Tour v309
AUR
AURORA INNOVATION IN A
$6.38 +1.59%
$6.39 (+0.16%)🌙
as of 07/10 06:11 PM
7/10 18:11

Option Volume

Detail
Current (07/10) 3,862
Calls: 3,128 (81%)
Puts: 734 (19%)
Prior (07/09) 2,391
Calls: 2,158 (90%)
Puts: 233 (10%)
Current vs Prior +61.52%
Calls: +44.95% (Calls)
Puts: +215.02% (Puts)
Prior 7-Day Total 45,903
Calls: 39,642 (86%)
Puts: 6,261 (14%)
Prior 7-Day Average 6,557
Calls: 5,663 (86%)
Puts: 894 (14%)
Current vs Prior 7-Day Avg -41.11%
Calls: -44.77%
Puts: -17.94%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10) $272.4K
Calls: $209.4K (77%)
Puts: $63.0K (23%)
Prior (07/09) $225.6K
Calls: $199.3K (88%)
Puts: $26.3K (12%)
Current vs Prior +20.74%
Calls: +5.06%
Puts: +139.75%
Prior 7-Day Total $4.69M
Calls: $3.93M (84%)
Puts: $755.9K (16%)
Prior 7-Day Average $670.0K
Calls: $562.0K (84%)
Puts: $108.0K (16%)
Current vs Prior 7-Day Avg -59.34%
Calls: -62.74%
Puts: -41.68%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 0.23
Prior (07/09) 0.11
Current vs Prior +117.33%
Prior 7-Day Average 0.20
Current vs Prior 7-Day Avg +17.18%
Sentiment BULLISH

Open Interest

Detail
Current (07/10) 275,650
Calls: 264,762 (96%)
Puts: 10,888 (4%)
Prior (07/09) 278,399
Calls: 267,680 (96%)
Puts: 10,719 (4%)
Current vs Prior -0.99%
Prior 7-Day Total 2,236,003
Calls: 2,137,654 (96%)
Puts: 98,349 (4%)
Prior 7-Day Average 319,429
Calls: 305,379 (96%)
Puts: 14,049 (4%)
Current vs Prior 7-Day Avg -13.71%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.60% | 7.52%7.52% | 21.63%
Prior 6.05% | 9.24%9.24% | 21.66%
Current vs Prior +24.34% | +15.40%-18.54% | -0.12%
Prior 7-Day Avg 6.29% | 9.71%10.53% | 22.94%
Current vs 7-Day Avg +19.57% | +9.81%-28.55% | -5.70%
Prior 7-Day Eod 6.05% | 9.24%-- | --
Current vs 7-Day Eod +24.34% | +15.40%-- | --
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 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 77% of dollar volume in calls ($209.4K) vs puts ($63.0K). Above-average activity with volume up 62% vs prior. Extreme bullish P/C ratio of 0.23 - heavy call buying (3,128 calls vs 734 puts). P/C ratio rising 117% - 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 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 -- 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. 1 found (avg $0.28, cheapest $0.28)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Jul 240.250.30$0.2817.9%440.4692
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 19 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 100.201.35$0.78147.4%11.00--
$6.00Jul 100.050.60$0.33166.7%61.00--
$5.50Jul 170.301.20$0.75120.0%10.88--
$5.50Jul 240.451.15$0.8087.5%10.8335
$6.00Jul 170.300.55$0.4358.1%240.75514
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Jul 100.000.05$0.03166.7%301.00273
$7.00Jul 100.001.50$0.75200.0%20.88--
$7.50Jul 170.002.90$1.45200.0%10.87--
$7.50Jul 100.002.95$1.48199.3%20.865
$7.50Jul 240.801.55$1.1863.6%10.84--

Most actively traded options today. High liquidity = easy entry/exit. 42 active (total vol 2.4K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Jul 170.150.20$0.1827.8%1.3K0.43431
$6.50Jul 100.000.05$0.03166.7%1130.25576
$7.00Jul 170.000.10$0.05200.0%1080.171.7K
$6.50Jul 310.400.55$0.4831.3%730.51147
$7.00Jul 310.250.35$0.3033.3%610.37--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 170.000.10$0.05200.0%3000.1213
$6.00Aug 210.450.55$0.5020.0%1110.36121
$6.00Jul 170.050.15$0.10100.0%510.253.7K
$6.50Jul 100.100.30$0.20100.0%410.75157
$6.00Jul 100.000.05$0.03166.7%301.00273

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 725.9%, max 2165.7%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.00Jul 10Aug 21983.2%81.1%1112.0%11724
$6.50Jul 10Aug 7356.6%82.1%334.3%119577
$7.50Jul 31Aug 1490.8%80.8%12.4%105
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.50Jul 10Jul 241765.1%77.9%2165.7%35
$7.00Jul 10Aug 21983.2%81.1%1112.0%7173
$6.50Jul 10Aug 7356.6%82.1%334.3%43157
$5.50Jul 17Aug 1494.8%85.6%10.7%30216

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 4.00, avg 1.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.50$7.00Jul 17$0.13$0.37$0.132.85$6.63
$6.50$7.00Jul 24$0.15$0.35$0.152.33$6.65
$6.50$7.00Aug 7$0.15$0.35$0.152.33$6.65
$7.00$7.50Aug 7$0.16$0.34$0.162.12$7.16
$6.50$7.00Jul 31$0.18$0.32$0.181.78$6.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.00$5.50Jul 24$0.10$0.40$0.104.00$5.90
$6.00$5.50Jul 31$0.15$0.35$0.152.33$5.85
$6.50$6.00Jul 10$0.17$0.33$0.171.94$6.33
$6.50$6.00Jul 17$0.20$0.30$0.201.50$6.30
$6.50$6.00Jul 31$0.24$0.26$0.241.08$6.26

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 1.94, avg 0.96)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.50$6.00Jul 17$0.32$0.32$0.181.78$5.82
$6.00$6.50Jul 10$0.30$0.30$0.201.50$6.30
$6.00$6.50Jul 24$0.27$0.27$0.231.17$6.27
$6.00$6.50Jul 17$0.25$0.25$0.251.00$6.25
$5.50$6.00Jul 24$0.25$0.25$0.251.00$5.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$7.50$7.00Jul 24$0.33$0.33$0.171.94$7.17
$7.00$6.00Jul 24$0.65$0.65$0.351.86$6.35
$7.00$6.50Aug 7$0.32$0.32$0.181.78$6.68
$7.00$6.00Aug 21$0.55$0.55$0.451.22$6.45
$6.50$6.00Jul 31$0.24$0.24$0.260.92$6.26

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.09, cheapest $0.05)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$6.00Jul 10Jul 17$0.10-999.0%71.1%
$6.50Jul 10Jul 17$0.15356.6%66.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.50Jul 17Jul 24$0.0594.8%84.4%
$6.00Jul 10Jul 17$0.07-999.0%71.1%
$6.50Jul 10Jul 17$0.10356.6%66.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 3.61% of stock, avg 13.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$6.50Jul 10$0.03$0.20$0.23$6.27$6.733.61%
$6.00Jul 10$0.33$0.03$0.36$5.64$6.365.64%
$6.50Jul 17$0.18$0.30$0.48$6.02$6.987.52%
$6.00Jul 17$0.43$0.10$0.53$5.47$6.538.31%
$6.00Jul 24$0.55$0.20$0.75$5.25$6.7511.76%
$7.00Jul 10$0.03$0.75$0.78$6.22$7.7812.23%
$5.50Jul 17$0.75$0.05$0.80$4.70$6.3012.54%
$7.00Jul 17$0.05$0.75$0.80$6.20$7.8012.54%
$5.50Jul 24$0.80$0.10$0.90$4.60$6.4014.11%
$7.00Jul 24$0.13$0.85$0.98$6.02$7.9815.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 19 found (cheapest 1.57% of stock, avg 8.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7.00$5.50Jul 17$0.05$0.05$0.10$5.40$7.10
$7.00$6.00Jul 17$0.05$0.10$0.15$5.85$7.15
$6.50$5.50Jul 17$0.18$0.05$0.23$5.27$6.73
$7.00$5.50Jul 24$0.13$0.10$0.23$5.27$7.23
$6.50$6.00Jul 17$0.18$0.10$0.28$5.72$6.78
$7.00$6.00Jul 24$0.13$0.20$0.33$5.67$7.33
$6.50$5.50Jul 24$0.28$0.10$0.38$5.12$6.88
$7.50$5.50Jul 31$0.20$0.18$0.38$5.12$7.88
$6.50$6.00Jul 24$0.28$0.20$0.48$5.52$6.98
$7.00$5.50Jul 31$0.30$0.18$0.48$5.02$7.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.94, avg credit $0.29)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
6/66/7Jul 31$0.33$0.171.94$5.67$6.83
6/66/7Jul 24$0.25$0.251.00$5.75$6.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 6.14, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$5.50$6.00$6.50Jul 17$0.07$0.436.14
$6.50$7.00$7.50Jul 31$0.08$0.425.25
$6.00$6.50$7.00Jul 17$0.12$0.383.17
$6.00$6.50$7.00Jul 24$0.12$0.383.17
$5.50$6.00$6.50Jul 10$0.15$0.352.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$5.50$6.00$6.50Jul 31$0.09$0.414.56
$5.50$6.00$6.50Jul 17$0.15$0.352.33
$6.50$7.00$7.50Jul 10$0.18$0.321.78
$6.00$6.50$7.00Jul 17$0.25$0.251.00
$6.50$7.00$7.50Jul 17$0.25$0.251.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 20 found (best net $-0.05, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$7.00$7.501:2Aug 7-$0.06$0.44
$7.00$7.501:2Jul 31-$0.10$0.40
$5.50$6.001:2Jul 17-$0.11$0.39
$6.50$7.001:2Jul 31-$0.12$0.38
$7.00$7.501:2Aug 14-$0.18$0.32
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$7.50$7.001:2Jul 17-$0.05$0.45
$6.50$6.001:2Jul 31-$0.09$0.41
$7.00$6.501:2Aug 7-$0.31$0.19
$7.00$6.001:2Aug 21$0.05$0.95
$7.00$6.001:2Jul 24$0.45$0.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 7.05%, avg 3.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$6.50Aug 7$0.450.511.9%7.05%8.93%61
$6.50Jul 31$0.400.511.9%6.27%8.15%73147
$7.00Aug 21$0.400.419.7%6.27%15.99%7724
$7.00Aug 14$0.300.409.7%4.70%14.42%1--
$6.50Jul 24$0.250.461.9%3.92%5.80%4492
$7.00Jul 31$0.250.379.7%3.92%13.64%61--
$7.00Aug 7$0.250.409.7%3.92%13.64%522
$7.50Aug 14$0.200.3117.6%3.13%20.69%15
$6.50Jul 17$0.150.431.9%2.35%4.23%1.3K431
$7.50Jul 31$0.150.2617.6%2.35%19.91%9--

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 3,128
Total Puts 734
Put/Call Ratio 0.23
Net Difference 2,394

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 39,642
Total Puts 6,261
Average Put/Call Ratio 0.20
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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