Tour v366
AUR
AURORA INNOVATION IN A
$6.09 +0.50%
$6.06 (-0.49%)🌙
as of 07/20 06:11 PM
7/20 18:11

Option Volume

Detail
Current (07/20) 8,787
Calls: 5,200 (59%)
Puts: 3,587 (41%)
Prior (07/17) 4,217
Calls: 2,877 (68%)
Puts: 1,340 (32%)
Current vs Prior +108.37%
Calls: +80.74% (Calls)
Puts: +167.69% (Puts)
Prior 7-Day Total 41,982
Calls: 29,256 (70%)
Puts: 12,726 (30%)
Prior 7-Day Average 5,997
Calls: 4,179 (70%)
Puts: 1,818 (30%)
Current vs Prior 7-Day Avg +46.51%
Calls: +24.42%
Puts: +97.30%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $3.04M
Calls: $205.5K (7%)
Puts: $2.84M (93%)
Prior (07/17) $319.1K
Calls: $244.6K (77%)
Puts: $74.5K (23%)
Current vs Prior +853.61%
Calls: -15.98%
Puts: +3707.51%
Prior 7-Day Total $3.31M
Calls: $2.38M (72%)
Puts: $930.3K (28%)
Prior 7-Day Average $473.4K
Calls: $340.5K (72%)
Puts: $132.9K (28%)
Current vs Prior 7-Day Avg +542.73%
Calls: -39.66%
Puts: +2034.73%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/20) 0.69
Prior (07/17) 0.47
Current vs Prior +48.10%
Prior 7-Day Average 0.38
Current vs Prior 7-Day Avg +83.62%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 259,563
Calls: 239,122 (92%)
Puts: 20,441 (8%)
Prior (07/17) 235,193
Calls: 211,157 (90%)
Puts: 24,036 (10%)
Current vs Prior +10.36%
Prior 7-Day Total 2,027,311
Calls: 1,883,006 (93%)
Puts: 144,305 (7%)
Prior 7-Day Average 289,615
Calls: 269,000 (93%)
Puts: 20,615 (7%)
Current vs Prior 7-Day Avg -10.38%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 6.57% | 12.32%19.05% | 23.97%
Prior 7.43% | 14.52%5.45% | 18.65%
Current vs Prior -11.55% | -15.19%+249.79% | +28.57%
Prior 7-Day Avg 6.16% | 10.19%6.34% | 20.26%
Current vs 7-Day Avg +6.54% | +20.87%+200.58% | +18.35%
Prior 7-Day Eod 7.43% | 14.52%5.45% | 18.65%
Current vs 7-Day Eod -11.55% | -15.19%+249.79% | +28.57%
Sentiment BULLISHBEARISH

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 bearish conviction with 93% of dollar volume in puts ($2.84M) vs calls ($205.5K). Massive premium surge with dollar volume up 854% vs prior. Dollar volume significantly above 7-day average (543% higher). Unusually high activity with volume up 108% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 2 of results (avg 9.3%, best 9.1%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Aug 71.051.15$1.109.1%10.72--
$7.00Jul 311.001.10$1.059.5%70.75--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.61, cheapest $0.28)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Aug 210.250.30$0.2817.9%7010.321.2K
$5.50Jul 310.700.85$0.7719.5%20.75--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Aug 140.700.85$0.7719.5%140.57127

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 13 found (avg delta 0.72, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 240.302.25$1.27153.5%30.94--
$5.50Jul 240.151.20$0.68154.4%110.8549
$5.00Aug 211.151.45$1.3023.1%40.8124
$5.50Jul 310.700.85$0.7719.5%20.75--
$6.00Jul 240.200.30$0.2540.0%2010.60285
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Jul 240.201.50$0.85152.9%140.91--
$6.50Jul 240.400.55$0.4831.3%30.76160
$7.00Jul 311.001.10$1.059.5%70.75--
$7.00Aug 71.051.15$1.109.1%10.72--
$6.50Aug 140.700.85$0.7719.5%140.57127

Most actively traded options today. High liquidity = easy entry/exit. 36 active (total vol 2.7K, top 701)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Aug 210.250.30$0.2817.9%7010.321.2K
$6.50Jul 240.050.10$0.0862.5%3080.25616
$6.50Jul 310.200.30$0.2540.0%3070.37854
$6.00Aug 210.550.70$0.6323.8%2250.57117
$6.00Jul 240.200.30$0.2540.0%2010.60285
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 240.000.05$0.03166.7%3010.07321
$6.00Jul 240.100.20$0.1566.7%790.41804
$5.50Aug 210.250.35$0.3033.3%600.29--
$6.00Jul 310.300.40$0.3528.6%570.45482
$5.00Aug 210.100.25$0.1883.3%280.18683

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 20.9%, max 54.9%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.00Jul 24Aug 21132.7%85.6%54.9%724
$7.00Jul 24Aug 2896.5%81.5%18.5%951
$6.50Jul 24Aug 2184.6%79.2%6.9%311616
$5.50Jul 24Jul 3199.8%97.6%2.3%1349
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.00Jul 24Aug 21132.7%85.6%54.9%3291.0K
$5.50Jul 31Aug 2197.6%79.6%22.6%7434
$6.50Jul 24Aug 2884.6%81.5%3.8%5160
$7.00Jul 24Aug 796.5%93.2%3.6%15--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 7.33, avg 2.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.50$7.00Jul 31$0.10$0.40$0.104.00$6.60
$6.50$7.00Aug 21$0.12$0.38$0.123.17$6.62
$6.50$7.00Aug 14$0.13$0.37$0.132.85$6.63
$6.00$6.50Jul 31$0.15$0.35$0.152.33$6.15
$6.50$7.00Aug 7$0.15$0.35$0.152.33$6.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.00$5.00Jul 24$0.12$0.88$0.127.33$5.88
$5.50$5.00Aug 14$0.10$0.40$0.104.00$5.40
$5.50$5.00Aug 21$0.12$0.38$0.123.17$5.38
$6.00$5.50Jul 31$0.17$0.33$0.171.94$5.83
$6.00$5.50Aug 7$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. 20 found (best R:R 2.85, avg 1.05)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.50$6.00Jul 31$0.37$0.37$0.132.85$5.87
$5.00$6.00Aug 21$0.67$0.67$0.332.03$5.67
$6.00$6.50Aug 21$0.23$0.23$0.270.85$6.23
$6.00$6.50Jul 24$0.17$0.17$0.330.52$6.17
$6.00$6.50Jul 31$0.15$0.15$0.350.43$6.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$7.00$6.50Jul 24$0.37$0.37$0.132.85$6.63
$7.00$6.00Jul 31$0.70$0.70$0.302.33$6.30
$7.00$6.00Aug 7$0.67$0.67$0.332.03$6.33
$6.50$6.00Jul 24$0.33$0.33$0.171.94$6.17
$6.50$5.50Aug 14$0.52$0.52$0.481.08$5.98

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.16, cheapest $0.05)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.50Jul 24Jul 31$0.0999.8%97.6%
$7.00Jul 24Jul 31$0.1296.5%108.2%
$6.00Jul 24Jul 31$0.1578.0%89.5%
$6.50Jul 24Jul 31$0.1784.6%102.0%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.00Jul 24Jul 31$0.05132.7%104.5%
$6.00Jul 24Jul 31$0.2078.0%89.5%
$7.00Jul 24Jul 31$0.2096.5%108.2%
$6.50Jul 24Aug 14$0.2984.6%85.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 6.57% of stock, avg 16.62%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$6.00Jul 24$0.25$0.15$0.40$5.60$6.406.57%
$6.50Jul 24$0.08$0.48$0.56$5.94$7.069.20%
$6.00Jul 31$0.40$0.35$0.75$5.25$6.7512.32%
$7.00Jul 24$0.03$0.85$0.88$6.12$7.8814.45%
$5.50Jul 31$0.77$0.18$0.95$4.55$6.4515.60%
$6.50Aug 14$0.38$0.77$1.15$5.35$7.6518.88%
$6.00Aug 21$0.63$0.53$1.16$4.84$7.1619.05%
$7.00Jul 31$0.15$1.05$1.20$5.80$8.2019.70%
$5.00Jul 24$1.27$0.03$1.30$3.70$6.3021.35%
$7.00Aug 7$0.20$1.10$1.30$5.70$8.3021.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 24 found (cheapest 0.99% of stock, avg 7.88%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7.00$5.00Jul 24$0.03$0.03$0.06$4.94$7.06
$6.50$5.00Jul 24$0.08$0.03$0.11$4.89$6.61
$7.00$6.00Jul 24$0.03$0.15$0.18$5.82$7.18
$6.50$6.00Jul 24$0.08$0.15$0.23$5.77$6.73
$7.00$5.00Jul 31$0.15$0.08$0.23$4.77$7.23
$6.50$5.00Jul 31$0.25$0.08$0.33$4.67$6.83
$7.00$5.50Jul 31$0.15$0.18$0.33$5.17$7.33
$7.00$5.00Aug 14$0.25$0.15$0.40$4.60$7.40
$7.00$5.50Aug 7$0.20$0.22$0.42$5.08$7.42
$6.50$5.50Jul 31$0.25$0.18$0.43$5.07$6.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 2.57, avg credit $0.30)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
6/66/7Aug 7$0.36$0.142.57$5.64$6.86
5/66/6Aug 21$0.35$0.152.33$5.15$6.35
6/66/7Aug 21$0.35$0.152.33$5.65$6.85
6/66/7Jul 31$0.27$0.231.17$5.73$6.77
5/66/7Aug 21$0.24$0.260.92$5.26$6.74
5/66/7Aug 14$0.23$0.270.85$5.27$6.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$6.00$6.50$7.00Jul 31$0.05$0.459.00
$6.00$6.50$7.00Aug 21$0.11$0.393.55
$6.00$6.50$7.00Jul 24$0.12$0.383.17
$5.00$5.50$6.00Jul 24$0.16$0.342.13
$5.50$6.00$6.50Jul 31$0.22$0.281.27
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$5.00$5.50$6.00Jul 31$0.07$0.436.14
$5.00$5.50$6.00Aug 21$0.11$0.393.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-0.05, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.50$7.001:2Aug 7-$0.05$0.45
$5.00$5.501:2Jul 24-$0.09$0.41
$6.00$6.501:2Jul 31-$0.10$0.40
$6.50$7.001:2Aug 14-$0.12$0.38
$6.50$7.001:2Aug 21-$0.16$0.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.50$5.001:2Aug 21-$0.06$0.44
$6.00$5.501:2Aug 21-$0.07$0.43
$7.00$6.501:2Jul 24-$0.11$0.39
$6.00$5.001:2Jul 24$0.09$0.91
$7.00$6.001:2Aug 7$0.24$0.76

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 5.75%, avg 3.83%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$6.50Aug 21$0.350.436.7%5.75%12.48%3--
$6.50Aug 7$0.300.426.7%4.93%11.66%1014
$6.50Aug 14$0.300.436.7%4.93%11.66%1233
$7.00Aug 21$0.250.3214.9%4.11%19.05%7011.2K
$7.00Aug 28$0.250.3414.9%4.11%19.05%711
$6.50Jul 31$0.200.376.7%3.28%10.02%307854
$7.00Aug 14$0.200.3114.9%3.28%18.23%21111
$7.00Aug 7$0.150.2814.9%2.46%17.41%116--
$7.00Jul 31$0.100.2414.9%1.64%16.58%53457

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 5,200
Total Puts 3,587
Put/Call Ratio 0.69
Net Difference 1,613

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 29,256
Total Puts 12,726
Average Put/Call Ratio 0.38
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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