Tour v452
AUR
AURORA INNOVATION IN A
$6.21 +0.00%
$6.22 (+0.16%)🌙
as of 07/28 06:00 PM
7/28 18:00

Option Volume

Detail
Current (07/28) 7,092
Calls: 4,607 (65%)
Puts: 2,485 (35%)
Prior (07/27) 4,186
Calls: 3,126 (75%)
Puts: 1,060 (25%)
Current vs Prior +69.42%
Calls: +47.38% (Calls)
Puts: +134.43% (Puts)
Prior 7-Day Total 42,010
Calls: 30,120 (72%)
Puts: 11,890 (28%)
Prior 7-Day Average 6,001
Calls: 4,302 (72%)
Puts: 1,698 (28%)
Current vs Prior 7-Day Avg +18.17%
Calls: +7.07%
Puts: +46.30%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28) $2.31M
Calls: $422.6K (18%)
Puts: $1.88M (82%)
Prior (07/27) $213.6K
Calls: $186.2K (87%)
Puts: $27.3K (13%)
Current vs Prior +980.10%
Calls: +126.95%
Puts: +6789.64%
Prior 7-Day Total $5.09M
Calls: $1.88M (37%)
Puts: $3.21M (63%)
Prior 7-Day Average $727.4K
Calls: $268.6K (37%)
Puts: $458.8K (63%)
Current vs Prior 7-Day Avg +217.12%
Calls: +57.34%
Puts: +310.67%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/28) 0.54
Prior (07/27) 0.34
Current vs Prior +59.07%
Prior 7-Day Average 0.40
Current vs Prior 7-Day Avg +33.51%
Sentiment BULLISH

Open Interest

Detail
Current (07/28) 453,918
Calls: 381,072 (84%)
Puts: 72,846 (16%)
Prior (07/27) 304,402
Calls: 298,147 (98%)
Puts: 6,255 (2%)
Current vs Prior +49.12%
Prior 7-Day Total 2,108,876
Calls: 1,978,143 (94%)
Puts: 130,733 (6%)
Prior 7-Day Average 301,268
Calls: 282,591 (94%)
Puts: 18,676 (6%)
Current vs Prior 7-Day Avg +50.67%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 11.59% | 14.49%15.78% | 20.29%
Prior 12.08% | 14.17%17.87% | 22.87%
Current vs Prior -4.00% | +2.27%-11.71% | -11.27%
Prior 7-Day Avg 7.68% | 13.61%17.02% | 23.27%
Current vs 7-Day Avg +50.99% | +6.48%-7.29% | -12.82%
Prior 7-Day Eod 12.08% | 14.17%17.87% | 22.87%
Current vs 7-Day Eod -4.00% | +2.27%-11.71% | -11.27%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 14.75% | 13.02%
Calls: 17.86% | 15.62%
Puts: 11.63% | 10.42%
Prior 25.39% | 17.21%
Calls: 22.22% | 9.43%
Puts: 28.57% | 25.00%
Current vs Prior -41.91% | -24.35%
Prior 7-Day Avg 25.39% | 17.21%
Calls: 22.22% | 9.43%
Puts: 28.57% | 25.00%
Current vs 7-Day Avg -41.91% | -24.35%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 82% of dollar volume in puts ($1.88M) vs calls ($422.6K). Massive premium surge with dollar volume up 980% vs prior. Dollar volume significantly above 7-day average (217% higher). Above-average activity with volume up 69% vs prior.

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 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. 2 found (avg $0.63, cheapest $0.28)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Aug 210.250.30$0.2817.9%1140.342.3K
$5.50Aug 210.901.05$0.9815.3%60.75--
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 19 found (avg delta 0.69, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Jul 310.401.95$1.18131.4%20.925
$5.00Aug 210.901.60$1.2556.0%--0.8828
$5.50Jul 310.451.00$0.7375.3%670.83126
$5.50Aug 70.501.00$0.7566.7%100.791
$5.50Aug 210.901.05$0.9815.3%60.75--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Jul 310.001.25$0.63198.4%100.78282
$7.00Aug 70.801.35$1.0850.9%150.7451
$7.00Aug 140.651.45$1.0576.2%220.6931
$7.00Aug 210.951.20$1.0823.1%120.67225
$6.50Jul 310.350.70$0.5267.3%250.59286

Most actively traded options today. High liquidity = easy entry/exit. 40 active (total vol 1.6K, top 265)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Aug 210.300.50$0.4050.0%2650.47198
$6.50Jul 310.200.30$0.2540.0%2590.432.0K
$6.00Jul 310.350.65$0.5060.0%2500.66520
$7.00Jul 310.100.15$0.1338.5%2170.251.3K
$7.00Aug 210.250.30$0.2817.9%1140.342.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Aug 70.150.50$0.33106.1%530.38140
$6.00Jul 310.100.35$0.22113.6%310.351.3K
$6.50Jul 310.350.70$0.5267.3%250.59286
$7.00Aug 140.651.45$1.0576.2%220.6931
$6.00Aug 210.200.50$0.3585.7%210.38636

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 104.7%, max 148.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.00Jul 31Aug 21201.3%86.6%132.6%233
$6.00Jul 31Sep 4157.2%70.3%123.8%260523
$7.00Jul 31Aug 28162.3%82.1%97.7%2351.6K
$5.50Jul 31Aug 21173.0%91.6%88.8%73126
$6.50Jul 31Aug 28154.6%84.6%82.8%2612.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.00Jul 31Sep 4201.3%81.1%148.4%5626
$5.50Jul 31Aug 28173.0%85.5%102.2%20177
$6.50Jul 31Aug 21154.6%78.6%96.7%30340
$7.00Jul 31Aug 21162.3%84.5%92.1%22507
$6.00Jul 31Aug 28157.2%86.7%81.4%321.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 23 found (best R:R 3.55, avg 1.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.50$7.00Aug 14$0.11$0.39$0.113.55$6.61
$6.50$7.00Jul 31$0.12$0.38$0.123.17$6.62
$6.50$7.00Aug 21$0.12$0.38$0.123.17$6.62
$6.50$7.00Aug 7$0.13$0.37$0.132.85$6.63
$5.50$6.00Aug 7$0.18$0.32$0.181.78$5.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$7.00$6.50Jul 31$0.11$0.39$0.113.55$6.89
$6.00$5.50Jul 31$0.12$0.38$0.123.17$5.88
$5.50$5.00Aug 21$0.15$0.35$0.152.33$5.35
$5.50$5.00Aug 28$0.17$0.33$0.171.94$5.33
$6.00$5.50Aug 7$0.18$0.32$0.181.78$5.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 26 found (best R:R 3.17, avg 1.01)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.50$6.00Aug 21$0.35$0.35$0.152.33$5.85
$6.00$6.50Aug 7$0.29$0.29$0.211.38$6.29
$5.00$5.50Aug 21$0.27$0.27$0.231.17$5.27
$6.00$6.50Jul 31$0.25$0.25$0.251.00$6.25
$6.00$6.50Aug 28$0.25$0.25$0.251.00$6.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$7.00$6.50Aug 7$0.38$0.38$0.123.17$6.62
$6.50$6.00Aug 7$0.37$0.37$0.132.85$6.13
$6.50$6.00Aug 21$0.33$0.33$0.171.94$6.17
$6.50$6.00Jul 31$0.30$0.30$0.201.50$6.20
$7.00$6.50Aug 14$0.30$0.30$0.201.50$6.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.18, cheapest $0.07)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.00Jul 31Aug 21$0.07201.3%86.6%
$6.00Jul 31Aug 7$0.07157.2%108.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$6.00Jul 31Aug 7$0.11157.2%108.4%
$6.50Jul 31Aug 7$0.18154.6%93.1%
$7.00Jul 31Aug 7$0.45162.3%97.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 11.59% of stock, avg 16.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$6.00Jul 31$0.50$0.22$0.72$5.28$6.7211.59%
$7.00Jul 31$0.13$0.63$0.76$6.24$7.7612.24%
$6.50Jul 31$0.25$0.52$0.77$5.73$7.2712.40%
$5.50Jul 31$0.73$0.10$0.83$4.67$6.3313.37%
$6.00Aug 14$0.53$0.35$0.88$5.12$6.8814.17%
$5.50Aug 7$0.75$0.15$0.90$4.60$6.4014.49%
$6.00Aug 7$0.57$0.33$0.90$5.10$6.9014.49%
$6.50Aug 7$0.28$0.70$0.98$5.52$7.4815.78%
$6.00Aug 21$0.63$0.35$0.98$5.02$6.9815.78%
$6.50Aug 14$0.33$0.75$1.08$5.42$7.5817.39%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 30 found (cheapest 2.90% of stock, avg 8.05%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7.00$5.00Jul 31$0.13$0.05$0.18$4.82$7.18
$7.00$5.50Jul 31$0.13$0.10$0.23$5.27$7.23
$7.00$5.00Aug 7$0.15$0.08$0.23$4.77$7.23
$6.50$5.00Jul 31$0.25$0.05$0.30$4.70$6.80
$7.00$5.50Aug 7$0.15$0.15$0.30$5.20$7.30
$6.50$5.50Jul 31$0.25$0.10$0.35$5.15$6.85
$7.00$6.00Jul 31$0.13$0.22$0.35$5.65$7.35
$6.50$5.00Aug 7$0.28$0.08$0.36$4.64$6.86
$7.00$5.50Aug 14$0.22$0.15$0.37$5.13$7.37
$7.00$5.00Aug 21$0.28$0.10$0.38$4.62$7.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 6 found (best R:R 3.17, avg credit $0.31)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
5/66/6Aug 21$0.38$0.123.17$5.12$6.38
5/66/7Aug 28$0.35$0.152.33$5.15$6.85
6/66/7Aug 7$0.31$0.191.63$5.69$6.81
6/66/7Aug 14$0.31$0.191.63$5.69$6.81
5/66/7Aug 21$0.27$0.231.17$5.23$6.77
6/66/7Jul 31$0.24$0.260.92$5.76$6.74

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$6.00$6.50$7.00Aug 28$0.07$0.436.14
$6.00$6.50$7.00Aug 14$0.09$0.414.56
$6.00$6.50$7.00Aug 21$0.11$0.393.55
$5.50$6.00$6.50Aug 21$0.12$0.383.17
$6.00$6.50$7.00Jul 31$0.13$0.372.85
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$5.00$5.50$6.00Aug 28$0.06$0.447.33
$5.00$5.50$6.00Jul 31$0.07$0.436.14
$6.00$6.50$7.00Aug 21$0.07$0.436.14
$5.00$5.50$6.00Aug 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. 19 found (best net $-0.07, 17 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.50$7.001:2Aug 14-$0.11$0.39
$6.50$7.001:2Aug 28-$0.12$0.38
$6.00$6.501:2Aug 14-$0.13$0.37
$6.50$7.001:2Aug 21-$0.16$0.34
$6.00$6.501:2Aug 21-$0.17$0.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.00$5.501:2Aug 28-$0.07$0.43
$6.00$5.501:2Aug 21-$0.15$0.35
$5.50$5.001:2Aug 14-$0.21$0.29
$7.00$6.501:2Aug 21-$0.28$0.22
$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. 9 found (best yield 5.64%, avg 3.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$6.50Aug 28$0.350.474.7%5.64%10.31%217
$6.50Aug 21$0.300.474.7%4.83%9.50%265198
$7.00Aug 21$0.250.3412.7%4.03%16.75%1142.3K
$7.00Aug 28$0.250.3412.7%4.03%16.75%18242
$6.50Jul 31$0.200.434.7%3.22%7.89%2592.0K
$6.50Aug 7$0.200.434.7%3.22%7.89%42295
$7.00Aug 14$0.150.3012.7%2.42%15.14%19196
$7.00Jul 31$0.100.2512.7%1.61%14.33%2171.3K
$7.00Aug 7$0.100.2712.7%1.61%14.33%21234

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 4,607
Total Puts 2,485
Put/Call Ratio 0.54
Net Difference 2,122

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 30,120
Total Puts 11,890
Average Put/Call Ratio 0.40
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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