Tour v381
AUR
AURORA INNOVATION IN A
$6.31 +3.61%
$6.31 (-0.06%)🌙
as of 07/21 06:13 PM
7/21 18:13

Option Volume

Detail
Current (07/21) 6,310
Calls: 4,206 (67%)
Puts: 2,104 (33%)
Prior (07/20) 8,787
Calls: 5,200 (59%)
Puts: 3,587 (41%)
Current vs Prior -28.19%
Calls: -19.12% (Calls)
Puts: -41.34% (Puts)
Prior 7-Day Total 48,378
Calls: 32,298 (67%)
Puts: 16,080 (33%)
Prior 7-Day Average 6,911
Calls: 4,614 (67%)
Puts: 2,297 (33%)
Current vs Prior 7-Day Avg -8.70%
Calls: -8.84%
Puts: -8.41%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $312.4K
Calls: $220.7K (71%)
Puts: $91.7K (29%)
Prior (07/20) $3.04M
Calls: $205.5K (7%)
Puts: $2.84M (93%)
Current vs Prior -89.73%
Calls: +7.44%
Puts: -96.77%
Prior 7-Day Total $6.13M
Calls: $2.39M (39%)
Puts: $3.74M (61%)
Prior 7-Day Average $875.8K
Calls: $341.4K (39%)
Puts: $534.5K (61%)
Current vs Prior 7-Day Avg -64.33%
Calls: -35.33%
Puts: -82.84%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.50
Prior (07/20) 0.69
Current vs Prior -27.48%
Prior 7-Day Average 0.46
Current vs Prior 7-Day Avg +9.03%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 319,315
Calls: 292,483 (92%)
Puts: 26,832 (8%)
Prior (07/20) 259,563
Calls: 239,122 (92%)
Puts: 20,441 (8%)
Current vs Prior +23.02%
Prior 7-Day Total 2,008,475
Calls: 1,854,448 (92%)
Puts: 154,027 (8%)
Prior 7-Day Average 286,925
Calls: 264,921 (92%)
Puts: 22,003 (8%)
Current vs Prior 7-Day Avg +11.29%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 5.71% | 13.47%22.66% | 24.56%
Prior 6.57% | 12.32%19.05% | 23.97%
Current vs Prior -13.14% | +9.38%+18.98% | +2.46%
Prior 7-Day Avg 6.24% | 10.63%7.74% | 20.59%
Current vs 7-Day Avg -8.55% | +26.74%+192.85% | +19.32%
Prior 7-Day Eod 6.57% | 12.32%19.05% | 23.97%
Current vs 7-Day Eod -13.14% | +9.38%+18.98% | +2.46%
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

Moderately bullish flow with 71% call dollar volume ($220.7K). Light premium activity with dollar volume down 90% vs prior. Bullish P/C ratio of 0.50. P/C ratio dropping 27% - sentiment shifting bullish.

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 BEARISH
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 $0.61, cheapest $0.32)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Jul 310.300.35$0.3215.6%4240.451.1K
$6.00Jul 310.550.65$0.6016.7%50.65266
$6.00Aug 70.600.70$0.6515.4%60.6426
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Jul 310.800.95$0.8817.0%200.71291

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 15 found (avg delta 0.69, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 240.351.00$0.6895.6%110.88--
$6.00Jul 240.300.40$0.3528.6%2110.75396
$5.50Jul 310.251.55$0.90144.4%1010.72--
$6.00Aug 210.650.80$0.7320.5%20.71257
$6.00Jul 310.550.65$0.6016.7%50.65266
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Jul 240.001.55$0.78198.7%200.8979
$7.50Jul 310.702.35$1.53107.8%10.84--
$7.50Jul 240.501.85$1.18114.4%10.80--
$7.00Jul 310.800.95$0.8817.0%200.71291
$6.50Jul 240.200.35$0.2853.6%100.69--

Most actively traded options today. High liquidity = easy entry/exit. 37 active (total vol 2.8K, top 613)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Jul 310.300.35$0.3215.6%4240.451.1K
$6.50Jul 240.050.10$0.0862.5%2470.31735
$6.00Jul 240.300.40$0.3528.6%2110.75396
$7.00Aug 210.300.40$0.3528.6%1500.431.8K
$7.00Jul 310.150.20$0.1827.8%1180.29503
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Jul 310.200.30$0.2540.0%6130.35497
$6.00Jul 240.050.10$0.0862.5%6110.25873
$5.50Aug 210.200.30$0.2540.0%690.2360
$6.00Aug 210.350.50$0.4334.9%580.34404
$7.00Jul 240.001.55$0.78198.7%200.8979

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 51.2%, max 118.7%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.50Jul 31Aug 2896.8%81.8%18.3%6--
$7.00Jul 24Aug 2891.4%78.3%16.7%17497
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.50Jul 24Jul 31211.7%96.8%118.7%2--

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 1.49)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$7.00$7.50Aug 7$0.10$0.40$0.104.00$7.10
$6.50$7.00Jul 31$0.14$0.36$0.142.57$6.64
$6.50$7.00Aug 7$0.17$0.33$0.171.94$6.67
$6.50$7.00Aug 28$0.17$0.33$0.171.94$6.67
$6.50$7.00Aug 14$0.20$0.30$0.201.50$6.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.00$5.50Aug 7$0.18$0.32$0.181.78$5.82
$6.00$5.50Aug 14$0.18$0.32$0.181.78$5.82
$6.00$5.50Aug 21$0.18$0.32$0.181.78$5.82
$6.50$6.00Jul 24$0.20$0.30$0.201.50$6.30
$6.50$6.00Aug 7$0.24$0.26$0.241.08$6.26

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 4.00, avg 1.07)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.50$6.00Jul 24$0.33$0.33$0.171.94$5.83
$5.50$6.00Jul 31$0.30$0.30$0.201.50$5.80
$6.00$6.50Jul 31$0.28$0.28$0.221.27$6.28
$6.00$6.50Jul 24$0.27$0.27$0.231.17$6.27
$6.00$6.50Aug 7$0.25$0.25$0.251.00$6.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$7.50$7.00Jul 24$0.40$0.40$0.104.00$7.10
$7.00$6.00Jul 31$0.63$0.63$0.371.70$6.37
$6.50$6.00Aug 14$0.25$0.25$0.251.00$6.25
$6.50$6.00Aug 7$0.24$0.24$0.260.92$6.26
$6.50$6.00Jul 24$0.20$0.20$0.300.67$6.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $0.19, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7.50Jul 31Aug 7$0.0596.8%87.1%
$7.00Jul 24Jul 31$0.1591.4%101.3%
$5.50Jul 24Jul 31$0.22138.3%181.9%
$6.50Jul 24Jul 31$0.2468.1%100.0%
$6.00Jul 24Jul 31$0.2585.6%93.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.50Aug 7Aug 14$0.0587.6%85.3%
$7.00Jul 24Jul 31$0.1091.4%101.3%
$6.00Jul 24Jul 31$0.1785.6%93.8%
$6.50Jul 24Aug 7$0.2968.1%88.7%
$7.50Jul 24Jul 31$0.35211.7%96.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 5.71% of stock, avg 14.80%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$6.50Jul 24$0.08$0.28$0.36$6.14$6.865.71%
$6.00Jul 24$0.35$0.08$0.43$5.57$6.436.81%
$7.00Jul 24$0.03$0.78$0.81$6.19$7.8112.84%
$6.00Jul 31$0.60$0.25$0.85$5.15$6.8513.47%
$6.50Aug 7$0.40$0.57$0.97$5.53$7.4715.37%
$6.00Aug 7$0.65$0.33$0.98$5.02$6.9815.53%
$7.00Jul 31$0.18$0.88$1.06$5.94$8.0616.80%
$6.50Aug 14$0.48$0.63$1.11$5.39$7.6117.59%
$6.00Aug 21$0.73$0.43$1.16$4.84$7.1618.38%
$7.50Jul 31$0.08$1.53$1.61$5.89$9.1125.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 19 found (cheapest 1.74% of stock, avg 8.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7.00$6.00Jul 24$0.03$0.08$0.11$5.89$7.11
$6.50$6.00Jul 24$0.08$0.08$0.16$5.84$6.66
$7.50$5.50Aug 7$0.13$0.15$0.28$5.22$7.78
$7.50$6.00Jul 31$0.08$0.25$0.33$5.67$7.83
$7.00$5.50Aug 7$0.23$0.15$0.38$5.12$7.38
$7.00$6.00Jul 31$0.18$0.25$0.43$5.57$7.43
$7.50$6.00Aug 7$0.13$0.33$0.46$5.54$7.96
$7.00$5.50Aug 14$0.28$0.20$0.48$5.02$7.48
$7.50$5.50Aug 21$0.25$0.25$0.50$5.00$8.00
$6.50$5.50Aug 7$0.40$0.15$0.55$4.95$7.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 3.17, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
6/66/7Aug 14$0.38$0.123.17$5.62$6.88
6/66/7Aug 7$0.35$0.152.33$5.65$6.85
6/67/8Aug 7$0.34$0.162.12$6.16$7.34
6/67/8Aug 7$0.28$0.221.27$5.72$7.28

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$5.50$6.00$6.50Jul 24$0.06$0.447.33
$6.50$7.00$7.50Aug 7$0.07$0.436.14
$6.50$7.00$7.50Aug 28$0.07$0.436.14
$6.00$6.50$7.00Aug 7$0.08$0.425.25
$6.00$6.50$7.00Jul 31$0.14$0.362.57
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$5.50$6.00$6.50Aug 7$0.06$0.447.33
$5.50$6.00$6.50Aug 14$0.07$0.436.14
$6.00$6.50$7.00Jul 24$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, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.50$7.001:2Aug 7-$0.06$0.44
$6.50$7.001:2Aug 14-$0.08$0.42
$6.00$6.501:2Aug 7-$0.15$0.35
$7.00$7.501:2Aug 21-$0.15$0.35
$7.00$7.501:2Aug 28-$0.18$0.32
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.00$5.501:2Aug 21-$0.07$0.43
$6.50$6.001:2Aug 7-$0.09$0.41
$6.50$6.001:2Aug 14-$0.13$0.37
$7.50$7.001:2Jul 31-$0.23$0.27
$7.50$7.001:2Jul 24-$0.38$0.12

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 7.13%, avg 4.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$6.50Aug 21$0.450.593.0%7.13%10.14%313
$6.50Aug 28$0.450.503.0%7.13%10.14%2--
$6.50Aug 14$0.400.503.0%6.34%9.35%1245
$6.50Aug 7$0.350.483.0%5.55%8.56%224
$6.50Jul 31$0.300.453.0%4.75%7.77%4241.1K
$7.00Aug 21$0.300.4310.9%4.75%15.69%1501.8K
$7.00Aug 28$0.300.3910.9%4.75%15.69%271
$7.00Aug 7$0.200.3210.9%3.17%14.10%7191
$7.00Aug 14$0.200.3510.9%3.17%14.10%4--
$7.50Aug 21$0.200.3218.9%3.17%22.03%4--

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 4,206
Total Puts 2,104
Put/Call Ratio 0.50
Net Difference 2,102

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 32,298
Total Puts 16,080
Average Put/Call Ratio 0.46
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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