Tour v394
AUR
AURORA INNOVATION IN A
$5.99 -9.38%
$6.05 (+1.00%)🌙
as of 07/23 06:14 PM
7/23 18:14

Option Volume

Detail
Current (07/23) 5,578
Calls: 4,479 (80%)
Puts: 1,099 (20%)
Prior (07/22) 6,836
Calls: 6,052 (89%)
Puts: 784 (11%)
Current vs Prior -18.40%
Calls: -25.99% (Calls)
Puts: +40.18% (Puts)
Prior 7-Day Total 50,591
Calls: 34,334 (68%)
Puts: 16,257 (32%)
Prior 7-Day Average 7,227
Calls: 4,904 (68%)
Puts: 2,322 (32%)
Current vs Prior 7-Day Avg -22.82%
Calls: -8.68%
Puts: -52.68%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23) $372.2K
Calls: $322.9K (87%)
Puts: $49.3K (13%)
Prior (07/22) $434.2K
Calls: $376.6K (87%)
Puts: $57.6K (13%)
Current vs Prior -14.29%
Calls: -14.25%
Puts: -14.52%
Prior 7-Day Total $6.20M
Calls: $2.48M (40%)
Puts: $3.73M (60%)
Prior 7-Day Average $885.8K
Calls: $353.6K (40%)
Puts: $532.2K (60%)
Current vs Prior 7-Day Avg -57.98%
Calls: -8.68%
Puts: -90.75%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23) 0.25
Prior (07/22) 0.13
Current vs Prior +89.41%
Prior 7-Day Average 0.46
Current vs Prior 7-Day Avg -46.63%
Sentiment BULLISH

Open Interest

Detail
Current (07/23) 341,377
Calls: 327,120 (96%)
Puts: 14,257 (4%)
Prior (07/22) 333,143
Calls: 318,805 (96%)
Puts: 14,338 (4%)
Current vs Prior +2.47%
Prior 7-Day Total 2,041,509
Calls: 1,888,619 (93%)
Puts: 152,890 (7%)
Prior 7-Day Average 291,644
Calls: 269,802 (93%)
Puts: 21,841 (7%)
Current vs Prior 7-Day Avg +17.05%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 6.34% | 12.19%17.70% | 23.87%
Prior 4.54% | 13.31%18.61% | 24.96%
Current vs Prior +39.78% | -8.46%-4.90% | -4.36%
Prior 7-Day Avg 5.56% | 11.40%11.50% | 21.50%
Current vs 7-Day Avg +14.00% | +6.93%+53.92% | +11.02%
Prior 7-Day Eod 4.54% | 13.31%18.61% | 24.96%
Current vs 7-Day Eod +39.78% | -8.46%-4.90% | -4.36%
Sentiment BEARISHBULLISH

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 ($322.9K) vs puts ($49.3K). Extreme bullish P/C ratio of 0.25 - heavy call buying (4,479 calls vs 1,099 puts). P/C ratio rising 89% - increased hedging/bearish positioning. Call-heavy open interest (327,120 calls vs 14,257 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 -- 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. 5 found (avg $0.61, cheapest $0.38)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Aug 210.350.40$0.3813.2%280.4181
$6.50Aug 280.400.45$0.4311.6%20.4211
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Jul 310.650.75$0.7014.3%360.67254
$6.50Aug 70.700.80$0.7513.3%110.6449
$6.50Aug 140.750.85$0.8012.5%80.60121

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 13 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 310.602.10$1.35111.1%10.882
$5.50Jul 310.600.75$0.6822.1%20.74--
$6.00Jul 240.050.50$0.28160.7%170.58295
$6.00Jul 310.300.45$0.3839.5%480.54249
$6.00Aug 210.450.60$0.5328.3%40.54255
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Jul 240.001.00$0.50200.0%351.00167
$7.00Jul 240.501.45$0.9896.9%101.0063
$7.00Jul 310.901.40$1.1543.5%150.79--
$7.00Aug 71.051.30$1.1821.2%150.76--
$7.00Aug 141.101.25$1.1812.7%20.72--

Most actively traded options today. High liquidity = easy entry/exit. 34 active (total vol 1.4K, top 363)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Aug 210.150.25$0.2050.0%3630.272.1K
$6.50Jul 310.150.25$0.2050.0%1200.341.6K
$7.00Jul 240.000.05$0.03166.7%870.09670
$7.00Jul 310.100.15$0.1338.5%780.22899
$6.50Jul 240.000.05$0.03166.7%690.14972
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Aug 210.250.40$0.3345.5%1590.32129
$6.00Aug 210.450.60$0.5328.3%1260.46466
$6.00Jul 310.300.40$0.3528.6%400.471.1K
$6.50Jul 310.650.75$0.7014.3%360.67254
$6.50Jul 240.001.00$0.50200.0%351.00167

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 66.7%, max 157.1%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.00Jul 24Aug 28207.5%80.7%157.1%90670
$6.50Jul 24Aug 28125.1%86.7%44.4%71983
$6.00Jul 24Aug 21100.3%79.5%26.1%21550
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.00Jul 24Aug 14207.5%90.0%130.6%1263
$5.50Jul 31Aug 28112.4%75.3%49.2%34--
$6.50Jul 24Aug 14125.1%89.3%40.1%43288
$6.00Jul 31Aug 28101.8%85.1%19.7%701.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 14 found (best R:R 4.00, avg 1.70)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.50$7.00Aug 7$0.10$0.40$0.104.00$6.60
$6.50$7.00Aug 14$0.13$0.37$0.132.85$6.63
$6.00$6.50Aug 21$0.15$0.35$0.152.33$6.15
$6.00$6.50Jul 31$0.18$0.32$0.181.78$6.18
$6.50$7.00Aug 21$0.18$0.32$0.181.78$6.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$5.50$5.00Aug 21$0.15$0.35$0.152.33$5.35
$6.00$5.50Jul 31$0.17$0.33$0.171.94$5.83
$6.00$5.50Aug 21$0.20$0.30$0.201.50$5.80
$6.00$5.50Aug 28$0.30$0.20$0.300.67$5.70
$6.50$6.00Aug 7$0.32$0.18$0.320.56$6.18

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 16 found (best R:R 3.17, avg 1.09)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.50$6.00Jul 31$0.30$0.30$0.201.50$5.80
$6.00$6.50Jul 24$0.25$0.25$0.251.00$6.25
$6.00$6.50Jul 31$0.18$0.18$0.320.56$6.18
$6.50$7.00Aug 21$0.18$0.18$0.320.56$6.68
$6.50$7.00Aug 28$0.18$0.18$0.320.56$6.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$7.00$6.50Aug 14$0.38$0.38$0.123.17$6.62
$6.50$6.00Jul 31$0.35$0.35$0.152.33$6.15
$6.50$6.00Aug 7$0.32$0.32$0.181.78$6.18
$6.50$6.00Aug 14$0.32$0.32$0.181.78$6.18
$6.00$5.50Aug 28$0.30$0.30$0.201.50$5.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.14, cheapest $0.08)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$6.00Jul 24Jul 31$0.10100.3%101.8%
$7.00Jul 24Jul 31$0.10207.5%120.0%
$6.50Jul 24Jul 31$0.17125.1%107.4%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$6.00Jul 31Aug 7$0.08101.8%87.1%
$5.50Jul 31Aug 21$0.15112.4%82.7%
$7.00Jul 24Jul 31$0.17207.5%120.0%
$6.50Jul 24Jul 31$0.20125.1%107.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 8.85% of stock, avg 17.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$6.50Jul 24$0.03$0.50$0.53$5.97$7.038.85%
$6.00Jul 31$0.38$0.35$0.73$5.27$6.7312.19%
$5.50Jul 31$0.68$0.18$0.86$4.64$6.3614.36%
$6.50Jul 31$0.20$0.70$0.90$5.60$7.4015.03%
$6.50Aug 7$0.25$0.75$1.00$5.50$7.5016.69%
$7.00Jul 24$0.03$0.98$1.01$5.99$8.0116.86%
$6.00Aug 21$0.53$0.53$1.06$4.94$7.0617.70%
$6.50Aug 14$0.33$0.80$1.13$5.37$7.6318.86%
$7.00Jul 31$0.13$1.15$1.28$5.72$8.2821.37%
$7.00Aug 7$0.15$1.18$1.33$5.67$8.3322.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 18 found (cheapest 5.18% of stock, avg 10.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7.00$5.50Jul 31$0.13$0.18$0.31$5.19$7.31
$6.50$5.50Jul 31$0.20$0.18$0.38$5.12$6.88
$7.00$5.00Aug 21$0.20$0.18$0.38$4.62$7.38
$7.00$6.00Jul 31$0.13$0.35$0.48$5.52$7.48
$7.00$5.50Aug 21$0.20$0.33$0.53$4.97$7.53
$6.50$6.00Jul 31$0.20$0.35$0.55$5.45$7.05
$6.50$5.00Aug 21$0.38$0.18$0.56$4.44$7.06
$7.00$6.00Aug 7$0.15$0.43$0.58$5.42$7.58
$7.00$5.50Aug 28$0.25$0.35$0.60$4.90$7.60
$6.50$6.00Aug 7$0.25$0.43$0.68$5.32$7.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 3 found (best R:R 3.17, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
6/66/7Aug 21$0.38$0.123.17$5.62$6.88
5/66/7Aug 21$0.33$0.171.94$5.17$6.83
5/66/6Aug 21$0.30$0.201.50$5.20$6.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 7.33, cheapest $0.06)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$6.00$6.50$7.00Jul 31$0.11$0.393.55
$5.50$6.00$6.50Jul 31$0.12$0.383.17
$6.00$6.50$7.00Jul 24$0.25$0.251.00
$5.00$5.50$6.00Jul 31$0.37$0.130.35
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$6.00$6.50$7.00Aug 14$0.06$0.447.33
$6.00$6.50$7.00Jul 31$0.10$0.404.00
$6.00$6.50$7.00Aug 7$0.11$0.393.55
$5.50$6.00$6.50Jul 31$0.18$0.321.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $-0.06, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.50$7.001:2Jul 31-$0.06$0.44
$6.50$7.001:2Aug 14-$0.07$0.43
$6.50$7.001:2Aug 28-$0.07$0.43
$5.50$6.001:2Jul 31-$0.08$0.42
$6.00$6.501:2Aug 21-$0.23$0.27
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.50$6.001:2Aug 7-$0.11$0.39
$6.00$5.501:2Aug 21-$0.13$0.37
$6.50$6.001:2Aug 14-$0.16$0.34
$7.00$6.501:2Jul 31-$0.25$0.25
$7.00$6.501:2Aug 7-$0.32$0.18

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 7.51%, avg 3.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$6.00Aug 21$0.450.540.2%7.51%7.68%4255
$6.50Aug 28$0.400.428.5%6.68%15.19%211
$6.50Aug 21$0.350.418.5%5.84%14.36%2881
$6.00Jul 31$0.300.540.2%5.01%5.18%48249
$6.50Aug 14$0.250.408.5%4.17%12.69%560
$6.50Aug 7$0.200.368.5%3.34%11.85%3335
$7.00Aug 28$0.200.3016.9%3.34%20.20%3--
$6.50Jul 31$0.150.348.5%2.50%11.02%1201.6K
$7.00Aug 14$0.150.2716.9%2.50%19.37%3--
$7.00Aug 21$0.150.2716.9%2.50%19.37%3632.1K

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 4,479
Total Puts 1,099
Put/Call Ratio 0.25
Net Difference 3,380

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 34,334
Total Puts 16,257
Average Put/Call Ratio 0.46
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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