Tour v528
BIDU
BAIDU INC A ADR
$90.03 +1.67%
$90.15 (+0.13%)🌙
as of 09/17 06:00 PM
9/17 18:00

Option Volume

Detail
Current (09/17) 32,250
Calls: 14,515 (45%)
Puts: 17,735 (55%)
Prior (09/16) 18,382
Calls: 13,285 (72%)
Puts: 5,097 (28%)
Current vs Prior +75.44%
Calls: +9.26% (Calls)
Puts: +247.95% (Puts)
Prior 7-Day Total 183,245
Calls: 106,558 (58%)
Puts: 76,687 (42%)
Prior 7-Day Average 26,177
Calls: 15,222 (58%)
Puts: 10,955 (42%)
Current vs Prior 7-Day Avg +23.20%
Calls: -4.65%
Puts: +61.89%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/17) $35.26M
Calls: $5.65M (16%)
Puts: $29.61M (84%)
Prior (09/16) $5.93M
Calls: $4.07M (69%)
Puts: $1.86M (31%)
Current vs Prior +494.38%
Calls: +38.79%
Puts: +1490.09%
Prior 7-Day Total $99.33M
Calls: $30.75M (31%)
Puts: $68.58M (69%)
Prior 7-Day Average $14.19M
Calls: $4.39M (31%)
Puts: $9.80M (69%)
Current vs Prior 7-Day Avg +148.50%
Calls: +28.60%
Puts: +202.25%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/17) 1.22
Prior (09/16) 0.38
Current vs Prior +218.46%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg +64.32%
Sentiment BEARISH

Open Interest

Detail
Current (09/17) 494,263
Calls: 320,526 (65%)
Puts: 173,737 (35%)
Prior (09/16) 489,053
Calls: 315,151 (64%)
Puts: 173,902 (36%)
Current vs Prior +1.07%
Prior 7-Day Total 3,415,674
Calls: 2,183,525 (64%)
Puts: 1,232,149 (36%)
Prior 7-Day Average 487,953
Calls: 311,932 (64%)
Puts: 176,021 (36%)
Current vs Prior 7-Day Avg +1.29%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 2.42% | 5.39%2.42% | 9.24%
Prior 2.65% | 5.84%2.65% | 9.01%
Current vs Prior -8.76% | -7.73%-8.76% | +2.55%
Prior 7-Day Avg 3.46% | 6.10%4.55% | 10.20%
Current vs 7-Day Avg -30.01% | -11.71%-46.84% | -9.40%
Prior 7-Day Eod 2.65% | 5.84%2.65% | 9.01%
Current vs 7-Day Eod -8.76% | -7.73%-8.76% | +2.55%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 22.93% | 8.00%
Calls: 30.49% | 7.98%
Puts: 15.38% | 8.03%
Prior 9.62% | 6.25%
Calls: 11.54% | 5.63%
Puts: 7.69% | 6.87%
Current vs Prior +138.36% | +28.00%
Prior 7-Day Avg 17.45% | 12.31%
Calls: 15.35% | 8.93%
Puts: 19.56% | 15.68%
Current vs 7-Day Avg +31.38% | -34.99%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 84% of dollar volume in puts ($29.61M) vs calls ($5.65M). Massive premium surge with dollar volume up 494% vs prior. Dollar volume significantly above 7-day average (148% higher). Above-average activity with volume up 75% vs prior.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 14 of results (avg 6.4%, best 2.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Sep 250.460.47$0.472.1%200.16425
$90.00Oct 164.154.35$4.254.7%1.1K0.521.2K
$88.00Oct 94.554.85$4.706.4%190.6121
$93.00Oct 21.761.90$1.837.7%50.3736
$95.00Oct 162.262.45$2.368.1%1460.342.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Oct 1610.7511.15$10.953.7%330.792.1K
$105.00Oct 1614.9015.50$15.203.9%10.86822
$103.00Sep 2512.7013.50$13.106.1%11.0017
$102.00Oct 211.7512.50$12.136.2%200.92--
$94.00Sep 254.454.75$4.606.5%140.7671

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.65, cheapest $0.47)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Sep 250.460.47$0.472.1%200.16425
$98.00Oct 20.660.78$0.7216.7%--0.1848
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.00Sep 250.690.82$0.7517.3%1580.25119
$80.00Oct 160.610.72$0.6716.4%350.133.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 104 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Sep 1813.8015.75$14.7813.2%--1.0025
$84.00Sep 185.056.65$5.8527.4%--0.99101
$80.00Sep 189.5010.50$10.0010.0%100.98229
$80.00Sep 259.1510.85$10.0017.0%100.9841
$85.00Sep 184.605.75$5.1822.2%510.97102
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$96.00Sep 185.556.90$6.2321.7%1001.00551
$98.00Sep 187.258.45$7.8515.3%1291.0086
$99.00Sep 188.259.90$9.0718.2%551.0036
$100.00Sep 189.2010.85$10.0216.5%3.6K1.002.9K
$105.00Sep 1814.4516.20$15.3311.4%2.7K1.001.0K

Most actively traded options today. High liquidity = easy entry/exit. 209 active (total vol 21.1K, top 3.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 250.000.28$0.14200.0%1.5K0.042.1K
$90.00Oct 164.154.35$4.254.7%1.1K0.521.2K
$90.00Sep 180.730.93$0.8324.1%9720.532.7K
$95.00Sep 250.580.80$0.6931.9%6520.22544
$92.00Sep 180.170.21$0.1921.1%4880.18676
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Sep 189.2010.85$10.0216.5%3.6K1.002.9K
$105.00Sep 1814.4516.20$15.3311.4%2.7K1.001.0K
$75.00Oct 160.000.35$0.18194.4%1.1K0.042.7K
$89.00Sep 180.250.44$0.3554.3%7050.28873
$90.00Sep 180.620.78$0.7022.9%5240.472.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 4.6%, max 12.3%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Sep 18Oct 3041.9%39.7%5.4%1.2K3.4K
$89.00Sep 18Oct 3043.4%41.4%4.8%21661
$91.00Sep 18Oct 3043.0%42.4%1.4%462695
$92.00Sep 18Oct 3043.9%43.3%1.4%515677
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$89.00Sep 18Oct 2343.4%38.6%12.3%705918
$91.00Sep 18Oct 2343.0%40.5%6.2%392.8K
$90.00Sep 18Oct 3041.9%39.7%5.4%5272.4K
$92.00Sep 18Oct 2343.9%43.9%0.0%7351

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 115 found (best R:R 4.00, avg 3.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$85.00$86.00Sep 25$0.42$0.58$0.4287%1.38$85.42
$82.00$83.00Sep 25$0.61$0.39$0.6192%0.64$82.61
$85.00$90.00Oct 16$2.88$2.12$2.8872%0.74$87.88
$96.00$98.00Oct 30$0.36$1.64$0.3636%4.56$96.36
$83.00$84.00Sep 25$0.64$0.36$0.6492%0.56$83.64
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$93.00$92.00Sep 18$0.20$0.80$0.2092%4.00$92.80
$93.00$92.00Sep 25$0.10$0.90$0.1070%9.00$92.90
$97.00$96.00Sep 25$0.35$0.65$0.3587%1.86$96.65
$95.00$94.00Oct 9$0.25$0.75$0.2568%3.00$94.75
$103.00$102.00Sep 18$0.60$0.40$0.6095%0.67$102.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 88 found (best R:R 3.76, avg 0.55)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$92.00$93.00Oct 9$0.87$0.87$0.1356%6.69$92.87
$104.00$105.00Sep 18$0.32$0.32$0.6892%0.47$104.32
$93.00$95.00Oct 23$1.03$1.03$0.9757%1.06$94.03
$92.00$93.00Oct 23$0.69$0.69$0.3153%2.23$92.69
$91.00$92.00Sep 25$0.61$0.61$0.3955%1.56$91.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$85.00$84.00Oct 23$0.79$0.79$0.2170%3.76$84.21
$90.00$85.00Oct 16$2.26$2.26$2.7452%0.82$87.74
$82.00$81.00Oct 30$0.56$0.56$0.4477%1.27$81.44
$85.00$80.00Oct 16$1.14$1.14$3.8672%0.30$83.86
$86.00$85.00Oct 30$0.63$0.63$0.3766%1.70$85.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.31, cheapest $1.21)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$90.00Sep 18Sep 25$1.3141.9%37.5%
$91.00Sep 18Sep 25$1.3543.0%40.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$90.00Sep 18Sep 25$1.2141.9%37.5%
$91.00Sep 18Sep 25$1.3643.0%40.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 68 found (cheapest 1.70% of stock, avg 7.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$90.00Sep 18$0.83$0.70$1.53$88.47$91.531.70%
$91.00Sep 18$0.42$1.35$1.77$89.23$92.771.97%
$89.00Sep 18$1.43$0.35$1.78$87.22$90.781.98%
$88.50Sep 18$1.89$0.24$2.13$86.37$90.632.37%
$88.00Sep 18$2.14$0.13$2.27$85.73$90.272.52%
$87.50Sep 18$2.75$0.14$2.89$84.61$90.393.21%
$92.00Sep 18$0.19$2.86$3.05$88.95$95.053.39%
$93.00Sep 18$0.11$3.06$3.17$89.83$96.173.52%
$89.00Sep 25$1.81$1.40$3.21$85.79$92.213.57%
$87.00Sep 18$3.23$0.06$3.29$83.71$90.293.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 159 found (cheapest 0.27% of stock, avg 4.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$93.00$88.00Sep 18$0.11$0.13$0.24$87.76$93.24
$93.00$87.50Sep 18$0.11$0.14$0.25$87.25$93.25
$92.00$88.00Sep 18$0.19$0.13$0.32$87.68$92.32
$92.00$87.50Sep 18$0.19$0.14$0.33$87.17$92.33
$93.00$88.50Sep 18$0.11$0.24$0.35$88.15$93.35
$92.00$88.50Sep 18$0.19$0.24$0.43$88.07$92.43
$104.00$88.00Sep 18$0.34$0.13$0.47$87.53$104.47
$106.00$88.00Sep 18$0.34$0.13$0.47$87.53$106.47
$104.00$87.50Sep 18$0.34$0.14$0.48$87.02$104.48
$106.00$87.50Sep 18$0.34$0.14$0.48$87.02$106.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 150 found (best R:R 1.70, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
81/82104/105Sep 18$0.63$0.3782%1.70$81.37$104.63
81/82101/102Oct 30$0.85$0.1552%5.67$81.15$101.85
88/8899/100Sep 25$0.76$0.2458%3.17$87.24$99.76
81/82102/103Oct 30$0.73$0.2755%2.70$81.27$102.73
84/85102/103Oct 9$0.67$0.3360%2.03$84.33$102.67
81/82102/103Oct 9$0.56$0.4470%1.27$81.44$102.56
88/8897/98Sep 25$0.71$0.2954%2.45$87.29$97.71
88/8895/96Sep 25$0.77$0.2346%3.35$87.23$95.77
85/86102/103Oct 30$0.80$0.2043%4.00$85.20$102.80
81/8294/95Oct 2$0.69$0.3153%2.23$81.31$94.69

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 88 found (best R:R 8.09, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$90.00$95.00$100.00Oct 16$0.76$4.2431%5.58
$85.00$90.00$95.00Oct 16$0.99$4.0137%4.05
$89.00$90.00$91.00Sep 18$0.19$0.8139%4.26
$90.00$91.00$92.00Sep 18$0.18$0.8235%4.56
$91.00$92.00$93.00Sep 18$0.15$0.8523%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$85.00$90.00$95.00Oct 16$0.55$4.4537%8.09
$95.00$100.00$105.00Oct 16$0.18$4.8221%26.78
$92.00$95.00$98.00Oct 23$0.07$2.9318%41.86
$93.00$99.00$105.00Oct 30$0.70$5.3026%7.57
$75.00$80.00$85.00Oct 16$0.65$4.3524%6.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 115 found (best net $-1.41, 104 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$80.00$86.001:2Oct 2-$1.41$4.59
$80.00$84.001:2Sep 18-$1.70$2.30
$80.00$85.001:2Oct 9-$2.25$2.75
$85.00$90.001:2Oct 16-$1.37$3.63
$90.00$95.001:2Oct 16-$0.47$4.53
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Oct 16-$1.26$3.74
$99.00$93.001:2Oct 30-$2.73$3.27
$100.00$95.001:2Oct 16-$2.81$2.19
$90.00$89.001:2Sep 18$0.00$1.00
$80.00$75.001:2Oct 23-$0.21$4.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 66 found (best yield 5.05%, avg 1.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$91.00Oct 30$4.550.511.1%5.05%6.13%891
$96.00Oct 30$2.510.366.6%2.79%9.42%22
$98.00Oct 30$2.000.318.8%2.22%11.07%12
$100.00Oct 30$1.580.2711.1%1.75%12.83%--10
$97.00Oct 23$1.950.327.7%2.17%9.91%1011
$92.00Oct 23$3.250.472.2%3.61%5.80%--24
$101.00Oct 30$1.430.2512.2%1.59%13.77%22
$91.00Oct 23$3.650.501.1%4.05%5.13%--25
$95.00Oct 16$2.260.345.5%2.51%8.03%1462.0K
$92.00Oct 30$2.960.482.2%3.29%5.48%271

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 14,515
Total Puts 17,735
Put/Call Ratio 1.22
Net Difference -3,220

Prior's Put/Call Breakdown

Total Calls 13,285
Total Puts 5,097
Put/Call Ratio 0.38
Net Difference 8,188

Prior 7-Day Put/Call Summary

Total Calls 106,558
Total Puts 76,687
Average Put/Call Ratio 0.74
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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