Tour v536
BIDU
BAIDU INC A ADR
$80.43 +4.50%
$80.65 (+0.27%)🌙
as of 11/04 06:12 PM
◀ 11/4 18:12 ▶

Option Volume

Detail
ℹ
Current (11/04) 25,512
Calls: 14,926 (59%)
Puts: 10,586 (41%)
Prior (11/03) 17,241
Calls: 12,716 (74%)
Puts: 4,525 (26%)
Current vs Prior +47.97%
Calls: +17.38% (Calls)
Puts: +133.94% (Puts)
Prior 7-Day Total 156,568
Calls: 88,556 (57%)
Puts: 68,012 (43%)
Prior 7-Day Average 22,366
Calls: 12,650 (57%)
Puts: 9,716 (43%)
Current vs Prior 7-Day Avg +14.06%
Calls: +17.98%
Puts: +8.95%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04) $5.74M
Calls: $3.48M (61%)
Puts: $2.26M (39%)
Prior (11/03) $6.97M
Calls: $1.63M (23%)
Puts: $5.34M (77%)
Current vs Prior -17.60%
Calls: +113.67%
Puts: -57.63%
Prior 7-Day Total $135.67M
Calls: $18.03M (13%)
Puts: $117.64M (87%)
Prior 7-Day Average $19.38M
Calls: $2.58M (13%)
Puts: $16.81M (87%)
Current vs Prior 7-Day Avg -70.37%
Calls: +35.12%
Puts: -86.54%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 0.71
Prior (11/03) 0.36
Current vs Prior +99.31%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg -4.97%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/04) 234,284
Calls: 141,593 (60%)
Puts: 92,691 (40%)
Prior (11/03) 388,084
Calls: 235,176 (61%)
Puts: 152,908 (39%)
Current vs Prior -39.63%
Prior 7-Day Total 2,710,465
Calls: 1,673,526 (62%)
Puts: 1,036,939 (38%)
Prior 7-Day Average 387,209
Calls: 239,075 (62%)
Puts: 148,134 (38%)
Current vs Prior 7-Day Avg -39.49%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 3.51% | 5.83%10.07% | 12.87%
Prior 4.20% | 6.48%9.84% | 12.80%
Current vs Prior -16.45% | -10.06%+2.40% | +0.56%
Prior 7-Day Avg 3.99% | 6.37%10.37% | 13.42%
Current vs 7-Day Avg -12.06% | -8.44%-2.89% | -4.14%
Prior 7-Day Eod 4.20% | 6.48%9.84% | 12.80%
Current vs 7-Day Eod -16.45% | -10.06%+2.40% | +0.56%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 15.07% | 7.43%
Calls: 15.03% | 8.80%
Puts: 15.11% | 6.06%
Prior 15.31% | 10.36%
Calls: 15.93% | 6.04%
Puts: 14.69% | 14.67%
Current vs Prior -1.57% | -28.28%
Prior 7-Day Avg 25.00% | 12.57%
Calls: 22.22% | 11.51%
Puts: 27.77% | 13.62%
Current vs 7-Day Avg -39.71% | -40.88%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($3.48M). P/C ratio rising 99% - increased hedging/bearish positioning. Call-heavy open interest (141,593 calls vs 92,691 puts) suggests bullish positioning. Declining open interest (down 40%) 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 BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 8.5%, best 6.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Dec 188.358.95$8.656.9%1320.701.1K
$80.00Dec 185.455.85$5.657.1%520.551.2K
$85.00Nov 201.962.16$2.069.7%7320.34753
$85.00Dec 183.403.75$3.589.8%2200.412.3K
$75.00Nov 206.807.50$7.159.8%10.76--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Nov 2014.1015.05$14.586.5%2370.90703
$75.00Dec 182.562.75$2.667.1%690.304.7K
$90.00Dec 1810.6011.50$11.058.1%30.721.2K
$87.00Nov 277.558.20$7.888.2%830.7011
$80.00Dec 184.504.90$4.708.5%1990.453.4K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.76, cheapest $0.14)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Nov 60.130.15$0.1414.3%7910.10886
$84.00Nov 130.911.07$0.9916.2%1020.29162
$90.00Nov 200.901.03$0.9713.4%8030.193.7K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$80.00Nov 60.831.00$0.9218.5%1120.40211

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 73 found (avg delta 0.76, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$72.00Nov 68.209.65$8.9316.2%80.99--
$74.00Nov 66.307.60$6.9518.7%60.98--
$70.00Nov 138.9012.00$10.4529.7%20.98--
$71.00Nov 69.1011.15$10.1320.2%10.98--
$73.00Nov 67.208.65$7.9318.3%120.9878
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.00Nov 66.258.75$7.5033.3%50.96--
$87.00Nov 64.458.10$6.2858.1%50.95--
$86.00Nov 64.206.90$5.5548.6%1990.94156
$90.00Nov 138.4010.35$9.3820.8%50.94--
$89.00Nov 137.809.90$8.8523.7%80.9223

Most actively traded options today. High liquidity = easy entry/exit. 190 active (total vol 21.3K, top 2.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Nov 60.070.12$0.1050.0%1.6K0.07740
$82.00Nov 60.590.76$0.6825.0%9630.341.4K
$90.00Nov 200.901.03$0.9713.4%8030.193.7K
$85.00Nov 60.130.15$0.1414.3%7910.10886
$85.00Nov 201.962.16$2.069.7%7320.34753
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$76.00Nov 60.050.09$0.0757.1%2.6K0.053.2K
$75.00Nov 60.010.05$0.03133.3%2.5K0.033.8K
$78.00Nov 60.230.35$0.2941.4%2710.18317
$74.00Nov 270.991.62$1.3148.1%2490.2233
$95.00Nov 2014.1015.05$14.586.5%2370.90703

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 9.9%, max 18.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Nov 6Dec 1853.2%44.9%18.6%7483.0K
$79.00Nov 6Dec 452.3%47.5%10.1%1331.5K
$78.00Nov 6Nov 2751.5%46.9%9.8%7071.6K
$84.00Nov 6Nov 2753.5%49.3%8.5%3251.5K
$83.00Nov 6Dec 1153.1%49.8%6.7%1311.2K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$80.00Nov 6Dec 1853.2%44.9%18.6%3113.6K
$78.00Nov 6Nov 2751.5%46.9%9.8%2771.2K
$84.00Nov 6Nov 2753.5%49.3%8.5%65178
$79.00Nov 6Nov 2752.3%51.3%2.0%75334

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 106 found (best R:R 2.33, avg 3.35)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$78.00$80.00Nov 20$0.60$1.40$0.6063%2.33$78.60
$70.00$71.00Nov 6$0.57$0.43$0.5796%0.75$70.57
$78.00$80.00Nov 27$0.78$1.22$0.7864%1.56$78.78
$74.00$75.00Nov 13$0.55$0.45$0.5592%0.82$74.55
$80.00$83.00Dec 11$1.15$1.85$1.1555%1.61$81.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$90.00$89.00Nov 13$0.53$0.47$0.5394%0.89$89.47
$85.00$84.00Nov 6$0.52$0.48$0.5291%0.92$84.48
$87.00$85.00Nov 20$1.03$0.97$1.0372%0.94$85.97
$83.00$82.00Nov 27$0.18$0.82$0.1856%4.56$82.82
$83.00$82.00Nov 13$0.33$0.67$0.3364%2.03$82.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 75 found (best R:R 3.55, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$82.00$84.00Nov 27$1.22$1.22$0.7852%1.56$83.22
$86.00$89.00Dec 4$1.00$1.00$2.0064%0.50$87.00
$88.00$89.00Nov 20$0.34$0.34$0.6676%0.52$88.34
$88.00$90.00Dec 11$0.67$0.67$1.3369%0.50$88.67
$92.00$95.00Nov 13$0.13$0.13$2.8794%0.05$92.13
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$79.00$78.00Nov 27$0.78$0.78$0.2259%3.55$78.22
$75.00$70.00Dec 18$1.34$1.34$3.6670%0.37$73.66
$80.00$75.00Dec 18$2.04$2.04$2.9655%0.69$77.96
$78.00$77.00Nov 27$0.50$0.50$0.5064%1.00$77.50
$77.00$76.00Nov 13$0.34$0.34$0.6677%0.52$76.66

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.99, cheapest $0.85)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$80.00Nov 6Nov 13$0.9653.2%42.6%
$82.00Nov 6Nov 13$0.9051.6%42.2%
$81.00Nov 6Nov 13$1.0450.5%43.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$80.00Nov 6Nov 13$0.8553.2%42.6%
$82.00Nov 6Nov 13$1.3051.6%42.2%
$81.00Nov 6Nov 13$0.9150.5%43.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 50 found (cheapest 2.93% of stock, avg 8.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$81.00Nov 6$1.04$1.32$2.36$78.64$83.362.93%
$80.00Nov 6$1.50$0.92$2.42$77.58$82.423.01%
$79.00Nov 6$2.21$0.54$2.75$76.25$81.753.42%
$82.00Nov 6$0.68$2.12$2.80$79.20$84.803.48%
$83.00Nov 6$0.43$2.74$3.17$79.83$86.173.94%
$78.00Nov 6$2.99$0.29$3.28$74.72$81.284.08%
$77.00Nov 6$3.95$0.14$4.09$72.91$81.095.09%
$84.00Nov 6$0.25$3.88$4.13$79.87$88.135.13%
$80.00Nov 13$2.46$1.77$4.23$75.77$84.235.26%
$81.00Nov 13$2.08$2.23$4.31$76.69$85.315.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 0.26% of stock, avg 4.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$85.00$76.00Nov 6$0.14$0.07$0.21$75.79$85.21
$85.00$77.00Nov 6$0.14$0.14$0.28$76.72$85.28
$84.00$76.00Nov 6$0.25$0.07$0.32$75.68$84.32
$84.00$77.00Nov 6$0.25$0.14$0.39$76.61$84.39
$85.00$78.00Nov 6$0.14$0.29$0.43$77.57$85.43
$84.00$78.00Nov 6$0.25$0.29$0.54$77.46$84.54
$83.00$76.00Nov 6$0.43$0.07$0.50$75.50$83.50
$83.00$77.00Nov 6$0.43$0.14$0.57$76.43$83.57
$83.00$78.00Nov 6$0.43$0.29$0.72$77.28$83.72
$85.00$79.00Nov 6$0.14$0.54$0.68$78.32$85.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 95 found (best R:R 1.22, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
71/7288/89Nov 20$0.55$0.4560%1.22$71.45$88.55
74/7589/90Nov 27$0.65$0.3550%1.86$74.35$89.65
74/7588/89Nov 20$0.62$0.3851%1.63$74.38$88.62
74/7587/88Nov 27$0.68$0.3244%2.12$74.32$87.68
74/7594/95Nov 27$0.50$0.5061%1.00$74.50$94.50
74/7592/93Nov 27$0.53$0.4757%1.13$74.47$92.53
76/7788/89Nov 13$0.45$0.5564%0.82$76.55$88.45
75/7688/89Nov 20$0.59$0.4148%1.44$75.41$88.59
76/7784/85Nov 13$0.59$0.4147%1.44$76.41$84.59
74/7588/89Nov 27$0.58$0.4248%1.38$74.42$88.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 57 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$80.00$85.00$90.00Dec 18$0.55$4.4527%8.09
$78.00$79.00$80.00Nov 6$0.07$0.9323%13.29
$80.00$81.00$82.00Nov 6$0.10$0.9026%9.00
$82.00$83.00$84.00Nov 6$0.07$0.9319%13.29
$81.00$82.00$83.00Nov 6$0.11$0.8923%8.09
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$80.00$85.00$90.00Dec 18$0.05$4.9527%99.00
$70.00$75.00$80.00Dec 18$0.70$4.3028%6.14
$85.00$90.00$95.00Dec 18$0.60$4.4022%7.33
$77.00$78.00$79.00Nov 6$0.10$0.9018%9.00
$78.00$79.00$80.00Nov 6$0.13$0.8723%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. 82 found (best net $-0.62, 75 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$85.00$90.001:2Dec 18-$0.54$4.46
$80.00$85.001:2Dec 18-$1.51$3.49
$90.00$95.001:2Dec 18-$0.44$4.56
$75.00$80.001:2Dec 18-$2.65$2.35
$82.00$86.001:2Dec 4-$1.09$2.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$80.00$75.001:2Dec 18-$0.62$4.38
$85.00$80.001:2Dec 18-$1.55$3.45
$70.00$65.001:2Dec 18$0.00$5.00
$73.00$70.001:2Nov 27-$0.20$2.80
$80.00$79.001:2Nov 6-$0.16$0.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 4.23%, avg 1.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$85.00Dec 18$3.400.415.7%4.23%9.91%2202.3K
$83.00Dec 11$3.600.463.2%4.48%7.67%1100
$85.00Dec 11$2.930.405.7%3.64%9.32%7--
$90.00Dec 18$1.870.2811.9%2.33%14.22%1762.1K
$82.00Dec 4$3.600.491.9%4.48%6.43%13
$88.00Dec 11$1.970.319.4%2.45%11.86%24
$86.00Dec 4$2.200.366.9%2.74%9.66%1--
$81.00Nov 27$3.650.520.7%4.54%5.25%13209
$82.00Nov 27$3.150.481.9%3.92%5.87%553
$84.00Nov 27$2.440.404.4%3.03%7.47%3188

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 14,926
Total Puts 10,586
Put/Call Ratio 0.71
Net Difference 4,340

Prior's Put/Call Breakdown

Total Calls 12,716
Total Puts 4,525
Put/Call Ratio 0.36
Net Difference 8,191

Prior 7-Day Put/Call Summary

Total Calls 88,556
Total Puts 68,012
Average Put/Call Ratio 0.75
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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