Tour v528
BIDU
BAIDU INC A ADR
$92.21 +2.54%
$92.28 (+0.07%)🌙
as of 09/21 06:00 PM
9/21 18:00

Option Volume

Detail
Current (09/21) 30,460
Calls: 23,477 (77%)
Puts: 6,983 (23%)
Prior (09/18) 25,807
Calls: 15,500 (60%)
Puts: 10,307 (40%)
Current vs Prior +18.03%
Calls: +51.46% (Calls)
Puts: -32.25% (Puts)
Prior 7-Day Total 131,989
Calls: 76,274 (58%)
Puts: 55,715 (42%)
Prior 7-Day Average 21,998
Calls: 10,896 (58%)
Puts: 7,959 (42%)
Current vs Prior 7-Day Avg +38.47%
Calls: +115.46%
Puts: -12.27%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $10.30M
Calls: $6.32M (61%)
Puts: $3.99M (39%)
Prior (09/18) $5.83M
Calls: $3.38M (58%)
Puts: $2.46M (42%)
Current vs Prior +76.61%
Calls: +87.11%
Puts: +62.17%
Prior 7-Day Total $69.30M
Calls: $20.34M (29%)
Puts: $48.97M (71%)
Prior 7-Day Average $11.55M
Calls: $2.91M (29%)
Puts: $7.00M (71%)
Current vs Prior 7-Day Avg -10.80%
Calls: +117.48%
Puts: -43.03%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.30
Prior (09/18) 0.67
Current vs Prior -55.27%
Prior 7-Day Average 0.72
Current vs Prior 7-Day Avg -58.94%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 369,205
Calls: 215,573 (58%)
Puts: 153,632 (42%)
Prior (09/18) 498,742
Calls: 327,871 (66%)
Puts: 170,871 (34%)
Current vs Prior -25.97%
Prior 7-Day Total 2,947,755
Calls: 1,905,584 (65%)
Puts: 1,042,171 (35%)
Prior 7-Day Average 491,292
Calls: 317,597 (65%)
Puts: 173,695 (35%)
Current vs Prior 7-Day Avg -24.85%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 4.61% | 6.42%9.54% | 14.81%
Prior 4.93% | 6.35%1.40% | 8.45%
Current vs Prior -6.44% | +1.11%+581.14% | +75.29%
Prior 7-Day Avg 3.66% | 6.20%3.07% | 9.40%
Current vs 7-Day Avg +25.95% | +3.62%+210.66% | +57.55%
Prior 7-Day Eod 4.93% | 6.35%1.40% | 8.45%
Current vs 7-Day Eod -6.44% | +1.11%+581.14% | +75.29%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 48.49% | 5.39%
Calls: 49.25% | 5.12%
Puts: 47.73% | 5.67%
Prior 48.49% | 5.39%
Calls: 49.25% | 5.12%
Puts: 47.73% | 5.67%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 22.13% | 8.23%
Calls: 22.36% | 7.67%
Puts: 21.91% | 8.80%
Current vs 7-Day Avg +119.10% | -34.52%
Liquidity Pricy
+
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($6.32M). Elevated premium activity with dollar volume up 77% vs prior. Extreme bullish P/C ratio of 0.30 - heavy call buying (23,477 calls vs 6,983 puts). P/C ratio dropping 55% - sentiment shifting bullish.

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 14 of results (avg 7.6%, best 5.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Oct 162.913.10$3.016.3%1870.412.2K
$75.00Oct 1616.9518.30$17.637.7%101.006
$100.00Sep 250.240.26$0.258.0%2.8K0.102.0K
$88.00Sep 254.504.90$4.708.5%70.85128
$89.00Oct 24.404.80$4.608.7%10.71123
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Oct 912.8013.50$13.155.3%--0.92242
$105.00Oct 1612.8013.55$13.185.7%10.84821
$91.00Oct 163.153.35$3.256.2%160.44--
$92.00Oct 163.653.90$3.786.6%110.48--
$100.00Sep 257.658.20$7.936.9%--0.9084

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.50, cheapest $0.60)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Sep 250.240.26$0.258.0%2.8K0.102.0K
$97.00Sep 250.500.57$0.5313.2%2630.19705
$95.00Sep 250.870.97$0.9210.9%2.1K0.292.0K
$105.00Oct 20.200.24$0.2218.2%880.07210
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$89.00Sep 250.550.65$0.6016.7%910.23267

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 86 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Sep 2511.1013.00$12.0515.8%411.0049
$81.00Sep 259.6011.70$10.6519.7%11.007
$84.00Sep 257.858.90$8.3812.5%--1.0012
$85.00Sep 257.008.80$7.9022.8%91.0018
$75.00Oct 1616.9518.30$17.637.7%101.006
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Oct 216.5019.55$18.0216.9%--1.0011
$103.00Sep 259.9011.95$10.9318.8%--0.9315
$101.00Sep 257.3510.00$8.6830.5%10.9315
$102.00Sep 258.3511.55$9.9532.2%20.926
$105.00Oct 912.8013.50$13.155.3%--0.92242

Most actively traded options today. High liquidity = easy entry/exit. 192 active (total vol 20.1K, top 2.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Sep 250.240.26$0.258.0%2.8K0.102.0K
$95.00Sep 250.870.97$0.9210.9%2.1K0.292.0K
$110.00Oct 160.390.48$0.4420.5%1.2K0.093.3K
$92.00Sep 251.922.14$2.0310.8%1.2K0.51580
$98.00Sep 250.330.51$0.4242.9%1.2K0.15266
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Oct 165.305.85$5.579.9%5800.597.5K
$90.00Sep 250.801.17$0.9937.4%4040.32933
$85.00Oct 160.931.40$1.1740.2%2880.211.5K
$80.00Sep 250.000.02$0.01200.0%2570.01197
$82.00Sep 250.020.25$0.14164.3%2070.0540

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 23 strikes (avg 27.3%, max 46.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$98.00Sep 25Oct 2357.4%39.3%46.2%1.2K291
$94.00Sep 25Oct 953.5%38.6%38.6%831513
$91.00Sep 25Oct 3050.8%36.8%37.9%230709
$96.00Sep 25Oct 2354.7%40.7%34.5%364734
$92.00Sep 25Oct 3052.2%39.0%34.0%1.2K591
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$98.00Sep 25Oct 2357.4%39.3%46.2%--129
$97.00Sep 25Oct 2355.8%39.9%39.8%1818
$91.00Sep 25Oct 3050.8%36.8%37.9%562.3K
$96.00Sep 25Oct 954.7%40.0%36.7%22.1K
$92.00Sep 25Oct 2352.2%40.0%30.8%18697

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 121 found (best R:R 1.67, avg 3.77)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$81.00$83.00Sep 25$0.75$1.25$0.75100%1.67$81.75
$84.00$85.00Sep 25$0.48$0.52$0.48100%1.08$84.48
$90.00$91.00Oct 30$0.13$0.87$0.1362%6.69$90.13
$91.00$92.00Oct 23$0.20$0.80$0.2057%4.00$91.20
$97.00$99.00Oct 30$0.46$1.54$0.4640%3.35$97.46
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$97.00$95.00Oct 23$0.55$1.45$0.5564%2.64$96.45
$102.00$100.00Oct 2$1.12$0.88$1.1289%0.79$100.88
$96.00$95.00Sep 25$0.13$0.87$0.1376%6.69$95.87
$95.00$93.00Oct 16$0.67$1.33$0.6759%1.99$94.33
$100.00$95.00Oct 16$2.98$2.02$2.9874%0.68$97.02

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 94 found (best R:R 0.96, avg 0.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$109.00$110.00Sep 25$0.49$0.49$0.5190%0.96$109.49
$95.00$96.00Oct 2$0.73$0.73$0.2763%2.70$95.73
$97.00$98.00Oct 16$0.73$0.73$0.2764%2.70$97.73
$96.00$97.00Oct 9$0.70$0.70$0.3062%2.33$96.70
$108.00$110.00Oct 2$0.34$0.34$1.6691%0.20$108.34
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$89.00$86.00Oct 30$1.30$1.30$1.7064%0.76$87.70
$91.00$90.00Oct 2$0.80$0.80$0.2058%4.00$90.20
$87.00$86.00Oct 23$0.63$0.63$0.3771%1.70$86.37
$84.00$82.00Oct 23$0.61$0.61$1.3981%0.44$83.39
$85.00$84.00Oct 16$0.50$0.50$0.5079%1.00$84.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.68, cheapest $0.54)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$92.00Sep 25Oct 2$0.8952.2%41.9%
$94.00Sep 25Oct 2$0.8353.5%43.9%
$93.00Sep 25Oct 2$0.9052.1%43.5%
$90.00Sep 25Oct 2$0.4748.2%40.8%
$91.00Sep 25Oct 2$0.0750.8%47.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$92.00Sep 25Oct 2$0.5452.2%41.9%
$94.00Sep 25Oct 2$0.7553.5%43.9%
$93.00Sep 25Oct 2$0.7852.1%43.5%
$90.00Sep 25Oct 2$0.6048.2%40.8%
$91.00Sep 25Oct 2$0.9350.8%47.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 65 found (cheapest 4.08% of stock, avg 8.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$93.00Sep 25$1.54$2.22$3.76$89.24$96.764.08%
$92.00Sep 25$2.03$1.99$4.02$87.98$96.024.36%
$94.00Sep 25$1.22$2.90$4.12$89.88$98.124.47%
$91.00Sep 25$2.76$1.46$4.22$86.78$95.224.58%
$90.00Sep 25$3.43$0.99$4.42$85.58$94.424.79%
$89.00Sep 25$3.94$0.60$4.54$84.46$93.544.92%
$96.00Sep 25$0.70$4.35$5.05$90.95$101.055.48%
$88.00Sep 25$4.70$0.39$5.09$82.91$93.095.52%
$95.00Sep 25$0.92$4.22$5.14$89.86$100.145.57%
$91.00Oct 2$2.83$2.39$5.22$85.78$96.225.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.17% of stock, avg 4.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$97.00$88.50Sep 25$0.53$0.55$1.08$87.42$98.08
$97.00$89.00Sep 25$0.53$0.60$1.13$87.87$98.13
$96.00$88.50Sep 25$0.70$0.55$1.25$87.25$97.25
$96.00$89.00Sep 25$0.70$0.60$1.30$87.70$97.30
$95.00$88.50Sep 25$0.92$0.55$1.47$87.03$96.47
$95.00$89.00Sep 25$0.92$0.60$1.52$87.48$96.52
$97.00$90.00Sep 25$0.53$0.99$1.52$88.48$98.52
$96.00$90.00Sep 25$0.70$0.99$1.69$88.31$97.69
$95.00$90.00Sep 25$0.92$0.99$1.91$88.09$96.91
$94.00$89.00Sep 25$1.22$0.60$1.82$87.18$95.82

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 159 found (best R:R 7.33, avg credit $0.54)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
89/90109/110Sep 25$0.88$0.1258%7.33$89.12$109.88
85/86109/110Sep 25$0.61$0.3982%1.56$85.39$109.61
86/87105/106Oct 23$0.83$0.1752%4.88$86.17$105.83
88/88109/110Sep 25$0.65$0.3569%1.86$87.85$109.65
88/88109/110Sep 25$0.59$0.4174%1.44$87.41$109.59
84/85101/102Oct 16$0.76$0.2456%3.17$84.24$101.76
87/88105/106Oct 9$0.71$0.2960%2.45$87.29$105.71
84/85105/106Oct 9$0.60$0.4070%1.50$84.40$105.60
86/87104/105Oct 23$0.79$0.2150%3.76$86.21$104.79
86/87101/102Oct 23$0.84$0.1644%5.25$86.16$101.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 72 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$95.00$96.00$97.00Sep 25$0.05$0.9510%19.00
$94.00$95.00$96.00Sep 25$0.08$0.9212%11.50
$93.00$94.00$95.00Oct 2$0.07$0.9311%13.29
$96.00$97.00$98.00Sep 25$0.06$0.948%15.67
$88.00$89.00$90.00Oct 2$0.08$0.9212%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$90.00$91.00$92.00Sep 25$0.06$0.9417%15.67
$89.00$90.00$91.00Sep 25$0.08$0.9217%11.50
$80.00$81.00$82.00Sep 25$0.05$0.954%19.00
$90.00$91.00$92.00Oct 16$0.08$0.928%11.50
$87.00$87.50$88.00Oct 2$0.05$0.454%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 110 found (best net $-1.68, 101 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$110.001:2Oct 16-$0.01$4.99
$95.00$96.001:2Oct 2-$0.27$0.73
$104.00$105.001:2Oct 2-$0.06$0.94
$105.00$106.001:2Oct 9-$0.09$0.91
$104.00$105.001:2Sep 25-$0.07$0.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$102.001:2Oct 2-$1.68$6.32
$95.00$92.001:2Oct 9-$0.51$2.49
$100.00$95.001:2Oct 16-$2.59$2.41
$89.00$86.001:2Oct 30-$0.54$2.46
$87.50$85.001:2Oct 16-$0.28$2.22

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 65 found (best yield 4.12%, avg 1.42%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$95.00Oct 30$3.800.463.0%4.12%7.15%14
$97.00Oct 30$3.100.405.2%3.36%8.56%11
$99.00Oct 30$2.440.357.4%2.65%10.01%24
$100.00Oct 30$2.150.338.4%2.33%10.78%112
$93.00Oct 23$4.200.500.9%4.55%5.41%10117
$103.00Oct 30$1.650.2611.7%1.79%13.49%179
$102.00Oct 30$1.770.2710.6%1.92%12.54%11
$100.00Oct 23$1.810.308.4%1.96%10.41%3935
$95.00Oct 23$2.880.433.0%3.12%6.15%20332
$95.00Oct 16$2.910.413.0%3.16%6.18%1872.2K

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 23,477
Total Puts 6,983
Put/Call Ratio 0.30
Net Difference 16,494

Prior's Put/Call Breakdown

Total Calls 15,500
Total Puts 10,307
Put/Call Ratio 0.67
Net Difference 5,193

Prior 7-Day Put/Call Summary

Total Calls 76,274
Total Puts 55,715
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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