Tour v492
BIDU
BAIDU INC A ADR
$111.40 -1.05%
8/5 15:05

Option Volume

Detail
Current (08/05 3:05pm) 19,601
Calls: 12,245 (62%)
Puts: 7,356 (38%)
Prior (08/04) 22,722
Calls: 9,509 (42%)
Puts: 13,213 (58%)
Current vs Prior -13.74%
Calls: +28.77% (Calls)
Puts: -44.33% (Puts)
Prior 7-Day Total 127,584
Calls: 78,591 (62%)
Puts: 48,993 (38%)
Prior 7-Day Average 18,226
Calls: 11,227 (62%)
Puts: 6,999 (38%)
Current vs Prior 7-Day Avg +7.54%
Calls: +9.06%
Puts: +5.10%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 3:05pm) $10.88M
Calls: $6.82M (63%)
Puts: $4.06M (37%)
Prior (08/04) $7.06M
Calls: $2.44M (35%)
Puts: $4.62M (65%)
Current vs Prior +54.12%
Calls: +179.92%
Puts: -12.19%
Prior 7-Day Total $53.80M
Calls: $28.59M (53%)
Puts: $25.21M (47%)
Prior 7-Day Average $7.69M
Calls: $4.08M (53%)
Puts: $3.60M (47%)
Current vs Prior 7-Day Avg +41.56%
Calls: +66.99%
Puts: +12.72%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 3:05pm) 0.60
Prior (08/04) 1.39
Current vs Prior -56.77%
Prior 7-Day Average 0.72
Current vs Prior 7-Day Avg -16.22%
Sentiment BULLISH

Open Interest

Detail
Current (08/05 3:05pm) 374,909
Calls: 223,880 (60%)
Puts: 151,029 (40%)
Prior (08/04) 361,405
Calls: 219,351 (61%)
Puts: 142,054 (39%)
Current vs Prior +3.74%
Prior 7-Day Total 2,393,890
Calls: 1,496,308 (63%)
Puts: 897,582 (37%)
Prior 7-Day Average 341,984
Calls: 213,758 (63%)
Puts: 128,226 (37%)
Current vs Prior 7-Day Avg +9.63%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.71% | 6.27%9.77% | 16.43%
Prior 5.12% | 7.34%11.01% | 17.01%
Current vs Prior -27.66% | -14.66%-11.29% | -3.42%
Prior 7-Day Avg 3.79% | 6.75%11.63% | 18.42%
Current vs 7-Day Avg -2.27% | -7.17%-16.04% | -10.80%
Prior 7-Day Eod 5.12% | 7.34%10.82% | 15.91%
Current vs 7-Day Eod -27.66% | -14.66%-9.73% | +3.26%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 10.86% | 10.75%
Calls: 9.50% | 11.59%
Puts: 12.21% | 9.92%
Prior 7.88% | 7.26%
Calls: 6.45% | 8.68%
Puts: 9.30% | 5.84%
Current vs Prior +37.82% | +48.07%
Prior 7-Day Avg 15.81% | 10.79%
Calls: 17.70% | 11.56%
Puts: 13.92% | 10.03%
Current vs 7-Day Avg -31.33% | -0.40%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($6.82M). Elevated premium activity with dollar volume up 54% vs prior. Bullish P/C ratio of 0.60. P/C ratio dropping 57% - 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 BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 143 of results (avg 6.5%, best 1.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 2112.6513.05$12.853.1%--0.83235
$130.00Sep 182.502.58$2.543.1%4220.234.8K
$97.00Aug 2115.1015.60$15.353.3%20.88--
$90.00Sep 1822.5523.30$22.933.3%--0.90242
$100.00Aug 2813.2013.65$13.433.4%--0.8050
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 1820.4520.75$20.601.5%550.771.6K
$120.00Sep 1812.6512.95$12.802.3%190.622.1K
$125.00Aug 2114.6515.10$14.883.0%10.81221
$130.00Aug 2118.9019.50$19.203.1%--0.87317
$113.00Aug 215.906.10$6.003.3%20.5355

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 10 found (avg $0.78, cheapest $0.55)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 70.550.61$0.5810.3%4020.23717
$122.00Aug 140.560.67$0.6217.7%20.1496
$114.00Aug 70.720.83$0.7714.3%1800.29196
$120.00Aug 140.790.92$0.8615.1%400.18428
$130.00Aug 210.820.91$0.8710.3%6280.136.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Aug 70.500.61$0.5520.0%110.21497
$109.00Aug 70.750.85$0.8012.5%440.28256
$97.00Aug 210.750.88$0.8215.9%--0.12186
$98.00Aug 210.881.01$0.9513.7%50.1351
$105.00Aug 140.911.05$0.9814.3%90.20185

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 126 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 1416.0018.45$17.2314.2%--1.0049
$100.00Aug 710.9012.35$11.6312.5%950.9974
$103.00Aug 77.7510.30$9.0328.2%--0.9757
$104.00Aug 77.158.00$7.5811.2%--0.9541
$94.00Aug 716.7019.30$18.0014.4%--0.9562
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$123.00Aug 710.4512.00$11.2313.8%21.0050
$125.00Aug 713.0015.55$14.2817.9%1161.005
$126.00Aug 714.0016.55$15.2816.7%1321.006
$122.00Aug 79.4011.40$10.4019.2%--0.9448
$120.00Aug 77.909.25$8.5715.8%80.9417

Most actively traded options today. High liquidity = easy entry/exit. 211 active (total vol 13.9K, top 650)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 210.820.91$0.8710.3%6280.136.2K
$115.00Aug 213.703.95$3.836.5%5120.421.5K
$105.00Aug 147.207.85$7.538.6%4640.80117
$130.00Sep 182.502.58$2.543.1%4220.234.8K
$115.00Aug 70.550.61$0.5810.3%4020.23717
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 140.140.35$0.2584.0%6500.07694
$101.00Aug 211.441.55$1.507.3%5670.194.3K
$100.00Aug 211.211.35$1.2810.9%4830.171.3K
$101.00Aug 140.330.41$0.3721.6%2670.092.1K
$116.00Aug 146.006.75$6.3811.8%2560.6977

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 60 strikes (avg 56.1%, max 268.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Aug 7Sep 18141.4%51.3%175.5%2345
$96.00Aug 7Aug 28148.1%55.6%166.2%20147
$94.00Aug 7Aug 28144.5%56.0%158.1%26862
$132.00Aug 7Aug 14148.6%58.3%155.0%336
$131.00Aug 7Aug 28146.1%58.8%148.5%3312
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Aug 7Sep 18192.0%52.1%268.6%12.4K
$96.00Aug 7Sep 11148.1%50.9%191.2%1319
$95.00Aug 7Sep 18141.4%51.3%175.5%433.7K
$94.00Aug 7Sep 4144.5%54.0%167.5%1341
$97.00Aug 7Aug 28126.2%54.9%129.7%2576

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 167 found (best R:R 14.38, avg 2.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$130.00$131.00Aug 28$0.10$0.90$0.109.00$130.10
$116.00$117.00Aug 7$0.11$0.89$0.118.09$116.11
$125.00$130.00Aug 21$0.55$4.45$0.558.09$125.55
$119.00$120.00Aug 7$0.12$0.88$0.127.33$119.12
$128.00$129.00Aug 28$0.12$0.88$0.127.33$128.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$94.00$90.00Aug 21$0.26$3.74$0.2614.38$93.74
$93.00$90.00Aug 28$0.25$2.75$0.2511.00$92.75
$97.00$95.00Aug 21$0.22$1.78$0.228.09$96.78
$94.00$93.00Sep 4$0.11$0.89$0.118.09$93.89
$107.00$106.00Aug 7$0.12$0.88$0.127.33$106.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 213 found (best R:R 9.00, avg 1.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$103.00$104.00Aug 21$0.88$0.88$0.127.33$103.88
$104.00$105.00Aug 14$0.87$0.87$0.136.69$104.87
$106.00$107.00Aug 7$0.85$0.85$0.155.67$106.85
$101.00$102.00Aug 21$0.83$0.83$0.174.88$101.83
$100.00$101.00Aug 21$0.82$0.82$0.184.56$100.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$116.00$115.00Aug 14$0.90$0.90$0.109.00$115.10
$130.00$129.00Aug 28$0.88$0.88$0.127.33$129.12
$125.00$124.00Aug 14$0.87$0.87$0.136.69$124.13
$130.00$125.00Aug 21$4.32$4.32$0.686.35$125.68
$118.00$117.00Aug 14$0.85$0.85$0.155.67$117.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 59 found (avg debit $0.88, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Aug 7Aug 14$0.1061.4%46.4%
$95.00Aug 7Aug 14$0.18141.4%51.9%
$130.00Aug 7Aug 14$0.1873.5%57.5%
$101.00Aug 7Aug 14$0.2097.1%47.7%
$97.00Aug 7Aug 21$0.22126.2%58.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$102.00Aug 7Aug 14$0.1989.3%47.9%
$100.00Aug 7Aug 14$0.2361.4%46.4%
$93.00Aug 28Sep 4$0.3056.2%54.6%
$130.00Aug 21Aug 28$0.4561.5%58.3%
$121.00Aug 7Aug 14$0.4866.8%52.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 117 found (cheapest 3.19% of stock, avg 10.81%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$111.00Aug 7$2.00$1.55$3.55$107.45$114.553.19%
$112.00Aug 7$1.48$2.13$3.61$108.39$115.613.24%
$110.00Aug 7$2.49$1.14$3.63$106.37$113.633.26%
$113.00Aug 7$1.10$2.70$3.80$109.20$116.803.41%
$109.00Aug 7$3.18$0.80$3.98$105.02$112.983.57%
$114.00Aug 7$0.77$3.40$4.17$109.83$118.173.74%
$108.00Aug 7$3.98$0.55$4.53$103.47$112.534.07%
$115.00Aug 7$0.58$4.13$4.71$110.29$119.714.23%
$107.00Aug 7$4.72$0.36$5.08$101.92$112.084.56%
$116.00Aug 7$0.40$5.03$5.43$110.57$121.434.87%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.68% of stock, avg 6.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$116.00$107.00Aug 7$0.40$0.36$0.76$106.24$116.76
$115.00$107.00Aug 7$0.58$0.36$0.94$106.06$115.94
$116.00$108.00Aug 7$0.40$0.55$0.95$107.05$116.95
$114.00$107.00Aug 7$0.77$0.36$1.13$105.87$115.13
$115.00$108.00Aug 7$0.58$0.55$1.13$106.87$116.13
$116.00$109.00Aug 7$0.40$0.80$1.20$107.80$117.20
$114.00$108.00Aug 7$0.77$0.55$1.32$106.68$115.32
$115.00$109.00Aug 7$0.58$0.80$1.38$107.62$116.38
$113.00$107.00Aug 7$1.10$0.36$1.46$105.54$114.46
$116.00$110.00Aug 7$0.40$1.14$1.54$108.46$117.54

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 175 found (best R:R 8.09, avg credit $1.59)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
100/101102/103Aug 14$0.89$0.118.09$100.11$102.89
95/96105/106Aug 28$0.89$0.118.09$95.11$105.89
95/96109/110Aug 28$0.89$0.118.09$95.11$109.89
95/9798/100Aug 21$1.77$0.237.70$95.23$99.77
96/97105/106Aug 28$0.87$0.136.69$96.13$105.87
96/97109/110Aug 28$0.87$0.136.69$96.13$109.87
90/9396/100Aug 28$3.45$0.556.27$89.55$99.45
98/99102/103Aug 21$0.86$0.146.14$98.14$102.86
93/9596/100Aug 28$3.44$0.566.14$91.56$99.44
105/106107/108Aug 14$0.85$0.155.67$105.15$107.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 88 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$90.00$95.00$100.00Sep 18$0.10$4.9049.00
$109.00$110.00$111.00Aug 14$0.05$0.9519.00
$119.00$120.00$121.00Aug 14$0.06$0.9415.67
$111.00$113.00$115.00Aug 28$0.12$1.8815.67
$115.00$116.00$117.00Aug 7$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$120.00$125.00$130.00Aug 21$0.14$4.8634.71
$107.00$108.00$109.00Aug 7$0.06$0.9415.67
$102.00$103.00$104.00Aug 28$0.06$0.9415.67
$110.00$111.00$112.00Aug 28$0.06$0.9415.67
$90.00$95.00$100.00Sep 18$0.33$4.6714.15

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 94 found (best net $-0.11, 87 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$130.001:2Aug 21-$0.32$4.68
$125.00$130.001:2Sep 18-$1.61$3.39
$120.00$125.001:2Sep 18-$2.19$2.81
$122.00$125.001:2Aug 21-$0.90$2.10
$115.00$120.001:2Sep 18-$3.00$2.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Sep 11-$0.11$4.89
$111.00$105.001:2Sep 4-$1.12$4.88
$95.00$90.001:2Sep 18-$0.25$4.75
$100.00$95.001:2Sep 4-$0.27$4.73
$105.00$100.001:2Sep 4-$0.63$4.37

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 69 found (best yield 5.75%, avg 2.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$112.00Sep 4$6.400.520.5%5.75%6.28%21
$115.00Sep 18$6.350.473.2%5.70%8.93%2864.7K
$113.00Sep 4$5.950.491.4%5.34%6.78%7379
$115.00Sep 11$5.700.463.2%5.12%8.35%152
$113.00Aug 28$5.250.491.4%4.71%6.15%111
$115.00Sep 4$5.150.453.2%4.62%7.85%--47
$112.00Aug 21$4.850.500.5%4.35%4.89%--124
$120.00Sep 18$4.650.387.7%4.17%11.89%1354.2K
$113.00Aug 21$4.450.471.4%3.99%5.43%2477
$115.00Aug 28$4.450.443.2%3.99%7.23%3125

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 12,245
Total Puts 7,356
Put/Call Ratio 0.60
Net Difference 4,889

Prior's Put/Call Breakdown

Total Calls 9,509
Total Puts 13,213
Put/Call Ratio 1.39
Net Difference -3,704

Prior 7-Day Put/Call Summary

Total Calls 78,591
Total Puts 48,993
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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