Tour v308
AUR
AURORA INNOVATION IN A
$6.28 +2.11%
$6.35 (+1.11%)🌙
as of 07/09 06:11 PM
7/9 18:11

Option Volume

Detail
Current (07/09) 2,391
Calls: 2,158 (90%)
Puts: 233 (10%)
Prior (07/08) 7,018
Calls: 6,608 (94%)
Puts: 410 (6%)
Current vs Prior -65.93%
Calls: -67.34% (Calls)
Puts: -43.17% (Puts)
Prior 7-Day Total 49,196
Calls: 42,287 (86%)
Puts: 6,909 (14%)
Prior 7-Day Average 7,028
Calls: 6,041 (86%)
Puts: 987 (14%)
Current vs Prior 7-Day Avg -65.98%
Calls: -64.28%
Puts: -76.39%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/09) $225.6K
Calls: $199.3K (88%)
Puts: $26.3K (12%)
Prior (07/08) $943.8K
Calls: $893.8K (95%)
Puts: $50.0K (5%)
Current vs Prior -76.10%
Calls: -77.70%
Puts: -47.51%
Prior 7-Day Total $4.80M
Calls: $4.03M (84%)
Puts: $764.0K (16%)
Prior 7-Day Average $685.1K
Calls: $575.9K (84%)
Puts: $109.1K (16%)
Current vs Prior 7-Day Avg -67.07%
Calls: -65.39%
Puts: -75.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/09) 0.11
Prior (07/08) 0.06
Current vs Prior +74.02%
Prior 7-Day Average 0.21
Current vs Prior 7-Day Avg -48.83%
Sentiment BULLISH

Open Interest

Detail
Current (07/09) 278,399
Calls: 267,680 (96%)
Puts: 10,719 (4%)
Prior (07/08) 313,553
Calls: 311,597 (99%)
Puts: 1,956 (1%)
Current vs Prior -11.21%
Prior 7-Day Total 2,230,807
Calls: 2,137,339 (96%)
Puts: 93,468 (4%)
Prior 7-Day Average 318,686
Calls: 305,334 (96%)
Puts: 13,352 (4%)
Current vs Prior 7-Day Avg -12.64%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 6.05% | 9.24%9.24% | 21.66%
Prior 4.88% | 8.62%8.62% | 21.46%
Current vs Prior +24.04% | +7.17%+7.17% | +0.90%
Prior 7-Day Avg 6.29% | 9.72%11.11% | 23.08%
Current vs 7-Day Avg -3.82% | -5.03%-16.86% | -6.17%
Prior 7-Day Eod 4.88% | 8.62%-- | --
Current vs 7-Day Eod +24.04% | +7.17%-- | --
Sentiment BEARISHBEARISH

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 25.39% | 17.21%
Calls: 22.22% | 9.43%
Puts: 28.57% | 25.00%
Current vs 7-Day Avg -0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 88% of dollar volume in calls ($199.3K) vs puts ($26.3K). Light premium activity with dollar volume down 76% vs prior. Below-average activity with volume down 66% vs prior. Extreme bullish P/C ratio of 0.11 - heavy call buying (2,158 calls vs 233 puts).

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 1 of results (avg 9.4%, best 9.4%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Aug 210.500.55$0.539.4%80.38--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.71, cheapest $0.53)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Aug 140.700.85$0.7719.5%200.63--
$6.00Aug 210.750.90$0.8318.1%40.62--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Aug 210.500.55$0.539.4%80.38--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 15 found (avg delta 0.68, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Jul 100.250.50$0.3865.8%1110.85163
$6.00Jul 170.350.50$0.4334.9%430.73518
$6.00Jul 310.600.75$0.6822.1%20.64--
$6.00Aug 140.700.85$0.7719.5%200.63--
$6.00Aug 210.750.90$0.8318.1%40.62--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Jul 100.550.80$0.6836.8%190.93180
$6.50Jul 100.100.60$0.35142.9%190.87169
$7.00Jul 170.000.90$0.45200.0%20.82518
$7.00Jul 240.301.50$0.90133.3%40.7385
$7.00Aug 70.951.10$1.0214.7%150.64--

Most actively traded options today. High liquidity = easy entry/exit. 36 active (total vol 733, top 135)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Jul 170.150.25$0.2050.0%1350.42299
$6.00Jul 100.250.50$0.3865.8%1110.85163
$7.00Jul 240.100.20$0.1566.7%720.27304
$6.50Jul 100.000.05$0.03166.7%610.21578
$7.00Aug 210.350.50$0.4334.9%490.40715
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Jul 170.300.45$0.3839.5%200.5987
$6.50Jul 100.100.60$0.35142.9%190.87169
$7.00Jul 100.550.80$0.6836.8%190.93180
$5.50Jul 100.000.10$0.05200.0%150.12--
$7.00Aug 70.951.10$1.0214.7%150.64--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 109.0%, max 225.9%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.50Jul 10Aug 7234.1%85.1%175.1%885
$7.00Jul 10Aug 21161.1%80.9%99.2%51715
$6.00Jul 10Aug 2199.3%78.1%27.2%115163
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.50Jul 10Jul 24248.3%76.2%225.9%20--
$7.00Jul 10Aug 21161.1%80.9%99.2%28353
$6.00Jul 10Aug 2199.3%78.1%27.2%17273

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 14 found (best R:R 4.00, avg 1.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.50$7.00Jul 24$0.10$0.40$0.104.00$6.60
$7.00$7.50Aug 7$0.11$0.39$0.113.55$7.11
$6.50$7.00Jul 17$0.12$0.38$0.123.17$6.62
$6.50$7.00Jul 31$0.20$0.30$0.201.50$6.70
$6.00$7.00Aug 21$0.40$0.60$0.401.50$6.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.00$5.50Jul 24$0.12$0.38$0.123.17$5.88
$6.50$6.00Jul 24$0.26$0.24$0.260.92$6.24
$6.50$6.00Jul 17$0.28$0.22$0.280.79$6.22
$7.00$6.00Aug 21$0.57$0.43$0.570.75$6.43
$6.50$6.00Jul 10$0.32$0.18$0.320.56$6.18

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 15 found (best R:R 2.33, avg 0.98)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$6.00$6.50Jul 10$0.35$0.35$0.152.33$6.35
$6.00$6.50Jul 17$0.23$0.23$0.270.85$6.23
$6.00$6.50Jul 31$0.23$0.23$0.270.85$6.23
$6.00$6.50Aug 14$0.22$0.22$0.280.79$6.22
$6.50$7.00Jul 31$0.20$0.20$0.300.67$6.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$7.00$6.50Jul 10$0.33$0.33$0.171.94$6.67
$6.50$6.00Jul 10$0.32$0.32$0.181.78$6.18
$7.00$6.00Aug 21$0.57$0.57$0.431.33$6.43
$6.50$6.00Jul 17$0.28$0.28$0.221.27$6.22
$6.50$6.00Jul 24$0.26$0.26$0.241.08$6.24

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.10, cheapest $0.05)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7.00Jul 10Jul 17$0.05161.1%76.8%
$6.50Jul 10Jul 17$0.1770.4%74.6%
$7.50Jul 10Jul 31$0.17234.1%92.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.50Jul 10Jul 17$0.05248.3%108.6%
$6.00Jul 10Jul 17$0.0799.3%62.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 6.05% of stock, avg 14.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$6.50Jul 10$0.03$0.35$0.38$6.12$6.886.05%
$6.00Jul 10$0.38$0.03$0.41$5.59$6.416.53%
$6.00Jul 17$0.43$0.10$0.53$5.47$6.538.44%
$7.00Jul 17$0.08$0.45$0.53$6.47$7.538.44%
$6.50Jul 17$0.20$0.38$0.58$5.92$7.089.24%
$7.00Jul 10$0.03$0.68$0.71$6.29$7.7111.31%
$6.50Jul 24$0.25$0.48$0.73$5.77$7.2311.62%
$7.00Jul 24$0.15$0.90$1.05$5.95$8.0516.72%
$6.50Jul 31$0.45$0.63$1.08$5.42$7.5817.20%
$6.00Aug 14$0.77$0.48$1.25$4.75$7.2519.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 0.96% of stock, avg 4.01%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$6.50$6.00Jul 10$0.03$0.03$0.06$5.94$6.56
$7.00$6.00Jul 10$0.03$0.03$0.06$5.94$7.06
$7.50$6.00Jul 10$0.03$0.03$0.06$5.94$7.56
$6.50$5.50Jul 10$0.03$0.05$0.08$5.42$6.58
$7.00$5.50Jul 10$0.03$0.05$0.08$5.42$7.08
$7.50$5.50Jul 10$0.03$0.05$0.08$5.42$7.58
$7.00$6.00Jul 17$0.08$0.10$0.18$5.82$7.18
$7.00$5.50Jul 17$0.08$0.10$0.18$5.32$7.18
$7.00$5.50Jul 24$0.15$0.10$0.25$5.25$7.25
$6.50$6.00Jul 17$0.20$0.10$0.30$5.70$6.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.79, avg credit $0.22)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
6/66/7Jul 24$0.22$0.280.79$5.78$6.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 3.55, cheapest $0.11)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$6.00$6.50$7.00Jul 17$0.11$0.393.55
$6.50$7.00$7.50Jul 31$0.15$0.352.33
$6.00$6.50$7.00Jul 10$0.35$0.150.43
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$5.50$6.00$6.50Jul 24$0.14$0.362.57
$6.00$6.50$7.00Jul 24$0.16$0.342.12
$5.50$6.00$6.50Jul 17$0.28$0.220.79
$5.50$6.00$6.50Jul 10$0.34$0.160.47

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $-0.06, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$7.00$7.501:2Aug 7-$0.11$0.39
$7.00$7.501:2Jul 31-$0.15$0.35
$6.00$6.501:2Jul 31-$0.22$0.28
$6.00$6.501:2Aug 14-$0.33$0.17
$6.00$6.501:2Jul 10$0.32$0.18
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$7.00$6.501:2Jul 24-$0.06$0.44
$6.00$5.501:2Jul 10-$0.07$0.43
$6.00$5.501:2Jul 17-$0.10$0.40
$7.00$6.501:2Jul 17-$0.31$0.19
$6.50$6.001:2Jul 17$0.18$0.32

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 7.17%, avg 3.82%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$6.50Aug 14$0.450.503.5%7.17%10.67%610
$6.50Jul 31$0.400.493.5%6.37%9.87%7145
$7.00Aug 21$0.350.4011.5%5.57%17.04%49715
$7.00Aug 7$0.250.3711.5%3.98%15.45%817
$6.50Jul 24$0.200.423.5%3.18%6.69%1087
$7.00Jul 31$0.200.3411.5%3.18%14.65%8246
$6.50Jul 17$0.150.423.5%2.39%5.89%135299
$7.50Jul 31$0.150.2619.4%2.39%21.82%185
$7.50Aug 7$0.150.2719.4%2.39%21.82%285
$7.00Jul 24$0.100.2711.5%1.59%13.06%72304

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 2,158
Total Puts 233
Put/Call Ratio 0.11
Net Difference 1,925

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 42,287
Total Puts 6,909
Average Put/Call Ratio 0.21
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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