Tour v346
AUR
AURORA INNOVATION IN A
$6.06 +2.02%
$6.05 (-0.17%)🌙
as of 07/17 06:13 PM
7/17 18:13

Option Volume

Detail
Current (07/17) 4,217
Calls: 2,877 (68%)
Puts: 1,340 (32%)
Prior (07/16) 9,784
Calls: 7,687 (79%)
Puts: 2,097 (21%)
Current vs Prior -56.90%
Calls: -62.57% (Calls)
Puts: -36.10% (Puts)
Prior 7-Day Total 44,783
Calls: 32,987 (74%)
Puts: 11,796 (26%)
Prior 7-Day Average 6,397
Calls: 4,712 (74%)
Puts: 1,685 (26%)
Current vs Prior 7-Day Avg -34.08%
Calls: -38.95%
Puts: -20.48%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $319.1K
Calls: $244.6K (77%)
Puts: $74.5K (23%)
Prior (07/16) $936.2K
Calls: $861.6K (92%)
Puts: $74.6K (8%)
Current vs Prior -65.92%
Calls: -71.62%
Puts: -0.06%
Prior 7-Day Total $3.94M
Calls: $3.03M (77%)
Puts: $905.9K (23%)
Prior 7-Day Average $562.6K
Calls: $433.2K (77%)
Puts: $129.4K (23%)
Current vs Prior 7-Day Avg -43.29%
Calls: -43.55%
Puts: -42.42%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.47
Prior (07/16) 0.27
Current vs Prior +70.74%
Prior 7-Day Average 0.32
Current vs Prior 7-Day Avg +46.48%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 235,193
Calls: 211,157 (90%)
Puts: 24,036 (10%)
Prior (07/16) 318,582
Calls: 293,933 (92%)
Puts: 24,649 (8%)
Current vs Prior -26.18%
Prior 7-Day Total 2,105,671
Calls: 1,983,446 (94%)
Puts: 122,225 (6%)
Prior 7-Day Average 300,810
Calls: 283,349 (94%)
Puts: 17,460 (6%)
Current vs Prior 7-Day Avg -21.81%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 5.45% | 7.43%5.45% | 18.65%
Prior 3.87% | 7.56%3.87% | 20.17%
Current vs Prior +92.10% | +92.01%+40.87% | -7.54%
Prior 7-Day Avg 5.80% | 9.35%6.79% | 20.66%
Current vs 7-Day Avg +28.01% | +55.39%-19.80% | -9.74%
Prior 7-Day Eod 3.87% | 7.56%3.87% | 20.17%
Current vs 7-Day Eod +92.10% | +92.01%+40.87% | -7.54%
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 77% of dollar volume in calls ($244.6K) vs puts ($74.5K). Light premium activity with dollar volume down 66% vs prior. Below-average activity with volume down 57% vs prior. Extreme bullish P/C ratio of 0.47 - heavy call buying (2,877 calls vs 1,340 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. 4 found (avg $0.64, cheapest $0.28)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Aug 210.250.30$0.2817.9%2630.32957
$6.00Aug 210.550.65$0.6016.7%760.5646
$5.50Aug 70.750.90$0.8318.1%10.72--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Aug 140.750.90$0.8318.1%420.58144

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 15 found (avg delta 0.69, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 170.002.50$1.25200.0%200.8520
$5.50Jul 240.450.70$0.5743.9%10.81--
$5.00Aug 211.101.40$1.2524.0%30.8125
$6.00Jul 170.000.15$0.08187.5%2260.74906
$5.50Aug 70.750.90$0.8318.1%10.72--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Jul 170.551.15$0.8570.6%390.90280
$6.50Jul 170.002.55$1.27200.8%120.86--
$7.00Aug 211.151.30$1.2312.2%510.68182
$6.50Jul 310.650.80$0.7320.5%630.60188
$6.50Aug 140.750.90$0.8318.1%420.58144

Most actively traded options today. High liquidity = easy entry/exit. 42 active (total vol 2.7K, top 427)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Jul 240.050.10$0.0862.5%4270.23312
$6.50Jul 310.200.40$0.3066.7%3010.40724
$7.00Aug 210.250.30$0.2817.9%2630.32957
$6.00Jul 170.000.15$0.08187.5%2260.74906
$7.00Jul 170.000.05$0.03166.7%1210.091.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 240.000.05$0.03166.7%3000.0724
$5.50Jul 170.000.10$0.05200.0%2110.15513
$6.00Jul 170.000.50$0.25200.0%850.263.1K
$6.50Jul 310.650.80$0.7320.5%630.60188
$7.00Aug 211.151.30$1.2312.2%510.68182

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 1340.9%, max 3676.4%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.00Jul 17Aug 281369.0%79.7%1616.8%1221.7K
$5.50Jul 17Aug 71316.4%87.1%1410.9%2120
$6.50Jul 17Aug 28820.2%80.0%924.8%26--
$6.00Jul 17Aug 21205.2%74.3%176.2%302952
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.00Jul 17Aug 283114.3%82.5%3676.4%7274
$7.00Jul 17Aug 211369.0%79.8%1615.1%90462
$5.50Jul 17Aug 281316.4%78.6%1575.5%221513
$6.50Jul 17Aug 14820.2%82.3%896.1%54144
$6.00Jul 17Aug 21205.2%74.3%176.2%1043.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 3.17, avg 1.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.50$7.00Aug 14$0.13$0.37$0.132.85$6.63
$6.50$7.00Jul 31$0.15$0.35$0.152.33$6.65
$6.50$7.00Aug 28$0.15$0.35$0.152.33$6.65
$6.00$7.00Aug 21$0.32$0.68$0.322.13$6.32
$6.00$6.50Jul 24$0.17$0.33$0.171.94$6.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.00$5.50Jul 24$0.12$0.38$0.123.17$5.88
$5.50$5.00Aug 28$0.16$0.34$0.162.12$5.34
$6.00$5.00Aug 21$0.35$0.65$0.351.86$5.65
$6.00$5.50Jul 17$0.20$0.30$0.201.50$5.80
$6.00$5.50Jul 31$0.20$0.30$0.201.50$5.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 2.33, avg 0.94)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.00$6.00Aug 21$0.65$0.65$0.351.86$5.65
$5.50$6.00Jul 24$0.32$0.32$0.181.78$5.82
$5.50$6.00Aug 7$0.30$0.30$0.201.50$5.80
$6.00$6.50Aug 14$0.19$0.19$0.310.61$6.19
$6.00$6.50Jul 31$0.18$0.18$0.320.56$6.18
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$7.00$6.00Aug 21$0.70$0.70$0.302.33$6.30
$6.50$6.00Jul 31$0.33$0.33$0.171.94$6.17
$6.50$6.00Aug 14$0.33$0.33$0.171.94$6.17
$6.00$5.50Aug 14$0.22$0.22$0.280.79$5.78
$6.00$5.50Jul 17$0.20$0.20$0.300.67$5.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $0.20, cheapest $0.05)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$6.50Jul 17Jul 24$0.05820.2%68.5%
$6.00Jul 17Jul 24$0.17205.2%67.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7.00Jul 17Aug 21$0.381369.0%79.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 5.45% of stock, avg 16.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$6.00Jul 17$0.08$0.25$0.33$5.67$6.335.45%
$6.00Jul 24$0.25$0.20$0.45$5.55$6.457.43%
$5.50Jul 24$0.57$0.08$0.65$4.85$6.1510.73%
$7.00Jul 17$0.03$0.85$0.88$6.12$7.8814.52%
$6.00Jul 31$0.48$0.40$0.88$5.12$6.8814.52%
$6.00Aug 7$0.53$0.45$0.98$5.02$6.9816.17%
$6.50Jul 31$0.30$0.73$1.03$5.47$7.5317.00%
$6.00Aug 14$0.57$0.50$1.07$4.93$7.0717.66%
$6.00Aug 21$0.60$0.53$1.13$4.87$7.1318.65%
$6.50Aug 14$0.38$0.83$1.21$5.29$7.7119.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 27 found (cheapest 0.99% of stock, avg 7.24%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7.00$5.00Jul 24$0.03$0.03$0.06$4.94$7.06
$6.50$5.50Jul 17$0.03$0.05$0.08$5.42$6.58
$7.00$5.50Jul 17$0.03$0.05$0.08$5.42$7.08
$6.50$5.00Jul 24$0.08$0.03$0.11$4.89$6.61
$7.00$5.50Jul 24$0.03$0.08$0.11$5.39$7.11
$6.50$5.50Jul 24$0.08$0.08$0.16$5.34$6.66
$6.50$5.00Jul 17$0.03$0.15$0.18$4.82$6.68
$7.00$5.00Jul 17$0.03$0.15$0.18$4.82$7.18
$7.00$6.00Jul 24$0.03$0.20$0.23$5.77$7.23
$6.50$6.00Jul 17$0.03$0.25$0.28$5.72$6.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 2.33, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
6/66/7Jul 31$0.35$0.152.33$5.65$6.85
6/66/7Aug 14$0.35$0.152.33$5.65$6.85
5/66/7Aug 28$0.31$0.191.63$5.19$6.81

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$6.00$6.50$7.00Jul 17$0.05$0.459.00
$6.00$6.50$7.00Aug 14$0.06$0.447.33
$6.00$6.50$7.00Jul 24$0.12$0.383.17
$5.50$6.00$6.50Aug 7$0.12$0.383.17
$5.50$6.00$6.50Jul 24$0.15$0.352.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$5.00$5.50$6.00Jul 24$0.07$0.436.14
$5.50$6.00$6.50Aug 14$0.11$0.393.55
$5.50$6.00$6.50Jul 31$0.13$0.372.85
$5.00$6.00$7.00Aug 21$0.35$0.651.86
$5.00$5.50$6.00Jul 17$0.30$0.200.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-0.06, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.00$6.501:2Jul 31-$0.12$0.38
$6.50$7.001:2Aug 14-$0.12$0.38
$6.00$6.501:2Aug 7-$0.17$0.33
$6.50$7.001:2Aug 28-$0.18$0.32
$6.00$6.501:2Aug 14-$0.19$0.31
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.00$5.501:2Aug 14-$0.06$0.44
$5.50$5.001:2Aug 28-$0.06$0.44
$6.50$6.001:2Jul 31-$0.07$0.43
$6.50$6.001:2Aug 14-$0.17$0.33
$5.50$5.001:2Jul 17-$0.25$0.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 6.60%, avg 4.13%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$6.50Aug 28$0.400.457.3%6.60%13.86%1--
$6.50Aug 7$0.300.417.3%4.95%12.21%59
$6.50Aug 14$0.300.427.3%4.95%12.21%1--
$7.00Aug 21$0.250.3215.5%4.13%19.64%263957
$7.00Aug 28$0.250.3415.5%4.13%19.64%1--
$6.50Jul 31$0.200.407.3%3.30%10.56%301724
$7.00Aug 14$0.200.3115.5%3.30%18.81%10111
$7.00Jul 31$0.100.2515.5%1.65%17.16%13452

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 2,877
Total Puts 1,340
Put/Call Ratio 0.47
Net Difference 1,537

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 32,987
Total Puts 11,796
Average Put/Call Ratio 0.32
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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