Tour v477
BIDU
BAIDU INC A ADR
$111.11 +3.38%
$110.50 (-0.55%)🌙
as of 07/31 06:03 PM
7/31 18:03

Option Volume

Detail
Current (07/31) 40,060
Calls: 26,676 (67%)
Puts: 13,384 (33%)
Prior (07/30) 28,923
Calls: 18,399 (64%)
Puts: 10,524 (36%)
Current vs Prior +38.51%
Calls: +44.99% (Calls)
Puts: +27.18% (Puts)
Prior 7-Day Total 119,215
Calls: 72,658 (61%)
Puts: 46,557 (39%)
Prior 7-Day Average 17,030
Calls: 10,379 (61%)
Puts: 6,651 (39%)
Current vs Prior 7-Day Avg +135.22%
Calls: +157.00%
Puts: +101.23%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $14.80M
Calls: $10.85M (73%)
Puts: $3.95M (27%)
Prior (07/30) $12.69M
Calls: $7.48M (59%)
Puts: $5.21M (41%)
Current vs Prior +16.60%
Calls: +45.03%
Puts: -24.23%
Prior 7-Day Total $57.69M
Calls: $28.29M (49%)
Puts: $29.40M (51%)
Prior 7-Day Average $8.24M
Calls: $4.04M (49%)
Puts: $4.20M (51%)
Current vs Prior 7-Day Avg +79.59%
Calls: +168.51%
Puts: -5.99%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.50
Prior (07/30) 0.57
Current vs Prior -12.28%
Prior 7-Day Average 0.72
Current vs Prior 7-Day Avg -30.12%
Sentiment BULLISH

Open Interest

Detail
Current (07/31) 366,785
Calls: 224,735 (61%)
Puts: 142,050 (39%)
Prior (07/30) 350,148
Calls: 215,366 (62%)
Puts: 134,782 (38%)
Current vs Prior +4.75%
Prior 7-Day Total 1,821,491
Calls: 1,191,913 (65%)
Puts: 629,578 (35%)
Prior 7-Day Average 260,213
Calls: 170,273 (65%)
Puts: 89,939 (35%)
Current vs Prior 7-Day Avg +40.96%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.82% | 5.54%10.96% | 17.42%
Prior 2.93% | 6.20%10.73% | 18.02%
Current vs Prior +89.17% | +29.41%+2.19% | -3.37%
Prior 7-Day Avg 4.11% | 6.97%12.02% | 18.66%
Current vs 7-Day Avg +34.74% | +15.00%-8.82% | -6.65%
Prior 7-Day Eod 2.93% | 6.20%10.73% | 18.02%
Current vs 7-Day Eod +89.17% | +29.41%+2.19% | -3.37%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 36.63% | 8.81%
Calls: 50.00% | 7.99%
Puts: 23.26% | 9.63%
Prior 13.54% | 19.96%
Calls: 17.21% | 22.79%
Puts: 9.86% | 17.14%
Current vs Prior +170.53% | -55.86%
Prior 7-Day Avg 13.87% | 13.05%
Calls: 14.56% | 14.50%
Puts: 13.17% | 11.61%
Current vs 7-Day Avg +164.15% | -32.51%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($10.85M). Dollar volume significantly above 7-day average (80% higher). Volume explosion - 135% above 7-day average (40,060 vs avg 17,030). Bullish P/C ratio of 0.50.

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 BEARISH
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 15 of results (avg 8.8%, best 5.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 73.303.50$3.405.9%7890.57532
$110.00Aug 216.306.70$6.506.2%1340.55450
$104.00Aug 219.8510.60$10.237.3%1460.71144
$111.00Aug 72.763.00$2.888.3%1120.52182
$120.00Aug 212.682.92$2.808.6%8250.311.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 214.905.35$5.138.8%130.45574
$100.00Aug 211.601.76$1.689.5%2650.20918
$105.00Aug 283.453.80$3.639.6%--0.32130
$102.00Aug 212.062.27$2.179.7%--0.2412
$116.00Aug 146.657.35$7.0010.0%650.6612

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 131 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 3119.0522.80$20.9317.9%61.00--
$91.00Jul 3118.5020.90$19.7012.2%31.00--
$93.00Jul 3116.0519.10$17.5817.3%21.00--
$94.00Jul 3115.6518.25$16.9515.3%31.0085
$95.00Jul 3114.8517.40$16.1315.8%251.00182
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Jul 311.023.50$2.26109.7%20.98180
$120.00Jul 318.3510.15$9.2519.5%50.9630
$123.00Jul 3111.1013.90$12.5022.4%10.952
$118.00Jul 315.808.15$6.9833.7%10.9534
$133.00Jul 3120.4524.00$22.2316.0%40.94--

Most actively traded options today. High liquidity = easy entry/exit. 276 active (total vol 34.0K, top 5.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Aug 217.708.45$8.079.3%5.1K0.645.1K
$125.00Aug 211.651.87$1.7612.5%1.6K0.21843
$110.00Jul 310.831.44$1.1453.5%1.5K1.001.1K
$120.00Aug 70.450.55$0.5020.0%1.1K0.141.3K
$111.00Jul 310.190.75$0.47119.1%8730.46425
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Aug 212.834.10$3.4736.6%5.0K0.365.1K
$90.00Aug 210.350.78$0.5676.8%7480.073.4K
$105.00Aug 70.580.88$0.7341.1%6960.1838
$100.00Aug 211.601.76$1.689.5%2650.20918
$110.00Aug 71.972.50$2.2423.7%2500.4346

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 68 strikes (avg 1157.6%, max 3001.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$124.00Jul 31Aug 281510.1%55.4%2626.5%5330
$90.00Jul 31Aug 211663.1%62.7%2554.3%2614
$131.00Jul 31Aug 141588.7%66.0%2305.8%266
$132.00Jul 31Aug 141503.1%62.9%2290.2%135
$126.00Jul 31Aug 281258.4%55.0%2188.5%452
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Jul 31Sep 111663.1%53.6%3001.3%8964
$94.00Jul 31Sep 111306.9%51.7%2428.9%243
$96.00Jul 31Sep 41204.6%52.9%2179.0%435
$98.00Jul 31Sep 41161.3%51.6%2149.3%4533
$122.00Jul 31Aug 7874.5%47.2%1751.4%250

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 142 found (best R:R 24.00, avg 2.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$129.00Aug 14$0.16$3.84$0.1624.00$125.16
$109.00$110.00Aug 28$0.10$0.90$0.109.00$109.10
$122.00$123.00Jul 31$0.12$0.88$0.127.33$122.12
$108.00$109.00Aug 21$0.13$0.87$0.136.69$108.13
$125.00$130.00Aug 21$0.66$4.34$0.666.58$125.66
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$94.00$90.00Aug 21$0.20$3.80$0.2019.00$93.80
$94.00$90.00Aug 14$0.26$3.74$0.2614.38$93.74
$97.00$95.00Aug 28$0.13$1.87$0.1314.38$96.87
$98.00$95.00Aug 14$0.20$2.80$0.2014.00$97.80
$104.00$103.00Jul 31$0.11$0.89$0.118.09$103.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 187 found (best R:R 89.00, avg 2.02)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$90.00$95.00Aug 21$4.73$4.73$0.2717.52$94.73
$97.00$98.00Aug 14$0.89$0.89$0.118.09$97.89
$104.00$105.00Aug 21$0.88$0.88$0.127.33$104.88
$105.00$106.00Aug 7$0.87$0.87$0.136.69$105.87
$106.00$107.00Aug 14$0.87$0.87$0.136.69$106.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$132.00$123.00Jul 31$8.90$8.90$0.1089.00$123.10
$130.00$125.00Aug 21$4.60$4.60$0.4011.50$125.40
$121.00$120.00Aug 7$0.88$0.88$0.127.33$120.12
$112.00$111.00Aug 14$0.85$0.85$0.155.67$111.15
$133.00$132.00Jul 31$0.83$0.83$0.174.88$132.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 61 found (avg debit $0.87, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$123.00Jul 31Aug 7$0.14797.9%49.6%
$125.00Jul 31Aug 7$0.15602.7%50.9%
$130.00Jul 31Aug 7$0.15770.1%64.4%
$94.00Jul 31Aug 7$0.201306.9%81.6%
$131.00Jul 31Aug 14$0.241588.7%66.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$90.00Jul 31Aug 7$0.061663.1%97.6%
$94.00Jul 31Aug 7$0.131306.9%81.6%
$101.00Jul 31Aug 7$0.13798.4%51.9%
$99.00Jul 31Aug 7$0.20538.6%54.2%
$100.00Jul 31Aug 7$0.23493.5%52.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 120 found (cheapest 1.20% of stock, avg 10.23%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$110.00Jul 31$1.14$0.19$1.33$108.67$111.331.20%
$111.00Jul 31$0.47$1.12$1.59$109.41$112.591.43%
$112.00Jul 31$0.07$1.55$1.62$110.38$113.621.46%
$109.00Jul 31$2.15$0.10$2.25$106.75$111.252.03%
$113.00Jul 31$0.01$2.26$2.27$110.73$115.272.04%
$108.00Jul 31$3.07$0.39$3.46$104.54$111.463.11%
$107.00Jul 31$3.82$0.33$4.15$102.85$111.153.74%
$106.00Jul 31$5.05$0.31$5.36$100.64$111.364.82%
$116.00Jul 31$0.10$5.30$5.40$110.60$121.404.86%
$110.00Aug 7$3.40$2.24$5.64$104.36$115.645.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 0.15% of stock, avg 5.24%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$112.00$109.00Jul 31$0.07$0.10$0.17$108.83$112.17
$112.00$110.00Jul 31$0.07$0.19$0.26$109.74$112.26
$112.00$106.00Jul 31$0.07$0.31$0.38$105.62$112.38
$112.00$107.00Jul 31$0.07$0.33$0.40$106.60$112.40
$112.00$108.00Jul 31$0.07$0.39$0.46$107.54$112.46
$126.00$109.00Jul 31$0.42$0.10$0.52$108.48$126.52
$111.00$109.00Jul 31$0.47$0.10$0.57$108.43$111.57
$131.00$109.00Jul 31$0.50$0.10$0.60$108.40$131.60
$126.00$110.00Jul 31$0.42$0.19$0.61$109.39$126.61
$111.00$110.00Jul 31$0.47$0.19$0.66$109.34$111.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 140 found (best R:R 9.81, avg credit $1.79)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
105/108111/115Aug 28$3.63$0.379.81$104.37$114.63
104/105117/118Aug 28$0.90$0.109.00$104.10$117.90
94/9598/100Aug 21$1.79$0.218.52$93.21$99.79
94/95103/104Aug 21$0.89$0.118.09$94.11$103.89
98/100105/108Sep 4$2.51$0.495.12$97.49$107.51
97/98101/102Aug 7$0.82$0.184.56$97.18$101.82
108/109116/117Aug 28$0.82$0.184.56$108.18$116.82
98/100119/121Sep 4$1.63$0.374.41$98.37$120.63
90/95100/105Aug 28$4.03$0.974.15$90.97$104.03
99/100106/107Aug 21$0.79$0.213.76$99.21$106.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 101 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$117.00$118.00$119.00Jul 31$0.05$0.9519.00
$101.00$102.00$103.00Aug 14$0.05$0.9519.00
$112.00$113.00$114.00Jul 31$0.06$0.9415.67
$109.00$110.00$111.00Aug 7$0.08$0.9211.50
$114.00$115.00$116.00Jul 31$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$112.00$113.00$114.00Aug 7$0.05$0.9519.00
$99.00$100.00$101.00Aug 7$0.06$0.9415.67
$109.00$110.00$111.00Aug 7$0.06$0.9415.67
$100.00$101.00$102.00Aug 7$0.07$0.9313.29
$111.00$112.00$113.00Aug 7$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. 117 found (best net $-0.39, 96 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$105.001:2Sep 4-$3.62$6.38
$125.00$130.001:2Aug 21-$0.44$4.56
$125.00$130.001:2Sep 4-$0.93$4.07
$125.00$130.001:2Sep 11-$1.01$3.99
$108.00$115.001:2Sep 4-$3.34$3.66
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$114.00$105.001:2Sep 4-$0.39$8.61
$132.00$123.001:2Jul 31-$3.60$5.40
$100.00$95.001:2Sep 11-$0.44$4.56
$105.00$100.001:2Sep 4-$0.60$4.40
$94.00$90.001:2Aug 7-$0.33$3.67

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 58 found (best yield 4.55%, avg 1.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Sep 4$5.050.453.5%4.55%8.05%47--
$114.00Aug 21$4.150.452.6%3.74%6.34%7110
$117.00Aug 28$3.900.395.3%3.51%8.81%2103
$116.00Aug 28$3.850.414.4%3.47%7.87%1--
$115.00Aug 21$3.800.413.5%3.42%6.92%1531.4K
$113.00Aug 21$3.750.461.7%3.38%5.08%8331
$119.00Sep 4$3.750.387.1%3.38%10.48%3--
$112.00Aug 21$3.600.490.8%3.24%4.04%13187
$115.00Aug 28$3.600.423.5%3.24%6.74%32117
$116.00Aug 21$3.500.394.4%3.15%7.55%65178

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 26,676
Total Puts 13,384
Put/Call Ratio 0.50
Net Difference 13,292

Prior's Put/Call Breakdown

Total Calls 18,399
Total Puts 10,524
Put/Call Ratio 0.57
Net Difference 7,875

Prior 7-Day Put/Call Summary

Total Calls 72,658
Total Puts 46,557
Average Put/Call Ratio 0.72
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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