Tour v528
BIDU
BAIDU INC A ADR
$90.09 +1.74%
9/17 15:05

Option Volume

Detail
Current (09/17 3:05pm) 29,652
Calls: 12,796 (43%)
Puts: 16,856 (57%)
Prior (09/15) 15,397
Calls: 10,314 (67%)
Puts: 5,083 (33%)
Current vs Prior +92.58%
Calls: +24.06% (Calls)
Puts: +231.62% (Puts)
Prior 7-Day Total 190,346
Calls: 107,200 (56%)
Puts: 83,146 (44%)
Prior 7-Day Average 27,192
Calls: 15,314 (56%)
Puts: 11,878 (44%)
Current vs Prior 7-Day Avg +9.05%
Calls: -16.44%
Puts: +41.91%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/17 3:05pm) $34.33M
Calls: $5.25M (15%)
Puts: $29.08M (85%)
Prior (09/15) $5.05M
Calls: $2.16M (43%)
Puts: $2.89M (57%)
Current vs Prior +579.34%
Calls: +143.28%
Puts: +904.78%
Prior 7-Day Total $160.11M
Calls: $30.77M (19%)
Puts: $129.35M (81%)
Prior 7-Day Average $22.87M
Calls: $4.40M (19%)
Puts: $18.48M (81%)
Current vs Prior 7-Day Avg +50.10%
Calls: +19.55%
Puts: +57.36%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/17 3:05pm) 1.32
Prior (09/15) 0.49
Current vs Prior +167.29%
Prior 7-Day Average 0.94
Current vs Prior 7-Day Avg +40.17%
Sentiment BEARISH

Open Interest

Detail
Current (09/17 3:05pm) 494,263
Calls: 320,526 (65%)
Puts: 173,737 (35%)
Prior (09/15) 487,416
Calls: 311,882 (64%)
Puts: 175,534 (36%)
Current vs Prior +1.40%
Prior 7-Day Total 3,384,751
Calls: 2,154,730 (64%)
Puts: 1,230,021 (36%)
Prior 7-Day Average 483,535
Calls: 307,818 (64%)
Puts: 175,717 (36%)
Current vs Prior 7-Day Avg +2.22%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 2.35% | 5.13%2.35% | 9.08%
Prior 4.16% | 6.35%4.16% | 9.88%
Current vs Prior -43.48% | -19.29%-43.48% | -8.08%
Prior 7-Day Avg 2.89% | 5.50%5.96% | 10.71%
Current vs 7-Day Avg -18.55% | -6.76%-60.52% | -15.23%
Prior 7-Day Eod 4.16% | 6.35%2.65% | 9.01%
Current vs 7-Day Eod -43.48% | -19.29%-11.33% | +0.75%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 22.93% | 8.00%
Calls: 30.49% | 7.98%
Puts: 15.38% | 8.03%
Prior 12.61% | 13.46%
Calls: 10.73% | 12.15%
Puts: 14.49% | 14.77%
Current vs Prior +81.84% | -40.56%
Prior 7-Day Avg 25.03% | 11.84%
Calls: 17.80% | 8.78%
Puts: 32.27% | 14.90%
Current vs 7-Day Avg -8.40% | -32.44%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 85% of dollar volume in puts ($29.08M) vs calls ($5.25M). Massive premium surge with dollar volume up 579% vs prior. Dollar volume significantly above 7-day average (50% higher). Above-average activity with volume up 93% vs prior.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
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 39 of results (avg 8.0%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Oct 164.204.40$4.304.7%1.1K0.531.2K
$89.00Oct 94.004.25$4.136.1%70.5790
$92.00Oct 92.682.86$2.776.5%60.44111
$80.00Oct 1610.7011.50$11.107.2%20.871.2K
$87.00Oct 306.557.05$6.807.4%20.621
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Oct 1610.7011.25$10.985.0%320.782.1K
$103.00Sep 2512.7013.50$13.106.1%11.0017
$90.00Oct 163.754.00$3.886.4%1110.475.0K
$105.00Oct 1614.9015.90$15.406.5%--0.87822
$100.00Oct 910.1510.90$10.537.1%--0.8386

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 12 found (avg $0.68, cheapest $0.24)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$98.00Sep 250.220.25$0.2412.5%30.09207
$97.00Sep 250.280.34$0.3119.4%2670.12518
$95.00Sep 250.510.60$0.5516.4%2180.19544
$94.00Sep 250.640.76$0.7017.1%600.24130
$97.00Oct 20.820.94$0.8813.6%130.2112
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.00Sep 250.690.84$0.7619.7%1550.25119
$87.50Sep 250.830.99$0.9117.6%30.298
$84.00Oct 20.640.76$0.7017.1%150.18106
$85.00Oct 20.850.97$0.9113.2%50.22553
$80.00Oct 160.610.73$0.6717.9%230.133.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 98 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Sep 1814.0515.75$14.9011.4%--1.0025
$80.00Sep 189.5010.30$9.908.1%101.00229
$84.00Sep 185.056.65$5.8527.4%--1.00101
$85.00Sep 184.805.60$5.2015.4%11.00102
$80.00Sep 259.1510.80$9.9816.5%100.9841
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$103.00Sep 2512.7013.50$13.106.1%11.0017
$104.00Sep 2513.4515.70$14.5815.4%--1.0015
$105.00Sep 2514.2016.50$15.3515.0%21.0012
$106.00Sep 2515.4017.75$16.5814.2%--1.0010
$99.00Sep 188.259.35$8.8012.5%550.9936

Most actively traded options today. High liquidity = easy entry/exit. 198 active (total vol 19.3K, top 3.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Sep 250.000.08$0.04200.0%1.5K0.022.1K
$90.00Oct 164.204.40$4.304.7%1.1K0.531.2K
$90.00Sep 180.690.94$0.8230.5%6230.522.7K
$95.00Sep 180.010.03$0.02100.0%4280.024.7K
$92.00Sep 180.200.25$0.2321.7%4030.19676
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Sep 189.3510.30$9.829.7%3.6K0.992.9K
$105.00Sep 1814.4515.70$15.088.3%2.7K0.991.0K
$75.00Oct 160.160.24$0.2040.0%1.1K0.052.7K
$89.00Sep 180.270.41$0.3441.2%6830.28873
$90.00Sep 180.620.84$0.7330.1%4070.482.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 4.4%, max 8.7%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$92.00Sep 18Oct 3044.7%42.1%6.0%430677
$90.00Sep 18Oct 3039.9%38.9%2.4%8313.4K
$89.00Sep 18Oct 3039.7%39.0%1.8%20961
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$92.00Sep 18Oct 2344.7%41.1%8.7%7351
$88.50Sep 18Oct 241.8%38.8%7.6%216378
$90.00Sep 18Oct 3039.9%38.9%2.4%4102.4K
$89.00Sep 18Oct 2339.7%38.8%2.2%683918

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 128 found (best R:R 3.55, avg 3.18)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$87.00$88.00Oct 30$0.22$0.78$0.2262%3.55$87.22
$85.00$90.00Oct 16$2.83$2.17$2.8372%0.77$87.83
$84.00$85.00Sep 18$0.65$0.35$0.65100%0.54$84.65
$98.00$100.00Oct 30$0.30$1.70$0.3030%5.67$98.30
$85.00$89.00Oct 23$2.32$1.68$2.3270%0.72$87.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$80.00$75.00Oct 23$0.20$4.80$0.2014%24.00$79.80
$92.00$91.00Oct 2$0.50$0.50$0.5058%1.00$91.50
$95.00$92.00Oct 23$1.74$1.26$1.7463%0.72$93.26
$83.00$82.00Oct 9$0.12$0.88$0.1217%7.33$82.88
$84.00$83.00Oct 2$0.13$0.87$0.1318%6.69$83.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 95 found (best R:R 0.29, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$104.00$105.00Sep 18$0.32$0.32$0.6892%0.47$104.32
$100.00$101.00Oct 30$0.46$0.46$0.5473%0.85$100.46
$103.00$104.00Oct 9$0.19$0.19$0.8188%0.23$103.19
$98.00$99.00Sep 25$0.13$0.13$0.8791%0.15$98.13
$100.00$105.00Oct 23$0.85$0.85$4.1576%0.20$100.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$85.00$80.00Oct 16$1.12$1.12$3.8872%0.29$83.88
$90.00$85.00Oct 16$2.09$2.09$2.9153%0.72$87.91
$82.00$80.00Oct 23$0.60$0.60$1.4080%0.43$81.40
$82.00$81.00Sep 18$0.31$0.31$0.6990%0.45$81.69
$80.00$75.00Oct 16$0.47$0.47$4.5387%0.10$79.53

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.23, cheapest $1.19)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$90.00Sep 18Sep 25$1.3139.9%37.2%
$91.00Sep 18Sep 25$1.2541.0%38.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$90.00Sep 18Sep 25$1.1939.9%37.2%
$91.00Sep 18Sep 25$1.1941.0%38.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 65 found (cheapest 1.72% of stock, avg 7.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$90.00Sep 18$0.82$0.73$1.55$88.45$91.551.72%
$91.00Sep 18$0.42$1.30$1.72$89.28$92.721.91%
$89.00Sep 18$1.44$0.34$1.78$87.22$90.781.98%
$88.50Sep 18$1.75$0.25$2.00$86.50$90.502.22%
$92.00Sep 18$0.23$2.06$2.29$89.71$94.292.54%
$88.00Sep 18$2.30$0.15$2.45$85.55$90.452.72%
$87.50Sep 18$2.76$0.11$2.87$84.63$90.373.19%
$93.00Sep 18$0.11$3.06$3.17$89.83$96.173.52%
$87.00Sep 18$3.27$0.06$3.33$83.67$90.333.70%
$90.00Sep 25$2.13$1.92$4.05$85.95$94.054.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 159 found (cheapest 0.29% of stock, avg 4.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$93.00$88.00Sep 18$0.11$0.15$0.26$87.74$93.26
$92.00$88.00Sep 18$0.23$0.15$0.38$87.62$92.38
$93.00$88.50Sep 18$0.11$0.25$0.36$88.14$93.36
$93.00$83.00Sep 18$0.11$0.34$0.45$82.55$93.45
$92.00$88.50Sep 18$0.23$0.25$0.48$88.02$92.48
$104.00$88.00Sep 18$0.34$0.15$0.49$87.51$104.49
$106.00$88.00Sep 18$0.34$0.15$0.49$87.51$106.49
$93.00$89.00Sep 18$0.11$0.34$0.45$88.55$93.45
$92.00$83.00Sep 18$0.23$0.34$0.57$82.43$92.57
$92.00$89.00Sep 18$0.23$0.34$0.57$88.43$92.57

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 146 found (best R:R 1.70, avg credit $0.50)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
81/82104/105Sep 18$0.63$0.3782%1.70$81.37$104.63
80/81100/101Oct 30$0.71$0.2954%2.45$80.29$100.71
81/82100/101Oct 30$0.70$0.3051%2.33$81.30$100.70
85/86103/104Oct 30$0.70$0.3045%2.33$85.30$103.70
81/8292/93Sep 18$0.43$0.5771%0.75$81.57$92.43
88/88104/105Sep 18$0.42$0.5870%0.72$88.08$104.42
85/86102/103Oct 30$0.67$0.3343%2.03$85.33$102.67
81/8291/92Sep 18$0.50$0.5058%1.00$81.50$91.50
80/8298/100Oct 23$1.06$0.9450%1.13$80.94$99.06
85/86104/105Oct 30$0.60$0.4047%1.50$85.40$104.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 92 found (best R:R 7.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$85.00$90.00$95.00Oct 16$0.91$4.0937%4.49
$90.00$95.00$100.00Oct 16$0.81$4.1931%5.17
$95.00$100.00$105.00Oct 16$0.54$4.4622%8.26
$91.00$92.00$93.00Sep 18$0.07$0.9322%13.29
$89.00$90.00$91.00Sep 18$0.22$0.7839%3.55
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$90.00$95.00$100.00Oct 16$0.60$4.4031%7.33
$93.00$99.00$105.00Oct 30$0.75$5.2526%7.00
$80.00$85.00$90.00Oct 16$0.97$4.0334%4.15
$89.00$90.00$91.00Sep 18$0.18$0.8239%4.56
$95.00$100.00$105.00Oct 16$0.57$4.4322%7.77

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 104 found (best net $-1.23, 96 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$80.00$86.001:2Oct 2-$1.23$4.77
$80.00$84.001:2Sep 18-$1.80$2.20
$80.00$85.001:2Oct 9-$2.45$2.55
$85.00$90.001:2Oct 16-$1.47$3.53
$90.00$95.001:2Oct 16-$0.46$4.54
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Oct 16-$0.63$4.37
$100.00$95.001:2Oct 9-$2.33$2.67
$99.00$93.001:2Oct 30-$2.33$3.67
$100.00$95.001:2Oct 16-$3.28$1.72
$91.00$90.001:2Sep 18-$0.16$0.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 65 found (best yield 4.44%, avg 1.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$92.00Oct 30$4.000.472.1%4.44%6.56%271
$91.00Oct 30$4.350.501.0%4.83%5.84%831
$96.00Oct 30$2.670.366.6%2.96%9.52%22
$100.00Oct 30$1.780.2711.0%1.98%12.98%--10
$98.00Oct 30$2.020.308.8%2.24%11.02%12
$92.00Oct 23$3.450.462.1%3.83%5.95%--24
$93.00Oct 23$3.050.433.2%3.39%6.62%--17
$91.00Oct 23$3.850.491.0%4.27%5.28%--25
$95.00Oct 23$2.450.375.5%2.72%8.17%--283
$96.00Oct 23$2.170.346.6%2.41%8.97%--10

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 12,796
Total Puts 16,856
Put/Call Ratio 1.32
Net Difference -4,060

Prior's Put/Call Breakdown

Total Calls 10,314
Total Puts 5,083
Put/Call Ratio 0.49
Net Difference 5,231

Prior 7-Day Put/Call Summary

Total Calls 107,200
Total Puts 83,146
Average Put/Call Ratio 0.94
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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