Tour v340
AUR
AURORA INNOVATION IN A
$6.02 -1.79%
$6.01 (-0.17%)🌙
as of 07/15 06:20 PM
7/15 18:20

Option Volume

Detail
Current (07/15) 12,009
Calls: 6,074 (51%)
Puts: 5,935 (49%)
Prior (07/14) 2,648
Calls: 2,238 (85%)
Puts: 410 (15%)
Current vs Prior +353.51%
Calls: +171.40% (Calls)
Puts: +1347.56% (Puts)
Prior 7-Day Total 33,867
Calls: 28,199 (83%)
Puts: 5,668 (17%)
Prior 7-Day Average 4,838
Calls: 4,028 (83%)
Puts: 809 (17%)
Current vs Prior 7-Day Avg +148.22%
Calls: +50.78%
Puts: +632.97%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $1.02M
Calls: $444.0K (44%)
Puts: $572.7K (56%)
Prior (07/14) $139.4K
Calls: $122.5K (88%)
Puts: $16.8K (12%)
Current vs Prior +629.50%
Calls: +262.38%
Puts: +3299.76%
Prior 7-Day Total $3.70M
Calls: $2.95M (80%)
Puts: $750.4K (20%)
Prior 7-Day Average $528.4K
Calls: $421.1K (80%)
Puts: $107.2K (20%)
Current vs Prior 7-Day Avg +92.43%
Calls: +5.43%
Puts: +434.23%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/15) 0.98
Prior (07/14) 0.18
Current vs Prior +433.36%
Prior 7-Day Average 0.23
Current vs Prior 7-Day Avg +327.16%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/15) 267,321
Calls: 238,233 (89%)
Puts: 29,088 (11%)
Prior (07/14) 308,392
Calls: 294,886 (96%)
Puts: 13,506 (4%)
Current vs Prior -13.32%
Prior 7-Day Total 2,126,609
Calls: 2,035,059 (96%)
Puts: 91,550 (4%)
Prior 7-Day Average 303,801
Calls: 290,722 (96%)
Puts: 13,078 (4%)
Current vs Prior 7-Day Avg -12.01%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 4.65% | 9.14%4.65% | 19.93%
Prior 6.20% | 9.46%6.20% | 18.27%
Current vs Prior -24.97% | -3.44%-24.97% | +9.10%
Prior 7-Day Avg 7.02% | 9.97%8.58% | 21.65%
Current vs 7-Day Avg -33.72% | -8.34%-45.80% | -7.95%
Prior 7-Day Eod 6.20% | 9.46%6.20% | 18.27%
Current vs 7-Day Eod -24.97% | -3.44%-24.97% | +9.10%
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

Massive premium surge with dollar volume up 630% vs prior. Dollar volume significantly above 7-day average (92% higher). Unusually high activity with volume up 354% vs prior - elevated interest. Volume explosion - 148% above 7-day average (12,009 vs avg 4,838).

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 8.7%, best 8.7%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Jul 311.101.20$1.158.7%10.74--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.74, cheapest $0.60)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 310.700.80$0.7513.3%80.7219
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Jul 240.550.65$0.6016.7%20.74--
$6.50Jul 310.700.80$0.7513.3%10.62188
$6.50Aug 140.800.90$0.8511.8%1530.5718

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 17 found (avg delta 0.72, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 170.501.50$1.00100.0%10.93--
$5.00Jul 310.801.65$1.2369.1%10.86--
$5.50Jul 240.201.00$0.60133.3%150.8135
$5.50Jul 170.200.75$0.48114.6%100.81--
$5.00Jul 240.401.65$1.02122.5%10.81--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Jul 170.651.30$0.9866.3%10.90--
$6.50Jul 170.350.70$0.5267.3%240.87117
$6.50Jul 240.550.65$0.6016.7%20.74--
$7.00Jul 311.101.20$1.158.7%10.74--
$7.00Aug 141.151.30$1.2312.2%20.68--

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 3.3K, top 954)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Jul 170.100.20$0.1566.7%9540.54984
$7.00Aug 210.250.35$0.3033.3%3220.33757
$6.50Jul 170.000.05$0.03166.7%1250.131.6K
$7.00Jul 240.000.10$0.05200.0%410.14422
$7.00Jul 310.150.20$0.1827.8%370.26396
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Jul 170.100.15$0.1338.5%6930.463.7K
$6.00Jul 240.200.30$0.2540.0%6040.46214
$6.50Aug 140.800.90$0.8511.8%1530.5718
$5.50Aug 140.250.35$0.3033.3%540.30325
$5.50Jul 240.050.10$0.0862.5%530.1925

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 37.7%, max 89.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.00Jul 17Jul 31180.9%95.4%89.5%2--
$7.00Jul 17Aug 21147.2%82.5%78.5%3372.5K
$5.50Jul 17Jul 31154.0%92.5%66.4%1819
$6.50Jul 17Aug 1490.6%84.9%6.7%1311.7K
$6.00Jul 17Aug 2178.5%77.4%1.5%9791.0K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.00Jul 17Aug 14147.2%87.4%68.4%3--
$5.00Jul 31Aug 2895.4%79.7%19.8%314
$6.50Jul 17Aug 1490.6%84.9%6.7%177135
$6.00Jul 17Aug 2178.5%77.4%1.5%7034.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 17 found (best R:R 4.00, avg 1.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.50$7.00Jul 31$0.10$0.40$0.104.00$6.60
$6.00$6.50Jul 17$0.12$0.38$0.123.17$6.12
$6.00$7.00Aug 21$0.33$0.67$0.332.03$6.33
$6.00$6.50Jul 24$0.20$0.30$0.201.50$6.20
$6.00$6.50Jul 31$0.20$0.30$0.201.50$6.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$5.50$5.00Jul 31$0.12$0.38$0.123.17$5.38
$5.50$5.00Aug 7$0.13$0.37$0.132.85$5.37
$6.00$5.50Jul 24$0.17$0.33$0.171.94$5.83
$6.00$5.00Aug 21$0.39$0.61$0.391.56$5.61
$6.00$5.50Jul 31$0.21$0.29$0.211.38$5.79

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 4.00, avg 1.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.50$6.00Jul 17$0.33$0.33$0.171.94$5.83
$5.50$6.00Jul 24$0.30$0.30$0.201.50$5.80
$5.50$6.00Jul 31$0.27$0.27$0.231.17$5.77
$6.00$6.50Jul 24$0.20$0.20$0.300.67$6.20
$6.00$6.50Jul 31$0.20$0.20$0.300.67$6.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$7.00$6.50Jul 31$0.40$0.40$0.104.00$6.60
$6.50$6.00Jul 17$0.39$0.39$0.113.55$6.11
$7.00$6.50Aug 14$0.38$0.38$0.123.17$6.62
$6.50$6.00Jul 24$0.35$0.35$0.152.33$6.15
$6.50$6.00Jul 31$0.32$0.32$0.181.78$6.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.12, cheapest $0.07)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$6.50Jul 17Jul 24$0.0790.6%68.7%
$5.50Jul 17Jul 24$0.12154.0%73.0%
$6.00Jul 17Jul 24$0.1578.5%72.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$6.50Jul 17Jul 24$0.0890.6%68.7%
$6.00Jul 17Jul 24$0.1278.5%72.3%
$5.50Jul 24Jul 31$0.1473.0%92.5%
$7.00Jul 17Jul 31$0.17147.2%96.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 4.65% of stock, avg 15.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$6.00Jul 17$0.15$0.13$0.28$5.72$6.284.65%
$6.50Jul 17$0.03$0.52$0.55$5.95$7.059.14%
$6.00Jul 24$0.30$0.25$0.55$5.45$6.559.14%
$5.50Jul 24$0.60$0.08$0.68$4.82$6.1811.30%
$6.50Jul 24$0.10$0.60$0.70$5.80$7.2011.63%
$6.00Jul 31$0.48$0.43$0.91$5.09$6.9115.12%
$5.50Jul 31$0.75$0.22$0.97$4.53$6.4716.11%
$7.00Jul 17$0.03$0.98$1.01$5.99$8.0116.78%
$6.50Jul 31$0.28$0.75$1.03$5.47$7.5317.11%
$6.00Aug 21$0.63$0.57$1.20$4.80$7.2019.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 22 found (cheapest 2.16% of stock, avg 8.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7.00$5.50Jul 24$0.05$0.08$0.13$5.37$7.13
$6.50$6.00Jul 17$0.03$0.13$0.16$5.84$6.66
$7.00$6.00Jul 17$0.03$0.13$0.16$5.84$7.16
$6.50$5.50Jul 24$0.10$0.08$0.18$5.32$6.68
$7.00$5.00Jul 31$0.18$0.10$0.28$4.72$7.28
$7.00$6.00Jul 24$0.05$0.25$0.30$5.70$7.30
$6.50$6.00Jul 24$0.10$0.25$0.35$5.65$6.85
$6.50$5.00Jul 31$0.28$0.10$0.38$4.62$6.88
$7.00$5.50Jul 31$0.18$0.22$0.40$5.10$7.40
$7.00$5.00Aug 7$0.25$0.15$0.40$4.60$7.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 1.78, avg credit $0.28)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
5/66/6Jul 31$0.32$0.181.78$5.18$6.32
6/66/7Jul 31$0.31$0.191.63$5.69$6.81
5/66/7Jul 31$0.22$0.280.79$5.28$6.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$5.50$6.00$6.50Jul 31$0.07$0.436.14
$5.50$6.00$6.50Jul 24$0.10$0.404.00
$6.00$6.50$7.00Jul 31$0.10$0.404.00
$6.00$6.50$7.00Jul 17$0.12$0.383.17
$5.00$5.50$6.00Jul 24$0.12$0.383.17
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$6.00$6.50$7.00Aug 14$0.06$0.447.33
$6.00$6.50$7.00Jul 17$0.07$0.436.14
$6.00$6.50$7.00Jul 31$0.08$0.425.25
$5.00$5.50$6.00Jul 31$0.09$0.414.56
$5.00$5.50$6.00Aug 7$0.09$0.414.56

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 $-0.06, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.00$6.501:2Jul 31-$0.08$0.42
$6.50$7.001:2Jul 31-$0.08$0.42
$6.50$7.001:2Aug 7-$0.15$0.35
$5.00$5.501:2Jul 24-$0.18$0.32
$5.50$6.001:2Jul 31-$0.21$0.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$7.00$6.501:2Jul 17-$0.06$0.44
$6.00$5.501:2Aug 7-$0.06$0.44
$6.00$5.501:2Aug 14-$0.07$0.43
$6.50$6.001:2Jul 31-$0.11$0.39
$6.50$6.001:2Aug 14-$0.21$0.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 5.81%, avg 4.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$6.50Aug 14$0.350.438.0%5.81%13.79%627
$6.50Aug 7$0.300.418.0%4.98%12.96%4--
$7.00Aug 21$0.250.3316.3%4.15%20.43%322757
$6.50Jul 31$0.200.398.0%3.32%11.30%19390
$7.00Aug 7$0.200.3016.3%3.32%19.60%3--
$7.00Jul 31$0.150.2616.3%2.49%18.77%37396

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 6,074
Total Puts 5,935
Put/Call Ratio 0.98
Net Difference 139

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 28,199
Total Puts 5,668
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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