Tour v376
BIDU
BAIDU INC A ADR
$108.24 -1.43%
7/21 15:05

Option Volume

Detail
Current (07/21 3:05pm) 18,917
Calls: 13,908 (74%)
Puts: 5,009 (26%)
Prior (07/20) 24,486
Calls: 18,825 (77%)
Puts: 5,661 (23%)
Current vs Prior -22.74%
Calls: -26.12% (Calls)
Puts: -11.52% (Puts)
Prior 7-Day Total 178,419
Calls: 129,626 (73%)
Puts: 48,793 (27%)
Prior 7-Day Average 25,488
Calls: 18,518 (73%)
Puts: 6,970 (27%)
Current vs Prior 7-Day Avg -25.78%
Calls: -24.89%
Puts: -28.14%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21 3:05pm) $17.08M
Calls: $10.38M (61%)
Puts: $6.70M (39%)
Prior (07/20) $12.10M
Calls: $7.44M (61%)
Puts: $4.66M (39%)
Current vs Prior +41.19%
Calls: +39.57%
Puts: +43.78%
Prior 7-Day Total $64.99M
Calls: $41.84M (64%)
Puts: $23.15M (36%)
Prior 7-Day Average $9.28M
Calls: $5.98M (64%)
Puts: $3.31M (36%)
Current vs Prior 7-Day Avg +83.99%
Calls: +73.65%
Puts: +102.67%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21 3:05pm) 0.36
Prior (07/20) 0.30
Current vs Prior +19.76%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg -32.86%
Sentiment BULLISH

Open Interest

Detail
Current (07/21 3:05pm) 324,772
Calls: 206,880 (64%)
Puts: 117,892 (36%)
Prior (07/20) 313,234
Calls: 198,945 (64%)
Puts: 114,289 (36%)
Current vs Prior +3.68%
Prior 7-Day Total 2,554,205
Calls: 1,668,837 (65%)
Puts: 885,368 (35%)
Prior 7-Day Average 364,886
Calls: 238,405 (65%)
Puts: 126,481 (35%)
Current vs Prior 7-Day Avg -10.99%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.59% | 7.37%13.30% | 19.93%
Prior 1.21% | 6.16%1.21% | 15.73%
Current vs Prior +280.54% | +19.63%+1002.59% | +26.67%
Prior 7-Day Avg 3.59% | 7.11%4.77% | 16.70%
Current vs 7-Day Avg +28.01% | +3.66%+179.04% | +19.33%
Prior 7-Day Eod 1.21% | 6.16%13.43% | 20.13%
Current vs 7-Day Eod +280.54% | +19.63%-0.96% | -0.98%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 12.03% | 9.42%
Calls: 15.25% | 10.26%
Puts: 8.81% | 8.58%
Prior 77.15% | 15.42%
Calls: 60.00% | 14.29%
Puts: 94.29% | 16.56%
Current vs Prior -84.41% | -38.91%
Prior 7-Day Avg 28.61% | 11.95%
Calls: 24.69% | 11.63%
Puts: 32.52% | 12.27%
Current vs 7-Day Avg -57.95% | -21.15%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($10.38M). Dollar volume significantly above 7-day average (84% higher). Extreme bullish P/C ratio of 0.36 - heavy call buying (13,908 calls vs 5,009 puts). Call-heavy open interest (206,880 calls vs 117,892 puts) suggests bullish positioning.

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 BULLISH
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 95 of results (avg 7.6%, best 2.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Jul 316.807.00$6.902.9%3100.7438
$90.00Aug 2119.2520.15$19.704.6%--0.8814
$110.00Aug 216.156.45$6.304.8%120.49361
$106.00Aug 75.806.10$5.955.0%40.60--
$107.00Aug 217.557.95$7.755.2%30.56--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$122.00Aug 714.4014.75$14.582.4%440.8362
$123.00Aug 715.2015.70$15.453.2%420.8551
$108.00Aug 216.456.70$6.583.8%650.461
$112.00Aug 76.656.95$6.804.4%--0.6093
$115.00Aug 2110.6011.20$10.905.5%100.61625

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 20 found (avg $0.65, cheapest $0.16)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 240.390.45$0.4214.3%4480.14444
$128.00Aug 70.490.59$0.5418.5%110.094
$114.00Jul 240.520.60$0.5614.3%60.18676
$127.00Aug 70.520.63$0.5719.3%20.107
$120.00Jul 310.610.71$0.6615.2%240.14442
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 240.150.18$0.1618.8%160.061.0K
$102.00Jul 240.310.36$0.3414.7%220.12532
$103.00Jul 240.430.50$0.4714.9%80.16385
$94.00Aug 70.520.60$0.5614.3%50.0912
$104.00Jul 240.600.72$0.6618.2%400.21169

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 123 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 2412.5514.50$13.5314.4%10.984
$96.00Jul 2411.0513.65$12.3521.1%10.9840
$97.00Jul 2410.1012.70$11.4022.8%--0.9787
$98.00Jul 249.5511.25$10.4016.3%--0.9780
$94.00Jul 3113.4015.90$14.6517.1%--0.9485
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$123.00Jul 2413.4515.50$14.4814.2%--1.0037
$125.00Jul 2415.4017.85$16.6314.7%--1.0054
$129.00Jul 2419.4021.80$20.6011.7%--1.0079
$120.00Jul 2411.0512.55$11.8012.7%--0.9430
$122.00Jul 2413.1514.65$13.9010.8%10.9484

Most actively traded options today. High liquidity = easy entry/exit. 202 active (total vol 10.4K, top 764)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$98.00Jul 3110.2511.20$10.738.9%7640.8894
$97.00Jul 3111.1012.10$11.608.6%5200.90147
$115.00Jul 240.390.45$0.4214.3%4480.14444
$99.00Jul 319.3010.30$9.8010.2%4120.85122
$97.00Aug 712.2013.30$12.758.6%3820.8575
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Jul 241.942.12$2.038.9%4700.47279
$119.00Jul 3111.0012.15$11.589.9%3140.8432
$105.00Jul 240.830.94$0.8912.4%2400.26358
$118.00Jul 3110.1011.25$10.6810.8%2220.8227
$117.00Jul 319.4010.15$9.787.7%1680.802

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 30.6%, max 146.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$127.00Jul 24Aug 28135.3%57.1%137.0%3229
$128.00Jul 24Aug 28115.2%57.4%100.8%2317
$124.00Jul 24Aug 1498.0%51.5%90.3%--156
$126.00Jul 24Aug 28106.7%57.0%87.3%362
$129.00Jul 24Aug 2889.3%58.0%54.0%7246
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$127.00Jul 24Aug 14135.3%54.9%146.4%--103
$90.00Jul 24Aug 28127.6%57.7%121.1%--437
$128.00Jul 24Aug 14115.2%58.4%97.0%--92
$126.00Jul 24Aug 14106.7%54.3%96.6%--109
$124.00Jul 24Aug 2898.0%57.5%70.4%2261

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 160 found (best R:R 17.18, avg 2.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$116.00$117.00Aug 7$0.10$0.90$0.109.00$116.10
$126.00$127.00Aug 7$0.10$0.90$0.109.00$126.10
$128.00$129.00Aug 28$0.10$0.90$0.109.00$128.10
$117.00$118.00Jul 31$0.13$0.87$0.136.69$117.13
$119.00$120.00Jul 31$0.13$0.87$0.136.69$119.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$94.00$90.00Aug 7$0.22$3.78$0.2217.18$93.78
$102.00$101.00Jul 24$0.10$0.90$0.109.00$101.90
$99.00$98.00Jul 24$0.11$0.89$0.118.09$98.89
$97.00$96.00Jul 31$0.12$0.88$0.127.33$96.88
$98.00$97.00Jul 31$0.12$0.88$0.127.33$97.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 191 found (best R:R 7.33, avg 1.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$101.00$102.00Jul 31$0.88$0.88$0.127.33$101.88
$97.00$98.00Jul 31$0.87$0.87$0.136.69$97.87
$90.00$95.00Aug 21$4.20$4.20$0.805.25$94.20
$95.00$96.00Aug 7$0.82$0.82$0.184.56$95.82
$102.00$103.00Aug 7$0.82$0.82$0.184.56$102.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$126.00$125.00Jul 31$0.88$0.88$0.127.33$125.12
$115.00$114.00Jul 24$0.87$0.87$0.136.69$114.13
$123.00$122.00Aug 7$0.87$0.87$0.136.69$122.13
$118.00$116.00Aug 14$1.72$1.72$0.286.14$116.28
$129.00$124.00Aug 28$4.28$4.28$0.725.94$124.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 67 found (avg debit $0.82, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$129.00Jul 24Jul 31$0.1189.3%59.0%
$94.00Jul 31Aug 7$0.1857.9%51.7%
$97.00Jul 24Jul 31$0.2062.6%54.3%
$125.00Jul 24Jul 31$0.2277.5%55.9%
$124.00Jul 24Jul 31$0.2398.0%62.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$126.00Jul 24Jul 31$0.05106.7%55.7%
$127.00Jul 24Jul 31$0.10135.3%59.0%
$128.00Jul 24Jul 31$0.10115.2%59.2%
$129.00Jul 24Jul 31$0.1089.3%59.0%
$125.00Jul 24Jul 31$0.1777.5%55.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 116 found (cheapest 4.06% of stock, avg 11.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$108.00Jul 24$2.36$2.03$4.39$103.61$112.394.06%
$107.00Jul 24$2.86$1.57$4.43$102.57$111.434.09%
$109.00Jul 24$1.89$2.61$4.50$104.50$113.504.16%
$110.00Jul 24$1.50$3.18$4.68$105.32$114.684.32%
$106.00Jul 24$3.58$1.17$4.75$101.25$110.754.39%
$111.00Jul 24$1.18$3.95$5.13$105.87$116.134.74%
$105.00Jul 24$4.28$0.89$5.17$99.83$110.174.78%
$104.00Jul 24$4.75$0.66$5.41$98.59$109.415.00%
$112.00Jul 24$0.94$4.70$5.64$106.36$117.645.21%
$113.00Jul 24$0.73$5.38$6.11$106.89$119.115.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 1.28% of stock, avg 6.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$113.00$104.00Jul 24$0.73$0.66$1.39$102.61$114.39
$112.00$104.00Jul 24$0.94$0.66$1.60$102.40$113.60
$113.00$105.00Jul 24$0.73$0.89$1.62$103.38$114.62
$112.00$105.00Jul 24$0.94$0.89$1.83$103.17$113.83
$111.00$104.00Jul 24$1.18$0.66$1.84$102.16$112.84
$113.00$106.00Jul 24$0.73$1.17$1.90$104.10$114.90
$111.00$105.00Jul 24$1.18$0.89$2.07$102.93$113.07
$112.00$106.00Jul 24$0.94$1.17$2.11$103.89$114.11
$110.00$104.00Jul 24$1.50$0.66$2.16$101.84$112.16
$113.00$107.00Jul 24$0.73$1.57$2.30$104.70$115.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 210 found (best R:R 9.00, avg credit $1.55)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
97/98100/101Aug 7$0.90$0.109.00$97.10$100.90
96/97100/101Jul 31$0.89$0.118.09$96.11$100.89
97/98100/101Jul 31$0.89$0.118.09$97.11$100.89
108/109121/122Aug 21$0.89$0.118.09$108.11$121.89
100/101103/104Jul 31$0.88$0.127.33$100.12$103.88
106/107115/116Aug 14$0.88$0.127.33$106.12$115.88
96/9799/100Jul 31$0.87$0.136.69$96.13$99.87
97/9899/100Jul 31$0.87$0.136.69$97.13$99.87
106/107113/114Aug 14$0.87$0.136.69$106.13$113.87
106/107117/118Aug 14$0.87$0.136.69$106.13$117.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 92 found (best R:R 44.45, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$118.00$119.00$120.00Aug 7$0.05$0.9519.00
$109.00$110.00$111.00Jul 24$0.07$0.9313.29
$121.00$122.00$123.00Jul 24$0.07$0.9313.29
$121.00$122.00$123.00Jul 31$0.07$0.9313.29
$126.00$127.00$128.00Aug 7$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$90.00$95.00$100.00Aug 14$0.11$4.8944.45
$108.00$110.00$112.00Aug 7$0.07$1.9327.57
$104.00$105.00$106.00Jul 24$0.05$0.9519.00
$95.00$96.00$97.00Jul 31$0.05$0.9519.00
$115.00$120.00$125.00Aug 21$0.29$4.7116.24

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 $-0.26, 72 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$120.001:2Aug 21-$1.59$3.41
$110.00$115.001:2Aug 21-$2.56$2.44
$122.00$125.001:2Aug 21-$1.48$1.52
$121.00$123.001:2Aug 7-$0.68$1.32
$119.00$120.001:2Jul 24-$0.08$0.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Jul 31-$0.26$4.74
$100.00$95.001:2Aug 14-$0.37$4.63
$95.00$90.001:2Aug 28-$0.57$4.43
$94.00$90.001:2Aug 7-$0.12$3.88
$100.00$95.001:2Aug 28-$1.20$3.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 77 found (best yield 6.79%, avg 1.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$109.00Aug 28$7.350.530.7%6.79%7.49%--13
$110.00Aug 28$6.900.511.6%6.37%8.00%707
$110.00Aug 21$6.150.491.6%5.68%7.31%12361
$111.00Aug 14$4.400.462.5%4.07%6.61%--40
$109.00Aug 7$4.350.500.7%4.02%4.72%21
$115.00Aug 21$4.250.396.2%3.93%10.17%41.4K
$110.00Aug 7$3.900.461.6%3.60%5.23%17
$113.00Aug 14$3.600.414.4%3.33%7.72%--68
$111.00Aug 7$3.500.432.5%3.23%5.78%26
$109.00Jul 31$3.250.490.7%3.00%3.70%349

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 13,908
Total Puts 5,009
Put/Call Ratio 0.36
Net Difference 8,899

Prior's Put/Call Breakdown

Total Calls 18,825
Total Puts 5,661
Put/Call Ratio 0.30
Net Difference 13,164

Prior 7-Day Put/Call Summary

Total Calls 129,626
Total Puts 48,793
Average Put/Call Ratio 0.54
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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