Tour v388
AUR
AURORA INNOVATION IN A
$6.61 +4.75%
$6.58 (-0.50%)🌙
as of 07/22 06:38 PM
7/22 18:38

Option Volume

Detail
Current (07/22) 6,836
Calls: 6,052 (89%)
Puts: 784 (11%)
Prior (07/21) 6,310
Calls: 4,206 (67%)
Puts: 2,104 (33%)
Current vs Prior +8.34%
Calls: +43.89% (Calls)
Puts: -62.74% (Puts)
Prior 7-Day Total 50,826
Calls: 33,376 (66%)
Puts: 17,450 (34%)
Prior 7-Day Average 7,260
Calls: 4,768 (66%)
Puts: 2,492 (34%)
Current vs Prior 7-Day Avg -5.85%
Calls: +26.93%
Puts: -68.55%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $434.2K
Calls: $376.6K (87%)
Puts: $57.6K (13%)
Prior (07/21) $312.4K
Calls: $220.7K (71%)
Puts: $91.7K (29%)
Current vs Prior +38.98%
Calls: +70.61%
Puts: -37.17%
Prior 7-Day Total $6.17M
Calls: $2.40M (39%)
Puts: $3.77M (61%)
Prior 7-Day Average $881.5K
Calls: $343.0K (39%)
Puts: $538.6K (61%)
Current vs Prior 7-Day Avg -50.74%
Calls: +9.81%
Puts: -89.30%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.13
Prior (07/21) 0.50
Current vs Prior -74.10%
Prior 7-Day Average 0.50
Current vs Prior 7-Day Avg -73.93%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 333,143
Calls: 318,805 (96%)
Puts: 14,338 (4%)
Prior (07/21) 319,315
Calls: 292,483 (92%)
Puts: 26,832 (8%)
Current vs Prior +4.33%
Prior 7-Day Total 2,052,140
Calls: 1,882,169 (92%)
Puts: 169,971 (8%)
Prior 7-Day Average 293,162
Calls: 268,881 (92%)
Puts: 24,281 (8%)
Current vs Prior 7-Day Avg +13.64%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.54% | 13.31%18.61% | 24.96%
Prior 5.71% | 13.47%22.66% | 24.56%
Current vs Prior -20.45% | -1.17%-17.89% | +1.62%
Prior 7-Day Avg 5.98% | 11.03%9.90% | 21.01%
Current vs 7-Day Avg -24.09% | +20.70%+87.94% | +18.83%
Prior 7-Day Eod 5.71% | 13.47%22.66% | 24.56%
Current vs 7-Day Eod -20.45% | -1.17%-17.89% | +1.62%
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

Strong bullish conviction with 87% of dollar volume in calls ($376.6K) vs puts ($57.6K). Extreme bullish P/C ratio of 0.13 - heavy call buying (6,052 calls vs 784 puts). P/C ratio dropping 74% - sentiment shifting bullish. Call-heavy open interest (318,805 calls vs 14,338 puts) suggests bullish positioning.

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 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 1 of results (avg 8.3%, best 8.3%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.50Aug 211.151.25$1.208.3%10.67--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.66, cheapest $0.28)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Jul 310.250.30$0.2817.9%5170.39596
$6.00Jul 310.750.85$0.8012.5%80.73271
$6.00Aug 210.901.00$0.9510.5%70.70258
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Aug 210.500.60$0.5518.2%310.43--
$7.00Jul 310.650.75$0.7014.3%60.61311

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 15 found (avg delta 0.70, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 240.801.30$1.0547.6%20.93--
$5.50Jul 310.751.35$1.0557.1%50.88126
$6.00Jul 240.400.75$0.5761.4%460.85304
$6.00Jul 310.750.85$0.8012.5%80.73271
$6.00Aug 210.901.00$0.9510.5%70.70258
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.50Jul 240.501.35$0.9391.4%30.9136
$7.00Jul 240.351.05$0.70100.0%30.8062
$7.50Aug 211.151.25$1.208.3%10.67--
$7.00Jul 310.650.75$0.7014.3%60.61311

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 3.3K, top 802)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Jul 310.400.55$0.4831.3%8020.561.0K
$7.00Jul 310.250.30$0.2817.9%5170.39596
$7.00Aug 210.350.50$0.4334.9%3290.441.9K
$7.00Jul 240.000.10$0.05200.0%3200.20411
$6.50Jul 240.150.25$0.2050.0%2830.62955
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Jul 240.050.15$0.10100.0%440.38149
$6.00Jul 310.150.25$0.2050.0%330.271.1K
$6.00Aug 210.300.40$0.3528.6%320.30445
$6.50Aug 210.500.60$0.5518.2%310.43--
$6.50Aug 70.400.50$0.4522.2%200.4439

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 57.7%, max 97.4%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.50Jul 24Jul 31173.7%107.5%61.7%7126
$7.50Jul 24Aug 21128.0%81.3%57.5%161227
$6.00Jul 24Aug 21131.4%84.4%55.7%53562
$7.00Jul 24Aug 2894.4%82.2%14.8%460483
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.50Jul 24Aug 14173.7%88.0%97.4%4531
$6.00Jul 24Aug 28131.4%82.5%59.2%7--
$7.50Jul 24Aug 21128.0%81.3%57.5%436

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 21 found (best R:R 3.17, avg 1.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$7.00$7.50Jul 31$0.13$0.37$0.132.85$7.13
$7.00$7.50Aug 7$0.13$0.37$0.132.85$7.13
$7.00$7.50Aug 14$0.13$0.37$0.132.85$7.13
$7.00$7.50Aug 21$0.13$0.37$0.132.85$7.13
$6.50$7.00Jul 24$0.15$0.35$0.152.33$6.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.00$5.50Jul 31$0.12$0.38$0.123.17$5.88
$6.00$5.50Aug 14$0.15$0.35$0.152.33$5.85
$6.50$6.00Jul 31$0.20$0.30$0.201.50$6.30
$6.50$6.00Aug 14$0.20$0.30$0.201.50$6.30
$6.50$6.00Aug 21$0.20$0.30$0.201.50$6.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 2.85, avg 0.89)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$6.00$6.50Jul 24$0.37$0.37$0.132.85$6.37
$6.00$6.50Jul 31$0.32$0.32$0.181.78$6.32
$6.00$6.50Aug 21$0.27$0.27$0.231.17$6.27
$5.50$6.00Jul 31$0.25$0.25$0.251.00$5.75
$6.50$7.00Aug 14$0.25$0.25$0.251.00$6.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$7.50$6.50Aug 21$0.65$0.65$0.351.86$6.85
$7.00$6.50Jul 31$0.30$0.30$0.201.50$6.70
$7.50$7.00Jul 24$0.23$0.23$0.270.85$7.27
$6.50$6.00Jul 31$0.20$0.20$0.300.67$6.30
$6.50$6.00Aug 14$0.20$0.20$0.300.67$6.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.20, cheapest $0.05)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7.50Jul 24Jul 31$0.12128.0%109.3%
$6.00Jul 24Jul 31$0.23131.4%108.8%
$7.00Jul 24Jul 31$0.2394.4%108.4%
$6.50Jul 24Jul 31$0.2876.0%106.6%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.50Jul 24Jul 31$0.05173.7%107.5%
$6.00Jul 24Jul 31$0.15131.4%108.8%
$7.50Jul 24Aug 21$0.27128.0%81.3%
$6.50Jul 24Jul 31$0.3076.0%106.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 4.54% of stock, avg 14.96%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$6.50Jul 24$0.20$0.10$0.30$6.20$6.804.54%
$6.00Jul 24$0.57$0.05$0.62$5.38$6.629.38%
$7.00Jul 24$0.05$0.70$0.75$6.25$7.7511.35%
$6.50Jul 31$0.48$0.40$0.88$5.62$7.3813.31%
$7.50Jul 24$0.03$0.93$0.96$6.54$8.4614.52%
$7.00Jul 31$0.28$0.70$0.98$6.02$7.9814.83%
$6.50Aug 7$0.53$0.45$0.98$5.52$7.4814.83%
$6.00Jul 31$0.80$0.20$1.00$5.00$7.0015.13%
$5.50Jul 24$1.05$0.03$1.08$4.42$6.5816.34%
$5.50Jul 31$1.05$0.08$1.13$4.37$6.6317.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 0.91% of stock, avg 7.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7.50$5.50Jul 24$0.03$0.03$0.06$5.44$7.56
$7.00$5.50Jul 24$0.05$0.03$0.08$5.42$7.08
$7.50$6.00Jul 24$0.03$0.05$0.08$5.92$7.58
$7.00$6.00Jul 24$0.05$0.05$0.10$5.90$7.10
$7.50$6.50Jul 24$0.03$0.10$0.13$6.37$7.63
$7.00$6.50Jul 24$0.05$0.10$0.15$6.35$7.15
$7.50$5.50Jul 31$0.15$0.08$0.23$5.27$7.73
$7.50$6.00Jul 31$0.15$0.20$0.35$5.65$7.85
$7.00$5.50Jul 31$0.28$0.08$0.36$5.14$7.36
$7.50$5.50Aug 14$0.25$0.15$0.40$5.10$7.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 1.94, avg credit $0.31)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
6/67/8Jul 31$0.33$0.171.94$6.17$7.33
6/67/8Aug 14$0.33$0.171.94$6.17$7.33
6/67/8Aug 21$0.33$0.171.94$6.17$7.33
6/66/7Jul 31$0.32$0.181.78$5.68$6.82
6/67/8Aug 14$0.28$0.221.27$5.72$7.28
6/67/8Jul 31$0.25$0.251.00$5.75$7.25

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
$6.50$7.00$7.50Jul 31$0.07$0.436.14
$6.50$7.00$7.50Aug 7$0.07$0.436.14
$5.50$6.00$6.50Jul 24$0.11$0.393.55
$6.00$6.50$7.00Jul 31$0.12$0.383.17
$6.50$7.00$7.50Aug 14$0.12$0.383.17
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$5.50$6.00$6.50Aug 14$0.05$0.459.00
$5.50$6.00$6.50Jul 31$0.08$0.425.25
$6.00$6.50$7.00Jul 31$0.10$0.404.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 19 found (best net $-0.07, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$7.00$7.501:2Aug 7-$0.07$0.43
$6.50$7.001:2Jul 31-$0.08$0.42
$5.50$6.001:2Jul 24-$0.09$0.41
$7.00$7.501:2Aug 14-$0.12$0.38
$6.50$7.001:2Aug 7-$0.13$0.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$7.00$6.501:2Jul 31-$0.10$0.40
$6.50$6.001:2Aug 14-$0.10$0.40
$6.50$6.001:2Aug 21-$0.15$0.35
$7.50$7.001:2Jul 24-$0.47$0.03
$7.50$6.501:2Aug 21$0.10$0.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 6.81%, avg 3.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$7.00Aug 28$0.450.465.9%6.81%12.71%14072
$7.00Aug 21$0.350.445.9%5.30%11.20%3291.9K
$7.00Aug 14$0.300.435.9%4.54%10.44%65135
$7.00Jul 31$0.250.395.9%3.78%9.68%517596
$7.00Aug 7$0.250.405.9%3.78%9.68%40--
$7.50Aug 21$0.250.3313.5%3.78%17.25%2428
$7.50Aug 14$0.200.3113.5%3.03%16.49%61--
$7.50Aug 7$0.150.2813.5%2.27%15.73%45203
$7.50Jul 31$0.100.2413.5%1.51%14.98%179284

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 6,052
Total Puts 784
Put/Call Ratio 0.13
Net Difference 5,268

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 33,376
Total Puts 17,450
Average Put/Call Ratio 0.50
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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