Tour v344
AUR
AURORA INNOVATION IN A
$5.95 -1.16%
$5.95 (+0.08%)🌙
as of 07/16 06:11 PM
7/16 18:11

Option Volume

Detail
Current (07/16) 9,784
Calls: 7,687 (79%)
Puts: 2,097 (21%)
Prior (07/15) 12,009
Calls: 6,074 (51%)
Puts: 5,935 (49%)
Current vs Prior -18.53%
Calls: +26.56% (Calls)
Puts: -64.67% (Puts)
Prior 7-Day Total 38,525
Calls: 27,619 (72%)
Puts: 10,906 (28%)
Prior 7-Day Average 5,503
Calls: 3,945 (72%)
Puts: 1,558 (28%)
Current vs Prior 7-Day Avg +77.78%
Calls: +94.83%
Puts: +34.60%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $936.2K
Calls: $861.6K (92%)
Puts: $74.6K (8%)
Prior (07/15) $1.02M
Calls: $444.0K (44%)
Puts: $572.7K (56%)
Current vs Prior -7.93%
Calls: +94.05%
Puts: -86.98%
Prior 7-Day Total $3.61M
Calls: $2.33M (64%)
Puts: $1.28M (36%)
Prior 7-Day Average $516.1K
Calls: $332.7K (64%)
Puts: $183.4K (36%)
Current vs Prior 7-Day Avg +81.40%
Calls: +158.98%
Puts: -59.34%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 0.27
Prior (07/15) 0.98
Current vs Prior -72.08%
Prior 7-Day Average 0.35
Current vs Prior 7-Day Avg -22.80%
Sentiment BULLISH

Open Interest

Detail
Current (07/16) 318,582
Calls: 293,933 (92%)
Puts: 24,649 (8%)
Prior (07/15) 267,321
Calls: 238,233 (89%)
Puts: 29,088 (11%)
Current vs Prior +19.18%
Prior 7-Day Total 2,096,471
Calls: 1,982,758 (95%)
Puts: 113,713 (5%)
Prior 7-Day Average 299,495
Calls: 283,251 (95%)
Puts: 16,244 (5%)
Current vs Prior 7-Day Avg +6.37%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 3.87% | 7.56%3.87% | 20.17%
Prior 4.65% | 9.14%4.65% | 19.93%
Current vs Prior -16.89% | -17.22%-16.89% | +1.18%
Prior 7-Day Avg 6.63% | 9.74%7.71% | 21.24%
Current vs 7-Day Avg -41.69% | -22.32%-49.86% | -5.05%
Prior 7-Day Eod 4.65% | 9.14%4.65% | 19.93%
Current vs 7-Day Eod -16.89% | -17.22%-16.89% | +1.18%
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 92% of dollar volume in calls ($861.6K) vs puts ($74.6K). Dollar volume significantly above 7-day average (81% higher). Volume explosion - 78% above 7-day average (9,784 vs avg 5,503). Extreme bullish P/C ratio of 0.27 - heavy call buying (7,687 calls vs 2,097 puts).

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 7.7%, best 7.7%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Aug 211.251.35$1.307.7%210.70162

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.80, cheapest $0.70)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 310.650.75$0.7014.3%1110.6921
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Aug 140.850.95$0.9011.1%1140.61161

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 11 found (avg delta 0.69, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 170.000.60$0.30200.0%10.83--
$5.50Jul 240.300.60$0.4566.7%50.7745
$5.50Jul 310.650.75$0.7014.3%1110.6921
$6.00Aug 210.500.65$0.5726.3%80.5342
$6.00Aug 70.400.50$0.4522.2%40.516
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Jul 170.801.40$1.1054.5%620.93500
$6.50Jul 170.251.00$0.63119.0%420.90122
$7.00Aug 211.251.35$1.307.7%210.70162
$6.50Aug 140.850.95$0.9011.1%1140.61161
$6.00Jul 170.050.25$0.15133.3%2490.563.0K

Most actively traded options today. High liquidity = easy entry/exit. 31 active (total vol 1.6K, top 373)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Jul 310.000.30$0.15200.0%3730.29402
$6.50Jul 240.050.10$0.0862.5%1460.22235
$5.50Jul 310.650.75$0.7014.3%1110.6921
$7.00Jul 310.100.20$0.1566.7%620.24423
$6.00Jul 170.000.15$0.08187.5%570.46873
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Jul 170.050.25$0.15133.3%2490.563.0K
$6.00Jul 310.400.55$0.4831.3%2000.48--
$6.50Aug 140.850.95$0.9011.1%1140.61161
$7.00Jul 170.801.40$1.1054.5%620.93500
$6.50Jul 170.251.00$0.63119.0%420.90122

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 90.0%, max 176.6%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.00Jul 17Aug 21223.4%80.8%176.6%272.7K
$5.50Jul 17Jul 31178.3%94.6%88.5%11221
$6.50Jul 17Aug 28141.7%79.6%78.0%43--
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.00Jul 17Aug 21223.4%80.8%176.6%83662
$6.50Jul 17Aug 14141.7%81.0%74.9%156283
$5.50Jul 31Aug 1494.6%80.1%18.1%8379
$5.00Jul 31Aug 2193.4%79.8%17.1%9--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 12 found (best R:R 3.17, avg 1.57)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.00$6.50Jul 24$0.12$0.38$0.123.17$6.12
$6.00$7.00Aug 21$0.32$0.68$0.322.13$6.32
$5.50$6.00Jul 17$0.22$0.28$0.221.27$5.72
$5.50$6.00Jul 24$0.25$0.25$0.251.00$5.75
$5.50$6.50Jul 31$0.55$0.45$0.550.82$6.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$5.50$5.00Aug 14$0.13$0.37$0.132.85$5.37
$5.50$5.00Jul 31$0.15$0.35$0.152.33$5.35
$6.00$5.00Aug 21$0.43$0.57$0.431.33$5.57
$6.00$5.50Jul 31$0.23$0.27$0.231.17$5.77
$6.00$5.50Aug 7$0.23$0.27$0.231.17$5.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 2.03, avg 0.92)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.50$6.50Jul 31$0.55$0.55$0.451.22$6.05
$5.50$6.00Jul 24$0.25$0.25$0.251.00$5.75
$5.50$6.00Jul 17$0.22$0.22$0.280.79$5.72
$6.00$7.00Aug 21$0.32$0.32$0.680.47$6.32
$6.00$6.50Jul 24$0.12$0.12$0.380.32$6.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$7.00$6.00Aug 21$0.67$0.67$0.332.03$6.33
$6.50$6.00Aug 14$0.33$0.33$0.171.94$6.17
$6.00$5.50Aug 14$0.24$0.24$0.260.92$5.76
$6.00$5.50Jul 31$0.23$0.23$0.270.85$5.77
$6.00$5.50Aug 7$0.23$0.23$0.270.85$5.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.14, cheapest $0.05)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$6.50Jul 17Jul 24$0.05141.7%72.7%
$6.00Jul 17Jul 24$0.1274.5%64.5%
$7.00Jul 17Jul 31$0.12223.4%99.2%
$5.50Jul 17Jul 24$0.15178.3%79.0%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$6.00Jul 17Jul 24$0.1074.5%64.5%
$5.00Jul 31Aug 14$0.1093.4%89.1%
$7.00Jul 17Aug 21$0.20223.4%80.8%
$6.50Jul 17Aug 14$0.27141.7%81.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 3.87% of stock, avg 15.65%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$6.00Jul 17$0.08$0.15$0.23$5.77$6.233.87%
$6.00Jul 24$0.20$0.25$0.45$5.55$6.457.56%
$6.50Jul 17$0.03$0.63$0.66$5.84$7.1611.09%
$5.50Jul 31$0.70$0.25$0.95$4.55$6.4515.97%
$6.00Aug 7$0.45$0.53$0.98$5.02$6.9816.47%
$7.00Jul 17$0.03$1.10$1.13$5.87$8.1318.99%
$6.00Aug 21$0.57$0.63$1.20$4.80$7.2020.17%
$6.50Aug 14$0.33$0.90$1.23$5.27$7.7320.67%
$7.00Aug 21$0.25$1.30$1.55$5.45$8.5526.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 11 found (cheapest 4.20% of stock, avg 9.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$6.50$5.00Jul 31$0.15$0.10$0.25$4.75$6.75
$7.00$5.00Jul 31$0.15$0.10$0.25$4.75$7.25
$6.50$5.50Jul 31$0.15$0.25$0.40$5.10$6.90
$7.00$5.50Jul 31$0.15$0.25$0.40$5.10$7.40
$7.00$5.00Aug 21$0.25$0.20$0.45$4.55$7.45
$6.50$5.00Aug 14$0.33$0.20$0.53$4.47$7.03
$6.50$6.00Jul 31$0.15$0.48$0.63$5.37$7.13
$7.00$6.00Jul 31$0.15$0.48$0.63$5.37$7.63
$6.50$5.50Aug 14$0.33$0.33$0.66$4.84$7.16
$7.00$6.00Aug 21$0.25$0.63$0.88$5.12$7.88

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 9.00, cheapest $0.05)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$6.00$6.50$7.00Jul 17$0.05$0.459.00
$5.50$6.00$6.50Jul 24$0.13$0.372.85
$5.50$6.00$6.50Jul 17$0.17$0.331.94
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$5.00$5.50$6.00Jul 31$0.08$0.425.25
$5.50$6.00$6.50Aug 14$0.09$0.414.56
$5.00$5.50$6.00Aug 14$0.11$0.393.55
$5.00$6.00$7.00Aug 21$0.24$0.763.17

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 $-0.07, 6 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$6.50$7.001:2Jul 31-$0.15$0.35
$6.00$7.001:2Aug 21$0.07$0.93
$5.50$6.501:2Jul 31$0.40$0.60
$5.50$6.001:2Jul 17$0.14$0.36
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.00$5.501:2Aug 7-$0.07$0.43
$5.50$5.001:2Aug 14-$0.07$0.43
$6.00$5.501:2Aug 14-$0.09$0.41
$7.00$6.501:2Jul 17-$0.16$0.34
$6.50$6.001:2Aug 14-$0.24$0.26

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 8.40%, avg 4.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$6.00Aug 21$0.500.530.8%8.40%9.24%842
$6.00Aug 7$0.400.510.8%6.72%7.56%46
$6.50Aug 28$0.350.429.2%5.88%15.13%11--
$6.50Aug 14$0.250.399.2%4.20%13.45%733
$7.00Aug 21$0.200.3017.6%3.36%21.01%25954
$6.00Jul 24$0.150.480.8%2.52%3.36%9243
$7.00Jul 31$0.100.2417.6%1.68%19.33%62423

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 7,687
Total Puts 2,097
Put/Call Ratio 0.27
Net Difference 5,590

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 27,619
Total Puts 10,906
Average Put/Call Ratio 0.35
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All