Tour v422
AUR
AURORA INNOVATION IN A
$6.21 +4.37%
$6.24 (+0.48%)🌙
as of 07/27 06:13 PM
7/27 18:13

Option Volume

Detail
Current (07/27) 4,186
Calls: 3,126 (75%)
Puts: 1,060 (25%)
Prior (07/24) 6,096
Calls: 4,180 (69%)
Puts: 1,916 (31%)
Current vs Prior -31.33%
Calls: -25.22% (Calls)
Puts: -44.68% (Puts)
Prior 7-Day Total 47,608
Calls: 34,681 (73%)
Puts: 12,927 (27%)
Prior 7-Day Average 6,801
Calls: 4,954 (73%)
Puts: 1,846 (27%)
Current vs Prior 7-Day Avg -38.45%
Calls: -36.90%
Puts: -42.60%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $213.6K
Calls: $186.2K (87%)
Puts: $27.3K (13%)
Prior (07/24) $397.5K
Calls: $323.7K (81%)
Puts: $73.8K (19%)
Current vs Prior -46.27%
Calls: -42.47%
Puts: -62.97%
Prior 7-Day Total $5.81M
Calls: $2.56M (44%)
Puts: $3.26M (56%)
Prior 7-Day Average $830.6K
Calls: $365.1K (44%)
Puts: $465.5K (56%)
Current vs Prior 7-Day Avg -74.29%
Calls: -48.99%
Puts: -94.13%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.34
Prior (07/24) 0.46
Current vs Prior -26.02%
Prior 7-Day Average 0.39
Current vs Prior 7-Day Avg -14.06%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 304,402
Calls: 298,147 (98%)
Puts: 6,255 (2%)
Prior (07/24) 315,883
Calls: 291,309 (92%)
Puts: 24,574 (8%)
Current vs Prior -3.63%
Prior 7-Day Total 2,123,056
Calls: 1,973,929 (93%)
Puts: 149,127 (7%)
Prior 7-Day Average 303,293
Calls: 281,989 (93%)
Puts: 21,303 (7%)
Current vs Prior 7-Day Avg +0.37%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 12.08% | 14.17%17.87% | 22.87%
Prior 11.09% | 15.29%17.82% | 24.03%
Current vs Prior +8.88% | -7.35%+0.33% | -4.86%
Prior 7-Day Avg 6.51% | 12.67%15.02% | 22.89%
Current vs 7-Day Avg +85.64% | +11.88%+19.00% | -0.10%
Prior 7-Day Eod 11.09% | 15.29%17.82% | 24.03%
Current vs 7-Day Eod +8.88% | -7.35%+0.33% | -4.86%
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 87% of dollar volume in calls ($186.2K) vs puts ($27.3K). Extreme bullish P/C ratio of 0.34 - heavy call buying (3,126 calls vs 1,060 puts). P/C ratio dropping 26% - sentiment shifting bullish. Call-heavy open interest (298,147 calls vs 6,255 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. 4 found (avg $0.67, cheapest $0.28)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Jul 310.250.30$0.2817.9%3040.431.9K
$6.00Aug 70.500.60$0.5518.2%60.6232
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Jul 310.850.95$0.9011.1%200.77--
$7.00Aug 70.901.00$0.9510.5%20.72--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 11 found (avg delta 0.69, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 310.901.60$1.2556.0%40.891
$5.50Jul 310.650.90$0.7832.1%560.82180
$6.00Jul 310.450.55$0.5020.0%4640.64369
$6.00Aug 70.500.60$0.5518.2%60.6232
$6.00Aug 210.600.75$0.6822.1%580.61283
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Jul 310.850.95$0.9011.1%200.77--
$7.00Aug 70.901.00$0.9510.5%20.72--
$7.00Aug 140.951.05$1.0010.0%180.71--
$6.50Jul 310.450.60$0.5328.3%20.58--

Most actively traded options today. High liquidity = easy entry/exit. 34 active (total vol 2.8K, top 525)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Jul 310.100.15$0.1338.5%5250.25936
$6.00Jul 310.450.55$0.5020.0%4640.64369
$6.50Jul 310.250.30$0.2817.9%3040.431.9K
$6.50Aug 70.250.35$0.3033.3%2130.4386
$7.00Aug 210.200.30$0.2540.0%1310.332.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 310.000.15$0.08187.5%5030.11143
$5.00Aug 70.050.20$0.13115.4%1850.15--
$6.00Jul 310.200.30$0.2540.0%830.371.2K
$5.50Jul 310.050.15$0.10100.0%490.18114
$7.00Jul 310.850.95$0.9011.1%200.77--

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 86.3%, max 137.0%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.00Jul 31Aug 28143.3%78.3%83.0%6401.1K
$6.00Jul 31Sep 4142.4%78.3%81.8%467369
$6.50Jul 31Aug 28147.6%83.6%76.6%3051.9K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.00Jul 31Sep 4193.6%81.7%137.0%505143
$5.50Jul 31Aug 28147.0%82.2%78.7%50114
$6.00Jul 31Aug 28142.4%81.0%75.8%841.2K
$7.00Jul 31Aug 14143.3%83.9%70.9%38--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 3.17, avg 1.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.50$7.00Aug 7$0.12$0.38$0.123.17$6.62
$6.50$7.00Jul 31$0.15$0.35$0.152.33$6.65
$6.50$7.00Aug 14$0.20$0.30$0.201.50$6.70
$6.50$7.00Aug 21$0.20$0.30$0.201.50$6.70
$6.50$7.00Aug 28$0.20$0.30$0.201.50$6.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$5.50$5.00Aug 28$0.13$0.37$0.132.85$5.37
$6.00$5.50Jul 31$0.15$0.35$0.152.33$5.85
$6.00$5.50Aug 7$0.18$0.32$0.181.78$5.82
$6.00$5.50Aug 21$0.18$0.32$0.181.78$5.82
$6.00$5.50Aug 28$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. 19 found (best R:R 2.85, avg 0.89)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.50$6.00Jul 31$0.28$0.28$0.221.27$5.78
$6.00$6.50Aug 7$0.25$0.25$0.251.00$6.25
$6.00$6.50Aug 21$0.23$0.23$0.270.85$6.23
$6.00$6.50Aug 28$0.23$0.23$0.270.85$6.23
$6.00$6.50Jul 31$0.22$0.22$0.280.79$6.22
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$7.00$6.50Jul 31$0.37$0.37$0.132.85$6.63
$7.00$6.00Aug 7$0.62$0.62$0.381.63$6.38
$6.50$6.00Jul 31$0.28$0.28$0.221.27$6.22
$7.00$5.50Aug 14$0.80$0.80$0.701.14$6.20
$6.00$5.50Aug 28$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 $0.06, cheapest $0.05)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$6.00Jul 31Aug 7$0.05142.4%101.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.00Jul 31Aug 7$0.05193.6%136.2%
$6.00Jul 31Aug 7$0.08142.4%101.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 12.08% of stock, avg 16.63%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$6.00Jul 31$0.50$0.25$0.75$5.25$6.7512.08%
$6.50Jul 31$0.28$0.53$0.81$5.69$7.3113.04%
$5.50Jul 31$0.78$0.10$0.88$4.62$6.3814.17%
$6.00Aug 7$0.55$0.33$0.88$5.12$6.8814.17%
$7.00Jul 31$0.13$0.90$1.03$5.97$8.0316.59%
$6.00Aug 21$0.68$0.43$1.11$4.89$7.1117.87%
$7.00Aug 7$0.18$0.95$1.13$5.87$8.1318.20%
$7.00Aug 14$0.20$1.00$1.20$5.80$8.2019.32%
$6.00Aug 28$0.73$0.48$1.21$4.79$7.2119.48%
$5.00Jul 31$1.25$0.08$1.33$3.67$6.3321.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 24 found (cheapest 3.38% of stock, avg 8.54%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7.00$5.00Jul 31$0.13$0.08$0.21$4.79$7.21
$7.00$5.50Jul 31$0.13$0.10$0.23$5.27$7.23
$7.00$5.00Aug 7$0.18$0.13$0.31$4.69$7.31
$7.00$5.50Aug 7$0.18$0.15$0.33$5.17$7.33
$6.50$5.00Jul 31$0.28$0.08$0.36$4.64$6.86
$6.50$5.50Jul 31$0.28$0.10$0.38$5.12$6.88
$7.00$6.00Jul 31$0.13$0.25$0.38$5.62$7.38
$7.00$5.50Aug 14$0.20$0.20$0.40$5.10$7.40
$6.50$5.00Aug 7$0.30$0.13$0.43$4.57$6.93
$6.50$5.50Aug 7$0.30$0.15$0.45$5.05$6.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 4.00, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
6/66/7Aug 28$0.40$0.104.00$5.60$6.90
6/66/7Aug 21$0.38$0.123.17$5.62$6.88
5/66/6Aug 28$0.36$0.142.57$5.14$6.36
5/66/7Aug 28$0.33$0.171.94$5.17$6.83
6/66/7Jul 31$0.30$0.201.50$5.70$6.80
6/66/7Aug 7$0.30$0.201.50$5.70$6.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 7.33, cheapest $0.06)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$5.50$6.00$6.50Jul 31$0.06$0.447.33
$6.00$6.50$7.00Jul 31$0.07$0.436.14
$6.00$6.50$7.00Aug 7$0.13$0.372.85
$5.00$5.50$6.00Jul 31$0.19$0.311.63
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$5.00$5.50$6.00Aug 28$0.07$0.436.14
$6.00$6.50$7.00Jul 31$0.09$0.414.56
$5.00$5.50$6.00Jul 31$0.13$0.372.85
$5.50$6.00$6.50Jul 31$0.13$0.372.85
$5.00$5.50$6.00Aug 7$0.16$0.342.12

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-0.06, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.00$6.501:2Jul 31-$0.06$0.44
$6.50$7.001:2Aug 7-$0.06$0.44
$6.50$7.001:2Aug 28-$0.10$0.40
$5.50$6.001:2Jul 31-$0.22$0.28
$6.00$6.501:2Aug 21-$0.22$0.28
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.50$5.001:2Jul 31-$0.06$0.44
$6.00$5.501:2Aug 21-$0.07$0.43
$6.00$5.501:2Aug 28-$0.08$0.42
$5.50$5.001:2Aug 7-$0.11$0.39
$7.00$6.501:2Jul 31-$0.16$0.34

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 6.44%, avg 4.03%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$6.50Aug 21$0.400.474.7%6.44%11.11%42172
$6.50Aug 28$0.400.484.7%6.44%11.11%1--
$6.50Aug 14$0.350.464.7%5.64%10.31%860
$6.50Jul 31$0.250.434.7%4.03%8.70%3041.9K
$6.50Aug 7$0.250.434.7%4.03%8.70%21386
$7.00Aug 28$0.250.3512.7%4.03%16.75%115137
$7.00Aug 21$0.200.3312.7%3.22%15.94%1312.2K
$7.00Aug 7$0.150.2812.7%2.42%15.14%12229
$7.00Aug 14$0.150.3012.7%2.42%15.14%6195
$7.00Jul 31$0.100.2512.7%1.61%14.33%525936

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 3,126
Total Puts 1,060
Put/Call Ratio 0.34
Net Difference 2,066

Prior's Put/Call Breakdown

Total Calls 4,180
Total Puts 1,916
Put/Call Ratio 0.46
Net Difference 2,264

Prior 7-Day Put/Call Summary

Total Calls 34,681
Total Puts 12,927
Average Put/Call Ratio 0.39
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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