Tour v334
AUR
AURORA INNOVATION IN A
$6.13 +1.32%
$6.17 (+0.65%)🌙
as of 07/14 06:36 PM
7/14 18:36

Option Volume

Detail
Current (07/14) 2,648
Calls: 2,238 (85%)
Puts: 410 (15%)
Prior (07/13) 7,071
Calls: 5,094 (72%)
Puts: 1,977 (28%)
Current vs Prior -62.55%
Calls: -56.07% (Calls)
Puts: -79.26% (Puts)
Prior 7-Day Total 37,924
Calls: 30,857 (81%)
Puts: 7,067 (19%)
Prior 7-Day Average 5,417
Calls: 4,408 (81%)
Puts: 1,009 (19%)
Current vs Prior 7-Day Avg -51.12%
Calls: -49.23%
Puts: -59.39%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14) $139.4K
Calls: $122.5K (88%)
Puts: $16.8K (12%)
Prior (07/13) $404.4K
Calls: $302.0K (75%)
Puts: $102.5K (25%)
Current vs Prior -65.54%
Calls: -59.42%
Puts: -83.56%
Prior 7-Day Total $4.04M
Calls: $3.23M (80%)
Puts: $813.9K (20%)
Prior 7-Day Average $577.3K
Calls: $461.0K (80%)
Puts: $116.3K (20%)
Current vs Prior 7-Day Avg -75.86%
Calls: -73.42%
Puts: -85.51%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14) 0.18
Prior (07/13) 0.39
Current vs Prior -52.80%
Prior 7-Day Average 0.26
Current vs Prior 7-Day Avg -28.26%
Sentiment BULLISH

Open Interest

Detail
Current (07/14) 308,392
Calls: 294,886 (96%)
Puts: 13,506 (4%)
Prior (07/13) 343,774
Calls: 312,355 (91%)
Puts: 31,419 (9%)
Current vs Prior -10.29%
Prior 7-Day Total 2,142,320
Calls: 2,044,422 (95%)
Puts: 97,898 (5%)
Prior 7-Day Average 306,045
Calls: 292,060 (95%)
Puts: 13,985 (5%)
Current vs Prior 7-Day Avg +0.77%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 6.20% | 9.46%6.20% | 18.27%
Prior 7.44% | 10.74%7.44% | 21.49%
Current vs Prior -16.66% | -11.93%-16.66% | -14.97%
Prior 7-Day Avg 7.27% | 10.23%9.31% | 22.49%
Current vs 7-Day Avg -14.77% | -7.52%-33.43% | -18.77%
Prior 7-Day Eod 7.44% | 10.74%7.44% | 21.49%
Current vs 7-Day Eod -16.66% | -11.93%-16.66% | -14.97%
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 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 ($122.5K) vs puts ($16.8K). Light premium activity with dollar volume down 66% vs prior. Below-average activity with volume down 63% vs prior. Extreme bullish P/C ratio of 0.18 - heavy call buying (2,238 calls vs 410 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 -- 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. 2 found (avg $0.44, cheapest $0.32)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Aug 210.300.35$0.3215.6%60.33756
$6.00Jul 310.500.60$0.5518.2%2050.5956
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 13 found (avg delta 0.67, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 170.601.10$0.8558.8%10.7312
$6.00Jul 170.150.40$0.2889.3%2120.67875
$6.00Jul 310.500.60$0.5518.2%2050.5956
$6.00Aug 140.350.95$0.6592.3%10.5830
$6.00Jul 240.250.40$0.3345.5%50.57--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Jul 170.601.00$0.8050.0%40.96501
$7.00Jul 240.251.10$0.68125.0%20.8290
$7.00Jul 311.001.20$1.1018.2%30.77281
$6.50Jul 170.050.60$0.33166.7%90.77120
$7.00Aug 210.951.45$1.2041.7%40.65162

Most actively traded options today. High liquidity = easy entry/exit. 33 active (total vol 1.3K, top 212)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Jul 170.150.40$0.2889.3%2120.67875
$6.00Jul 310.500.60$0.5518.2%2050.5956
$6.50Jul 170.050.10$0.0862.5%2010.271.6K
$6.50Jul 310.250.35$0.3033.3%1160.41315
$7.00Jul 170.000.05$0.03166.7%1070.101.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 170.000.55$0.28196.4%990.27414
$6.00Jul 170.050.15$0.10100.0%590.343.6K
$5.00Aug 210.150.20$0.1827.8%510.19--
$6.00Jul 310.350.45$0.4025.0%340.41210
$6.50Jul 170.050.60$0.33166.7%90.77120

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 51.4%, max 221.1%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.00Jul 17Aug 21104.1%88.0%18.3%1132.4K
$6.00Jul 17Aug 2179.5%73.0%8.8%213906
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.50Jul 17Aug 14263.5%82.1%221.1%104414
$5.00Jul 24Aug 2198.2%73.9%32.8%5323
$7.00Jul 17Aug 21104.1%88.0%18.3%8663
$6.00Jul 17Aug 2179.5%73.0%8.8%644.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 13 found (best R:R 3.35, avg 1.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.00$7.00Aug 21$0.23$0.77$0.233.35$6.23
$6.50$7.00Jul 31$0.17$0.33$0.171.94$6.67
$6.00$6.50Jul 17$0.20$0.30$0.201.50$6.20
$6.00$6.50Jul 24$0.23$0.27$0.231.17$6.23
$6.00$6.50Jul 31$0.25$0.25$0.251.00$6.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.00$5.50Jul 24$0.15$0.35$0.152.33$5.85
$6.00$5.00Aug 21$0.39$0.61$0.391.56$5.61
$7.00$6.00Jul 24$0.43$0.57$0.431.33$6.57
$6.00$5.50Jul 31$0.22$0.28$0.221.27$5.78
$6.50$6.00Jul 17$0.23$0.27$0.231.17$6.27

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 1.70, avg 0.81)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$6.00$6.50Jul 31$0.25$0.25$0.251.00$6.25
$6.00$6.50Jul 24$0.23$0.23$0.270.85$6.23
$6.00$6.50Jul 17$0.20$0.20$0.300.67$6.20
$6.50$7.00Jul 31$0.17$0.17$0.330.52$6.67
$6.00$7.00Aug 21$0.23$0.23$0.770.30$6.23
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$7.00$6.00Aug 21$0.63$0.63$0.371.70$6.37
$6.50$6.00Jul 31$0.25$0.25$0.251.00$6.25
$6.50$5.50Aug 14$0.50$0.50$0.501.00$6.00
$6.50$6.00Jul 17$0.23$0.23$0.270.85$6.27
$6.00$5.50Jul 31$0.22$0.22$0.280.79$5.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.16, cheapest $0.05)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7.00Jul 17Jul 24$0.05104.1%85.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.00Jul 24Aug 21$0.1398.2%73.9%
$6.00Jul 17Jul 24$0.1579.5%71.4%
$6.50Jul 17Jul 31$0.3287.1%84.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 6.20% of stock, avg 15.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$6.00Jul 17$0.28$0.10$0.38$5.62$6.386.20%
$6.50Jul 17$0.08$0.33$0.41$6.09$6.916.69%
$6.00Jul 24$0.33$0.25$0.58$5.42$6.589.46%
$7.00Jul 24$0.08$0.68$0.76$6.24$7.7612.40%
$7.00Jul 17$0.03$0.80$0.83$6.17$7.8313.54%
$6.00Jul 31$0.55$0.40$0.95$5.05$6.9515.50%
$6.50Jul 31$0.30$0.65$0.95$5.55$7.4515.50%
$6.00Aug 21$0.55$0.57$1.12$4.88$7.1218.27%
$5.50Jul 17$0.85$0.28$1.13$4.37$6.6318.43%
$7.00Jul 31$0.13$1.10$1.23$5.77$8.2320.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 18 found (cheapest 2.12% of stock, avg 6.70%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7.00$6.00Jul 17$0.03$0.10$0.13$5.87$7.13
$7.00$5.00Jul 24$0.08$0.05$0.13$4.87$7.13
$6.50$5.00Jul 24$0.10$0.05$0.15$4.85$6.65
$6.50$6.00Jul 17$0.08$0.10$0.18$5.82$6.68
$7.00$5.50Jul 24$0.08$0.10$0.18$5.32$7.18
$6.50$5.50Jul 24$0.10$0.10$0.20$5.30$6.70
$7.00$5.50Jul 17$0.03$0.28$0.31$5.19$7.31
$7.00$5.50Jul 31$0.13$0.18$0.31$5.19$7.31
$7.00$6.00Jul 24$0.08$0.25$0.33$5.67$7.33
$6.50$6.00Jul 24$0.10$0.25$0.35$5.65$6.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 3.55, avg credit $0.39)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
6/66/7Jul 31$0.39$0.113.55$5.61$6.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 5.25, cheapest $0.08)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$6.00$6.50$7.00Jul 31$0.08$0.425.25
$6.00$6.50$7.00Jul 17$0.15$0.352.33
$6.00$6.50$7.00Jul 24$0.21$0.291.38
$5.50$6.00$6.50Jul 17$0.37$0.130.35
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$5.00$5.50$6.00Jul 24$0.10$0.404.00
$5.00$6.00$7.00Aug 21$0.24$0.763.17
$6.00$6.50$7.00Jul 31$0.20$0.301.50
$6.00$6.50$7.00Jul 17$0.24$0.261.08
$5.50$6.00$6.50Jul 17$0.41$0.090.22

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 15 found (best net $-0.09, 5 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.00$7.001:2Aug 21-$0.09$0.91
$6.50$7.001:2Jul 24-$0.06$0.44
$6.00$6.501:2Jul 17$0.12$0.38
$6.00$6.501:2Jul 24$0.13$0.37
$5.50$6.001:2Jul 17$0.29$0.21
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.50$6.001:2Jul 31-$0.15$0.35
$7.00$6.501:2Jul 31-$0.20$0.30
$6.00$5.501:2Jul 17-$0.46$0.04
$7.00$6.001:2Aug 21$0.06$0.94
$7.00$6.001:2Jul 24$0.18$0.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 4.89%, avg 4.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$7.00Aug 21$0.300.3314.2%4.89%19.09%6756
$6.50Jul 31$0.250.416.0%4.08%10.11%116315
$6.50Aug 14$0.200.546.0%3.26%9.30%1613

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 2,238
Total Puts 410
Put/Call Ratio 0.18
Net Difference 1,828

Prior's Put/Call Breakdown

Total Calls 5,094
Total Puts 1,977
Put/Call Ratio 0.39
Net Difference 3,117

Prior 7-Day Put/Call Summary

Total Calls 30,857
Total Puts 7,067
Average Put/Call Ratio 0.26
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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