Tour v289
AUR
AURORA INNOVATION IN A
$6.63 -6.22%
$6.69 (+0.91%)🌙
as of 07/02 06:11 PM
7/2 18:11

Option Volume

Detail
Current (07/02) 6,705
Calls: 4,896 (73%)
Puts: 1,809 (27%)
Prior (07/01) 12,507
Calls: 11,380 (91%)
Puts: 1,127 (9%)
Current vs Prior -46.39%
Calls: -56.98% (Calls)
Puts: +60.51% (Puts)
Prior 7-Day Total 42,921
Calls: 35,997 (84%)
Puts: 6,924 (16%)
Prior 7-Day Average 6,131
Calls: 5,142 (84%)
Puts: 989 (16%)
Current vs Prior 7-Day Avg +9.35%
Calls: -4.79%
Puts: +82.89%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $481.7K
Calls: $401.4K (83%)
Puts: $80.3K (17%)
Prior (07/01) $893.2K
Calls: $816.9K (91%)
Puts: $76.3K (9%)
Current vs Prior -46.07%
Calls: -50.87%
Puts: +5.28%
Prior 7-Day Total $3.19M
Calls: $2.69M (84%)
Puts: $503.6K (16%)
Prior 7-Day Average $456.0K
Calls: $384.1K (84%)
Puts: $71.9K (16%)
Current vs Prior 7-Day Avg +5.62%
Calls: +4.50%
Puts: +11.60%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 0.37
Prior (07/01) 0.10
Current vs Prior +273.09%
Prior 7-Day Average 0.23
Current vs Prior 7-Day Avg +59.85%
Sentiment BULLISH

Open Interest

Detail
Current (07/02) 324,103
Calls: 304,249 (94%)
Puts: 19,854 (6%)
Prior (07/01) 383,271
Calls: 356,708 (93%)
Puts: 26,563 (7%)
Current vs Prior -15.44%
Prior 7-Day Total 2,187,524
Calls: 2,100,574 (95%)
Puts: 109,580 (5%)
Prior 7-Day Average 312,503
Calls: 300,082 (95%)
Puts: 15,654 (5%)
Current vs Prior 7-Day Avg +3.71%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 3.02% | 7.99%11.31% | 24.13%
Prior 3.25% | 8.49%11.32% | 23.06%
Current vs Prior +145.73% | +33.29%-0.07% | +4.65%
Prior 7-Day Avg 5.73% | 9.14%12.90% | 22.55%
Current vs 7-Day Avg +39.57% | +23.77%-12.32% | +7.04%
Prior 7-Day Eod 3.25% | 8.49%-- | --
Current vs 7-Day Eod +145.73% | +33.29%-- | --
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 25.39% | 17.21%
Calls: 22.22% | 9.43%
Puts: 28.57% | 25.00%
Prior 25.39% | 17.21%
Calls: 22.22% | 9.43%
Puts: 28.57% | 25.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 67.45% | 38.13%
Calls: 74.72% | 46.30%
Puts: 52.68% | 28.75%
Current vs 7-Day Avg -62.36% | -54.87%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($401.4K) vs puts ($80.3K). Below-average activity with volume down 46% vs prior. Extreme bullish P/C ratio of 0.37 - heavy call buying (4,896 calls vs 1,809 puts). P/C ratio rising 273% - increased hedging/bearish 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 BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH

📈 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 -- of results (avg --%, best --%)

No options available for this category

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 19 found (avg delta 0.70, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 20.751.80$1.2782.7%30.90--
$6.00Jul 170.701.15$0.9348.4%30.79--
$6.00Aug 70.801.20$1.0040.0%20.72--
$6.50Jul 20.050.25$0.15133.3%1350.711.7K
$6.00Jul 20.550.85$0.7042.9%30.68196
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.50Jul 20.051.40$0.73184.9%50.9137
$7.00Jul 20.150.55$0.35114.3%1690.86180
$7.50Jul 100.751.85$1.3084.6%110.8475
$7.50Jul 170.301.70$1.00140.0%10.77--
$7.50Jul 240.751.20$0.9845.9%170.7227

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 2.0K, top 218)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Jul 100.100.20$0.1566.7%2110.34918
$7.00Jul 170.200.25$0.2321.7%1720.381.9K
$6.50Jul 20.050.25$0.15133.3%1350.711.7K
$6.50Jul 100.300.40$0.3528.6%590.63424
$7.50Jul 100.050.10$0.0862.5%590.18563
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Jul 100.000.10$0.05200.0%2180.1435
$5.50Jul 100.000.05$0.03166.7%2000.0624
$7.00Jul 20.150.55$0.35114.3%1690.86180
$7.00Jul 170.500.95$0.7361.6%1020.62420
$7.00Jul 310.700.95$0.8330.1%1010.55323

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 1445.6%, max 6036.8%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$6.00Jul 2Aug 74664.0%76.0%6036.8%5196
$7.00Jul 2Aug 7662.0%67.0%888.1%221.1K
$6.50Jul 2Jul 31530.0%76.0%597.4%1361.7K
$7.50Jul 10Aug 782.0%80.0%2.5%74617
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.50Jul 2Jul 311184.0%77.0%1437.7%10537
$6.50Jul 2Aug 7530.0%77.0%588.3%6236
$7.00Jul 2Aug 14662.0%99.0%568.7%179180

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 16 found (best R:R 4.00, avg 1.76)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$7.00$7.50Jul 17$0.10$0.40$0.104.00$7.10
$6.50$7.00Jul 2$0.12$0.38$0.123.17$6.62
$7.00$7.50Jul 24$0.15$0.35$0.152.33$7.15
$6.50$7.50Jul 31$0.37$0.63$0.371.70$6.87
$6.50$7.00Jul 10$0.20$0.30$0.201.50$6.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.50$6.00Jul 10$0.13$0.37$0.132.85$6.37
$6.50$5.50Jul 31$0.27$0.73$0.272.70$6.23
$6.50$5.50Jul 24$0.30$0.70$0.302.33$6.20
$6.50$6.00Jul 17$0.17$0.33$0.171.94$6.33
$7.50$7.00Jul 17$0.27$0.23$0.270.85$7.23

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 3.17, avg 0.97)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$6.00$7.00Aug 7$0.57$0.57$0.431.33$6.57
$6.50$7.00Jul 17$0.22$0.22$0.280.79$6.72
$6.50$7.00Jul 10$0.20$0.20$0.300.67$6.70
$6.50$7.50Jul 31$0.37$0.37$0.630.59$6.87
$7.00$7.50Jul 24$0.15$0.15$0.350.43$7.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$7.50$7.00Jul 2$0.38$0.38$0.123.17$7.12
$7.00$6.50Jul 31$0.33$0.33$0.171.94$6.67
$7.00$6.50Jul 2$0.30$0.30$0.201.50$6.70
$7.00$6.50Jul 10$0.30$0.30$0.201.50$6.70
$7.50$7.00Jul 17$0.27$0.27$0.231.17$7.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $0.17, cheapest $0.05)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7.50Jul 10Jul 17$0.0582.0%74.0%
$7.00Jul 2Jul 10$0.12662.0%71.0%
$6.50Jul 2Jul 10$0.20530.0%64.0%
$6.00Jul 2Jul 17$0.234664.0%70.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.50Jul 10Jul 24$0.0589.0%71.0%
$6.00Jul 10Jul 17$0.0869.0%70.0%
$6.50Jul 2Jul 10$0.13530.0%64.0%
$7.00Jul 2Jul 10$0.13662.0%71.0%
$7.50Jul 2Jul 10$0.571184.0%82.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 3.02% of stock, avg 13.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$6.50Jul 2$0.15$0.05$0.20$6.30$6.703.02%
$7.00Jul 2$0.03$0.35$0.38$6.62$7.385.73%
$6.50Jul 10$0.35$0.18$0.53$5.97$7.037.99%
$7.00Jul 10$0.15$0.48$0.63$6.37$7.639.50%
$6.50Jul 17$0.45$0.30$0.75$5.75$7.2511.31%
$7.00Jul 17$0.23$0.73$0.96$6.04$7.9614.48%
$6.00Jul 17$0.93$0.13$1.06$4.94$7.0615.99%
$7.50Jul 17$0.13$1.00$1.13$6.37$8.6317.04%
$6.50Jul 31$0.65$0.50$1.15$5.35$7.6517.35%
$7.50Jul 24$0.20$0.98$1.18$6.32$8.6817.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 19 found (cheapest 1.21% of stock, avg 6.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7.00$6.50Jul 2$0.03$0.05$0.08$6.42$7.08
$7.50$5.50Jul 10$0.08$0.03$0.11$5.39$7.61
$7.50$6.00Jul 10$0.08$0.05$0.13$5.87$7.63
$7.00$5.50Jul 10$0.15$0.03$0.18$5.32$7.18
$7.00$6.00Jul 10$0.15$0.05$0.20$5.80$7.20
$7.50$6.50Jul 10$0.08$0.18$0.26$6.24$7.76
$7.50$6.00Jul 17$0.13$0.13$0.26$5.74$7.76
$7.50$5.50Jul 24$0.20$0.08$0.28$5.22$7.78
$7.00$6.50Jul 10$0.15$0.18$0.33$6.17$7.33
$7.00$6.00Jul 17$0.23$0.13$0.36$5.64$7.36

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.17, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
6/67/8Jul 17$0.27$0.231.17$6.23$7.27
6/67/8Jul 24$0.45$0.550.82$6.05$7.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 5.25, cheapest $0.08)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$6.50$7.00$7.50Jul 17$0.12$0.383.17
$6.50$7.00$7.50Jul 10$0.13$0.372.85
$6.00$6.50$7.00Jul 17$0.26$0.240.92
$6.00$6.50$7.00Jul 2$0.43$0.070.16
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$6.50$7.00$7.50Jul 2$0.08$0.425.25
$5.50$6.00$6.50Jul 10$0.11$0.393.55
$6.00$6.50$7.00Jul 10$0.17$0.331.94
$6.00$6.50$7.00Jul 17$0.26$0.240.92

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-0.05, 5 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$7.00$7.501:2Jul 24-$0.05$0.45
$5.50$6.001:2Jul 2-$0.13$0.37
$7.00$7.501:2Aug 7-$0.33$0.17
$6.50$7.501:2Jul 31$0.09$0.91
$6.00$7.001:2Aug 7$0.14$0.86
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$7.00$6.501:2Jul 31-$0.17$0.33
$7.50$7.001:2Jul 17-$0.46$0.04
$6.50$5.501:2Jul 24$0.22$0.78
$6.50$6.001:2Jul 10$0.08$0.42
$7.00$6.501:2Jul 10$0.12$0.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 4.52%, avg 3.23%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$7.00Jul 24$0.300.435.6%4.52%10.11%42168
$7.50Aug 7$0.300.3713.1%4.52%17.65%1554
$7.00Aug 7$0.250.465.6%3.77%9.35%3--
$7.00Jul 17$0.200.385.6%3.02%8.60%1721.9K
$7.50Jul 31$0.200.3313.1%3.02%16.14%1176
$7.50Jul 24$0.150.2913.1%2.26%15.38%57154
$7.00Jul 10$0.100.345.6%1.51%7.09%211918

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 4,896
Total Puts 1,809
Put/Call Ratio 0.37
Net Difference 3,087

Prior's Put/Call Breakdown

Total Calls 11,380
Total Puts 1,127
Put/Call Ratio 0.10
Net Difference 10,253

Prior 7-Day Put/Call Summary

Total Calls 35,997
Total Puts 6,924
Average Put/Call Ratio 0.23
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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