,135
Calls: 16,223 (73%)
Puts: 5,911 (27%)
Current vs Prior 7-Day Avg -25.27%
Calls: -34.21%
Puts: -0.73%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $10.47M
Calls: $4.14M (40%)
Puts: $6.33M (60%)
Prior (07/24) $6.40M
Calls: $2.12M (33%)
Puts: $4.28M (67%)
Current vs Prior +63.41%
Calls: +94.84%
Puts: +47.81%
Prior 7-Day Total $74.35M
Calls: $44.46M (60%)
Puts: $29.89M (40%)
Prior 7-Day Average $10.62M
Calls: $6.35M (60%)
Puts: $4.27M (40%)
Current vs Prior 7-Day Avg -1.46%
Calls: -34.82%
Puts: +48.18%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/27) 0.55
Prior (07/24) 0.70
Current vs Prior -21.58%
Prior 7-Day Average 0.43
Current vs Prior 7-Day Avg +28.50%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 328,055
Calls: 206,634 (63%)
Puts: 121,421 (37%)
Prior (07/24) 149,215
Calls: 107,799 (72%)
Puts: 41,416 (28%)
Current vs Prior +119.85%
Prior 7-Day Total 2,040,465
Calls: 1,354,078 (66%)
Puts: 686,387 (34%)
Prior 7-Day Average 291,495
Calls: 193,439 (66%)
Puts: 98,055 (34%)
Current vs Prior 7-Day Avg +12.54%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.23% | 7.58%11.95% | 19.21%
Prior 5.71% | 7.66%12.27% | 18.89%
Current vs Prior -8.28% | -1.07%-2.66% | +1.71%
Prior 7-Day Avg 4.49% | 7.23%9.93% | 18.34%
Current vs 7-Day Avg +16.51% | +4.84%+20.36% | +4.75%
Prior 7-Day Eod 5.71% | 7.66%12.27% | 18.89%
Current vs 7-Day Eod -8.28% | -1.07%-2.66% | +1.71%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 10.25% | 10.04%
Calls: 9.32% | 7.41%
Puts: 11.19% | 12.66%
Prior 17.34% | 11.94%
Calls: 17.26% | 14.49%
Puts: 17.42% | 9.38%
Current vs Prior -40.89% | -15.91%
Prior 7-Day Avg 23.51% | 10.56%
Calls: 22.16% | 11.20%
Puts: 24.87% | 9.91%
Current vs 7-Day Avg -56.41% | -4.90%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 60% put dollar volume ($6.33M). Elevated premium activity with dollar volume up 63% vs prior. Bullish P/C ratio of 0.55. P/C ratio dropping 22% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 8 of results (avg 8.5%, best 6.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 216.106.50$6.306.3%2000.531.4K
$103.00Jul 313.603.95$3.789.3%460.6791
$100.00Aug 76.657.30$6.989.3%10.7251
$105.00Jul 312.552.80$2.689.3%40.54132
$102.00Jul 314.304.75$4.539.9%130.73117
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$124.00Aug 2819.3020.55$19.936.3%--0.7821
$112.00Aug 77.658.30$7.988.1%--0.7193
$109.00Jul 314.555.00$4.789.4%200.7099

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.56, cheapest $0.56)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 310.520.60$0.5614.3%430.17550

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 93 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Jul 318.1011.45$9.7734.3%--0.9551
$94.00Jul 319.6513.35$11.5032.2%--0.9385
$95.00Jul 3110.0012.40$11.2021.4%--0.93182
$97.00Jul 318.1010.45$9.2725.4%--0.93198
$98.00Jul 315.859.55$7.7048.1%110.90149
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 3118.4021.50$19.9515.5%--1.0016
$118.00Jul 3110.8014.50$12.6529.2%10.9560
$120.00Jul 3113.4016.55$14.9821.0%--0.9571
$119.00Jul 3112.4515.55$14.0022.1%--0.9470
$117.00Jul 319.8513.60$11.7332.0%--0.9420

Most actively traded options today. High liquidity = easy entry/exit. 170 active (total vol 8.1K, top 500)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Aug 285.706.65$6.1815.4%5000.485
$110.00Jul 310.821.04$0.9323.7%4880.25664
$112.00Jul 310.440.66$0.5540.0%4400.17402
$113.00Aug 141.952.29$2.1216.0%4300.3075
$113.00Jul 310.370.57$0.4742.6%3760.141.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 70.371.13$0.75101.3%4380.14120
$95.00Aug 140.681.86$1.2792.9%4310.18109
$113.00Aug 76.8010.60$8.7043.7%2000.81250
$105.00Jul 312.132.38$2.2611.1%1860.47470
$103.00Aug 142.904.50$3.7043.2%1080.40110

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 53 strikes (avg 23.7%, max 164.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$124.00Jul 31Aug 28122.0%61.8%97.5%9326
$126.00Jul 31Aug 28101.3%52.9%91.7%3046
$121.00Jul 31Aug 2878.2%53.4%46.4%18848
$119.00Jul 31Aug 769.3%47.6%45.7%2602
$94.00Jul 31Aug 775.9%54.4%39.5%2145
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$85.00Jul 31Aug 28151.0%57.1%164.2%2175
$90.00Jul 31Aug 2892.5%56.5%63.7%87348
$116.00Jul 31Aug 1461.9%41.4%49.6%--84
$126.00Jul 31Aug 14101.3%70.8%43.1%--102
$95.00Jul 31Aug 2868.7%48.4%42.0%63299

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 105 found (best R:R 30.25, avg 3.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$118.00$120.00Aug 21$0.19$1.81$0.199.53$118.19
$100.00$101.00Aug 7$0.10$0.90$0.109.00$100.10
$121.00$122.00Jul 31$0.11$0.89$0.118.09$121.11
$115.00$116.00Aug 21$0.11$0.89$0.118.09$115.11
$118.00$120.00Aug 14$0.24$1.76$0.247.33$118.24
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$90.00$85.00Aug 14$0.16$4.84$0.1630.25$89.84
$90.00$85.00Aug 21$0.26$4.74$0.2618.23$89.74
$94.00$90.00Aug 7$0.26$3.74$0.2614.38$93.74
$95.00$90.00Aug 28$0.45$4.55$0.4510.11$94.55
$99.00$98.00Jul 31$0.11$0.89$0.118.09$98.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 141 found (best R:R 39.00, avg 1.81)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$90.00$95.00Aug 21$4.37$4.37$0.636.94$94.37
$98.00$99.00Jul 31$0.85$0.85$0.155.67$98.85
$110.00$111.00Aug 28$0.81$0.81$0.194.26$110.81
$99.00$100.00Aug 7$0.80$0.80$0.204.00$99.80
$101.00$104.00Aug 7$2.33$2.33$0.673.48$103.33
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$126.00$120.00Aug 14$5.85$5.85$0.1539.00$120.15
$115.00$112.00Aug 14$2.77$2.77$0.2312.04$112.23
$125.00$120.00Aug 21$4.55$4.55$0.4510.11$120.45
$120.00$118.00Aug 14$1.80$1.80$0.209.00$118.20
$114.00$113.00Jul 31$0.87$0.87$0.136.69$113.13

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 57 found (avg debit $0.89, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$121.00Jul 31Aug 7$0.1078.2%51.4%
$97.00Jul 31Aug 7$0.1155.2%45.7%
$119.00Jul 31Aug 7$0.1469.3%47.6%
$125.00Jul 31Aug 7$0.1869.7%57.8%
$117.00Jul 31Aug 7$0.2062.8%45.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$117.00Jul 31Aug 7$0.1262.8%45.0%
$118.00Jul 31Aug 7$0.1561.7%50.9%
$115.00Jul 31Aug 7$0.2260.4%53.3%
$126.00Jul 31Aug 14$0.22101.3%70.8%
$94.00Jul 31Aug 7$0.2475.9%54.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 84 found (cheapest 4.69% of stock, avg 10.62%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$105.00Jul 31$2.68$2.26$4.94$100.06$109.944.69%
$104.00Jul 31$3.22$1.79$5.01$98.99$109.014.76%
$106.00Jul 31$2.20$2.83$5.03$100.97$111.034.78%
$103.00Jul 31$3.78$1.36$5.14$97.86$108.144.88%
$107.00Jul 31$1.80$3.40$5.20$101.80$112.204.94%
$108.00Jul 31$1.42$4.03$5.45$102.55$113.455.18%
$102.00Jul 31$4.53$1.04$5.57$96.43$107.575.29%
$109.00Jul 31$1.15$4.78$5.93$103.07$114.935.63%
$101.00Jul 31$5.20$0.77$5.97$95.03$106.975.67%
$110.00Jul 31$0.93$5.38$6.31$103.69$116.315.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 129 found (cheapest 1.61% of stock, avg 6.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$110.00$101.00Jul 31$0.93$0.77$1.70$99.30$111.70
$109.00$101.00Jul 31$1.15$0.77$1.92$99.08$110.92
$110.00$102.00Jul 31$0.93$1.04$1.97$100.03$111.97
$108.00$101.00Jul 31$1.42$0.77$2.19$98.81$110.19
$109.00$102.00Jul 31$1.15$1.04$2.19$99.81$111.19
$110.00$103.00Jul 31$0.93$1.36$2.29$100.71$112.29
$108.00$102.00Jul 31$1.42$1.04$2.46$99.54$110.46
$109.00$103.00Jul 31$1.15$1.36$2.51$100.49$111.51
$107.00$101.00Jul 31$1.80$0.77$2.57$98.43$109.57
$110.00$104.00Jul 31$0.93$1.79$2.72$101.28$112.72

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 163 found (best R:R 14.38, avg credit $1.60)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
104/105106/108Aug 28$1.87$0.1314.38$103.13$107.87
98/99102/105Aug 14$2.71$0.299.34$96.29$104.71
90/9495/98Aug 14$3.56$0.448.09$90.44$98.56
104/105111/112Aug 14$0.89$0.118.09$104.11$111.89
100/102107/109Aug 21$1.78$0.228.09$100.22$108.78
105/106107/109Aug 21$1.78$0.228.09$104.22$108.78
104/105108/109Aug 14$0.87$0.136.69$104.13$108.87
98/99102/103Jul 31$0.86$0.146.14$98.14$102.86
94/95101/104Aug 7$2.58$0.426.14$92.42$103.58
95/98100/105Aug 21$4.30$0.706.14$93.70$104.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 62 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$108.00$109.00$110.00Jul 31$0.05$0.9519.00
$104.00$105.00$106.00Jul 31$0.06$0.9415.67
$122.00$123.00$124.00Aug 7$0.07$0.9313.29
$118.00$120.00$122.00Aug 21$0.15$1.8512.33
$105.00$106.00$107.00Jul 31$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$98.00$99.00$100.00Jul 31$0.05$0.9519.00
$100.00$101.00$102.00Jul 31$0.06$0.9415.67
$106.00$107.00$108.00Jul 31$0.06$0.9415.67
$103.00$104.00$105.00Aug 7$0.06$0.9415.67
$104.00$105.00$106.00Aug 7$0.07$0.9313.29

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 $-0.78, 67 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$110.001:2Sep 4-$2.30$7.70
$117.00$121.001:2Aug 28-$0.96$3.04
$122.00$125.001:2Aug 21-$0.43$2.57
$100.00$106.001:2Aug 28-$3.98$2.02
$100.00$105.001:2Aug 21-$3.05$1.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$114.00$105.001:2Sep 4-$0.78$8.22
$90.00$85.001:2Aug 28-$0.03$4.97
$90.00$85.001:2Aug 14-$0.04$4.96
$90.00$85.001:2Aug 21-$0.25$4.75
$118.00$110.001:2Aug 28-$3.26$4.74

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 66 found (best yield 5.84%, avg 1.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$106.00Aug 28$6.150.520.7%5.84%6.52%101
$108.00Aug 28$5.700.482.6%5.41%7.99%5005
$106.00Aug 21$5.550.510.7%5.27%5.95%5--
$110.00Sep 4$5.000.474.5%4.75%9.22%7--
$109.00Aug 28$4.800.463.5%4.56%8.08%--14
$107.00Aug 21$4.600.481.6%4.37%5.99%353
$106.00Aug 14$4.000.510.7%3.80%4.47%210
$107.00Aug 14$3.700.471.6%3.51%5.14%1057
$111.00Aug 21$3.600.405.4%3.42%8.84%--53
$111.00Aug 28$3.450.405.4%3.28%8.70%14

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 10,673
Total Puts 5,868
Put/Call Ratio 0.55
Net Difference 4,805

Prior's Put/Call Breakdown

Total Calls 7,752
Total Puts 5,435
Put/Call Ratio 0.70
Net Difference 2,317

Prior 7-Day Put/Call Summary

Total Calls 113,567
Total Puts 41,378
Average Put/Call Ratio 0.43
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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