Tour v303
AUR
AURORA INNOVATION IN A
$6.15 -2.54%
$6.13 (-0.32%)🌙
as of 07/08 06:11 PM
7/8 18:11

Option Volume

Detail
Current (07/08) 7,018
Calls: 6,608 (94%)
Puts: 410 (6%)
Prior (07/07) 3,526
Calls: 2,319 (66%)
Puts: 1,207 (34%)
Current vs Prior +99.04%
Calls: +184.95% (Calls)
Puts: -66.03% (Puts)
Prior 7-Day Total 47,976
Calls: 39,098 (81%)
Puts: 8,878 (19%)
Prior 7-Day Average 6,853
Calls: 5,585 (81%)
Puts: 1,268 (19%)
Current vs Prior 7-Day Avg +2.40%
Calls: +18.31%
Puts: -67.67%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/08) $943.8K
Calls: $893.8K (95%)
Puts: $50.0K (5%)
Prior (07/07) $610.1K
Calls: $157.8K (26%)
Puts: $452.4K (74%)
Current vs Prior +54.69%
Calls: +466.44%
Puts: -88.94%
Prior 7-Day Total $4.23M
Calls: $3.34M (79%)
Puts: $892.2K (21%)
Prior 7-Day Average $604.4K
Calls: $476.9K (79%)
Puts: $127.5K (21%)
Current vs Prior 7-Day Avg +56.16%
Calls: +87.41%
Puts: -60.74%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/08) 0.06
Prior (07/07) 0.52
Current vs Prior -88.08%
Prior 7-Day Average 0.30
Current vs Prior 7-Day Avg -79.44%
Sentiment BULLISH

Open Interest

Detail
Current (07/08) 313,553
Calls: 311,597 (99%)
Puts: 1,956 (1%)
Prior (07/07) 309,382
Calls: 293,245 (95%)
Puts: 16,137 (5%)
Current vs Prior +1.35%
Prior 7-Day Total 2,211,066
Calls: 2,106,402 (95%)
Puts: 104,664 (5%)
Prior 7-Day Average 315,866
Calls: 300,914 (95%)
Puts: 14,952 (5%)
Current vs Prior 7-Day Avg -0.73%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.88% | 8.62%8.62% | 21.46%
Prior 9.67% | 10.30%10.30% | 24.25%
Current vs Prior -49.54% | -16.34%-16.34% | -11.48%
Prior 7-Day Avg 6.74% | 9.80%11.79% | 23.59%
Current vs 7-Day Avg -27.62% | -12.03%-26.88% | -9.00%
Prior 7-Day Eod 9.67% | 10.30%-- | --
Current vs 7-Day Eod -49.54% | -16.34%-- | --
Sentiment BULLISHBULLISH

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 41.20% | 20.47%
Calls: 40.05% | 13.80%
Puts: 42.35% | 25.00%
Current vs 7-Day Avg -38.37% | -15.91%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($893.8K) vs puts ($50.0K). Elevated premium activity with dollar volume up 55% vs prior. Dollar volume significantly above 7-day average (56% higher). Above-average activity with volume up 99% vs prior.

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 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 1 of results (avg 8.8%, best 8.8%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Aug 210.550.60$0.578.8%90.41120

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.65, cheapest $0.57)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Jul 310.550.65$0.6016.7%80.5933
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Aug 210.550.60$0.578.8%90.41120
$6.50Aug 70.700.85$0.7719.5%10.5511

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 15 found (avg delta 0.71, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 100.651.75$1.2091.7%10.92--
$5.50Jul 100.051.30$0.68183.8%10.864
$6.00Jul 100.200.30$0.2540.0%890.7177
$6.00Jul 170.300.40$0.3528.6%430.63508
$6.00Jul 310.550.65$0.6016.7%80.5933
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Jul 100.701.05$0.8839.8%170.86--
$6.50Jul 100.100.70$0.40150.0%360.85138
$7.00Jul 170.801.00$0.9022.2%200.82--
$7.00Jul 240.851.30$1.0841.7%20.7785
$6.50Jul 170.400.55$0.4831.3%150.68--

Most actively traded options today. High liquidity = easy entry/exit. 33 active (total vol 893, top 216)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Jul 170.050.10$0.0862.5%2160.181.7K
$6.50Jul 310.350.45$0.4025.0%1120.4543
$7.00Jul 100.000.10$0.05200.0%930.141.2K
$6.00Jul 100.200.30$0.2540.0%890.7177
$6.00Jul 170.300.40$0.3528.6%430.63508
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Jul 100.000.10$0.05200.0%430.28240
$6.50Jul 100.100.70$0.40150.0%360.85138
$7.00Jul 170.801.00$0.9022.2%200.82--
$6.00Jul 310.350.50$0.4334.9%180.41105
$7.00Jul 100.701.05$0.8839.8%170.86--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 61.8%, max 92.7%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.00Jul 10Aug 21159.7%82.9%92.7%1231.2K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.00Jul 10Aug 21159.7%82.9%92.7%31--
$5.00Aug 7Aug 2183.9%83.9%0.0%11402

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 13 found (best R:R 4.00, avg 1.54)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.50$7.00Jul 24$0.10$0.40$0.104.00$6.60
$6.50$7.00Jul 31$0.15$0.35$0.152.33$6.65
$6.00$6.50Jul 31$0.20$0.30$0.201.50$6.20
$6.00$6.50Jul 10$0.22$0.28$0.221.27$6.22
$6.00$6.50Jul 17$0.22$0.28$0.221.27$6.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.00$5.00Aug 7$0.33$0.67$0.332.03$5.67
$6.00$5.00Aug 21$0.35$0.65$0.351.86$5.65
$6.00$5.50Jul 31$0.18$0.32$0.181.78$5.82
$6.50$6.00Aug 7$0.29$0.21$0.290.72$6.21
$6.50$6.00Jul 17$0.30$0.20$0.300.67$6.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 2.57, avg 1.09)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$6.00$6.50Jul 10$0.22$0.22$0.280.79$6.22
$6.00$6.50Jul 17$0.22$0.22$0.280.79$6.22
$6.00$6.50Jul 24$0.22$0.22$0.280.79$6.22
$6.00$6.50Jul 31$0.20$0.20$0.300.67$6.20
$6.50$7.00Jul 31$0.15$0.15$0.350.43$6.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$7.00$6.50Aug 7$0.36$0.36$0.142.57$6.64
$6.50$6.00Jul 10$0.35$0.35$0.152.33$6.15
$7.00$6.00Aug 21$0.63$0.63$0.371.70$6.37
$6.50$6.00Jul 17$0.30$0.30$0.201.50$6.20
$6.50$6.00Jul 31$0.30$0.30$0.201.50$6.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.10, cheapest $0.07)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$6.00Jul 10Jul 17$0.1061.8%66.1%
$6.50Jul 10Jul 17$0.1072.9%65.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.00Aug 7Aug 21$0.0783.9%83.9%
$6.50Jul 10Jul 17$0.0872.9%65.2%
$6.00Jul 10Jul 17$0.1361.8%66.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 4.88% of stock, avg 15.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$6.00Jul 10$0.25$0.05$0.30$5.70$6.304.88%
$6.50Jul 10$0.03$0.40$0.43$6.07$6.936.99%
$6.00Jul 17$0.35$0.18$0.53$5.47$6.538.62%
$6.50Jul 17$0.13$0.48$0.61$5.89$7.119.92%
$7.00Jul 10$0.05$0.88$0.93$6.07$7.9315.12%
$7.00Jul 17$0.08$0.90$0.98$6.02$7.9815.93%
$6.00Jul 31$0.60$0.43$1.03$4.97$7.0316.75%
$6.50Jul 31$0.40$0.73$1.13$5.37$7.6318.37%
$7.00Jul 24$0.13$1.08$1.21$5.79$8.2119.67%
$7.00Aug 7$0.30$1.13$1.43$5.57$8.4323.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 12 found (cheapest 1.30% of stock, avg 8.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$6.50$6.00Jul 10$0.03$0.05$0.08$5.92$6.58
$7.00$6.00Jul 10$0.05$0.05$0.10$5.90$7.10
$7.00$6.00Jul 17$0.08$0.18$0.26$5.74$7.26
$6.50$6.00Jul 17$0.13$0.18$0.31$5.69$6.81
$7.00$5.00Aug 7$0.30$0.15$0.45$4.55$7.45
$7.00$5.50Jul 31$0.25$0.25$0.50$5.00$7.50
$7.00$5.00Aug 21$0.40$0.22$0.62$4.38$7.62
$6.50$5.50Jul 31$0.40$0.25$0.65$4.85$7.15
$7.00$6.00Jul 31$0.25$0.43$0.68$5.32$7.68
$7.00$6.00Aug 7$0.30$0.48$0.78$5.22$7.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 1.94, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
6/66/7Jul 31$0.33$0.171.94$5.67$6.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 6.14, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$5.00$5.50$6.00Jul 10$0.09$0.414.56
$6.00$6.50$7.00Jul 24$0.12$0.383.17
$6.00$6.50$7.00Jul 17$0.17$0.331.94
$5.50$6.00$6.50Jul 10$0.21$0.291.38
$6.00$6.50$7.00Jul 10$0.24$0.261.08
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$6.00$6.50$7.00Aug 7$0.07$0.436.14
$6.00$6.50$7.00Jul 17$0.12$0.383.17
$5.50$6.00$6.50Jul 31$0.12$0.383.17
$6.00$6.50$7.00Jul 10$0.13$0.372.85
$5.00$6.00$7.00Aug 21$0.28$0.722.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 18 found (best net $-0.06, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.50$7.001:2Jul 10-$0.07$0.43
$6.50$7.001:2Jul 31-$0.10$0.40
$5.00$5.501:2Jul 10-$0.16$0.34
$6.00$6.501:2Jul 31-$0.20$0.30
$6.00$6.501:2Jul 17$0.09$0.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$7.00$6.501:2Jul 17-$0.06$0.44
$6.00$5.501:2Jul 31-$0.07$0.43
$6.50$6.001:2Jul 31-$0.13$0.37
$6.50$6.001:2Aug 7-$0.19$0.31
$7.00$6.501:2Aug 7-$0.41$0.09

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 5.69%, avg 3.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$6.50Jul 31$0.350.455.7%5.69%11.38%11243
$7.00Aug 21$0.350.3813.8%5.69%19.51%30--
$7.00Aug 7$0.250.3413.8%4.07%17.89%612
$6.50Jul 24$0.200.385.7%3.25%8.94%583
$7.00Jul 31$0.200.3213.8%3.25%17.07%13236
$7.00Jul 24$0.100.2313.8%1.63%15.45%11295

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 6,608
Total Puts 410
Put/Call Ratio 0.06
Net Difference 6,198

Prior's Put/Call Breakdown

Total Calls 2,319
Total Puts 1,207
Put/Call Ratio 0.52
Net Difference 1,112

Prior 7-Day Put/Call Summary

Total Calls 39,098
Total Puts 8,878
Average Put/Call Ratio 0.30
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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