Tour v456
AUR
AURORA INNOVATION IN A
$5.98 -3.70%
$5.82 (-2.68%)🌙
as of 07/29 06:00 PM
7/29 18:00

Option Volume

Detail
Current (07/29) 14,449
Calls: 4,619 (32%)
Puts: 9,830 (68%)
Prior (07/28) 7,092
Calls: 4,607 (65%)
Puts: 2,485 (35%)
Current vs Prior +103.74%
Calls: +0.26% (Calls)
Puts: +295.57% (Puts)
Prior 7-Day Total 44,885
Calls: 31,850 (71%)
Puts: 13,035 (29%)
Prior 7-Day Average 6,412
Calls: 4,550 (71%)
Puts: 1,862 (29%)
Current vs Prior 7-Day Avg +125.34%
Calls: +1.52%
Puts: +427.89%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/29) $339.1K
Calls: $214.3K (63%)
Puts: $124.8K (37%)
Prior (07/28) $2.31M
Calls: $422.6K (18%)
Puts: $1.88M (82%)
Current vs Prior -85.30%
Calls: -49.28%
Puts: -93.38%
Prior 7-Day Total $7.08M
Calls: $2.06M (29%)
Puts: $5.02M (71%)
Prior 7-Day Average $1.01M
Calls: $294.0K (29%)
Puts: $717.3K (71%)
Current vs Prior 7-Day Avg -66.47%
Calls: -27.10%
Puts: -82.61%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29) 2.13
Prior (07/28) 0.54
Current vs Prior +294.55%
Prior 7-Day Average 0.41
Current vs Prior 7-Day Avg +413.38%
Sentiment BEARISH

Open Interest

Detail
Current (07/29) 454,820
Calls: 382,208 (84%)
Puts: 72,612 (16%)
Prior (07/28) 453,918
Calls: 381,072 (84%)
Puts: 72,846 (16%)
Current vs Prior +0.20%
Prior 7-Day Total 2,327,601
Calls: 2,148,058 (92%)
Puts: 179,543 (8%)
Prior 7-Day Average 332,514
Calls: 306,865 (92%)
Puts: 25,649 (8%)
Current vs Prior 7-Day Avg +36.78%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 13.04% | 11.71%15.55% | 22.24%
Prior 11.59% | 14.49%15.78% | 20.29%
Current vs Prior +12.50% | -19.23%-1.45% | +9.62%
Prior 7-Day Avg 8.27% | 13.61%18.50% | 23.51%
Current vs 7-Day Avg +57.64% | -13.97%-15.93% | -5.39%
Prior 7-Day Eod 11.59% | 14.49%15.78% | 20.29%
Current vs 7-Day Eod +12.50% | -19.23%-1.45% | +9.62%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 62.77% | 35.89%
Calls: 17.86% | 45.45%
Puts: 107.69% | 26.32%
Prior 14.75% | 13.02%
Calls: 17.86% | 15.62%
Puts: 11.63% | 10.42%
Current vs Prior +325.56% | +175.65%
Prior 7-Day Avg 23.87% | 16.61%
Calls: 21.60% | 10.31%
Puts: 26.15% | 22.92%
Current vs 7-Day Avg +162.97% | +116.06%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($214.3K). Light premium activity with dollar volume down 85% vs prior. Unusually high activity with volume up 104% vs prior - elevated interest. Volume explosion - 125% above 7-day average (14,449 vs avg 6,412).

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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. 1 found (avg $0.38, cheapest $0.38)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Jul 310.350.40$0.3813.2%2990.461.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 19 found (avg delta 0.73, highest 1.05)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Sep 40.350.50$0.4334.9%361.05--
$7.00Sep 40.200.35$0.2853.6%150.98--
$5.00Jul 310.001.35$0.68198.5%30.943
$5.00Aug 210.103.30$1.70188.2%--0.8328
$5.50Jul 310.550.85$0.7042.9%1120.7794
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Jul 310.901.35$1.1339.8%30.82272
$7.00Aug 70.752.95$1.85118.9%--0.8140
$7.00Aug 141.101.25$1.1812.7%--0.7853
$6.50Jul 310.601.10$0.8558.8%150.73262
$7.00Aug 211.151.35$1.2516.0%40.72237

Most actively traded options today. High liquidity = easy entry/exit. 38 active (total vol 4.2K, top 945)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Jul 310.300.50$0.4050.0%9450.55699
$7.00Jul 310.050.15$0.10100.0%6770.201.3K
$6.50Jul 310.000.25$0.13192.3%2890.292.1K
$7.00Aug 70.050.15$0.10100.0%1680.20241
$5.50Jul 310.550.85$0.7042.9%1120.7794
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 310.100.15$0.1338.5%7430.24172
$5.00Jul 310.000.05$0.03166.7%6200.07626
$6.00Jul 310.350.40$0.3813.2%2990.461.3K
$5.00Aug 210.100.20$0.1566.7%820.19548
$6.50Jul 310.601.10$0.8558.8%150.73262

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 119.8%, max 187.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$6.00Jul 31Aug 28221.6%77.2%187.1%945713
$5.50Jul 31Aug 21192.9%76.2%153.2%117100
$5.00Jul 31Aug 21180.6%84.6%113.4%331
$7.00Jul 31Sep 4222.8%162.3%37.3%6921.3K
$6.50Jul 31Sep 4169.1%163.9%3.2%3252.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$6.00Jul 31Aug 28221.6%77.2%187.1%3001.3K
$6.50Jul 31Aug 28169.1%71.4%136.8%19263
$7.00Jul 31Aug 21222.8%94.6%135.4%7509
$5.50Jul 31Aug 28192.9%82.6%133.6%744194
$5.00Jul 31Aug 28180.6%85.4%111.3%626639

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 4.00, avg 1.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.50$7.00Aug 7$0.10$0.40$0.104.00$6.60
$6.00$6.50Aug 7$0.15$0.35$0.152.33$6.15
$6.00$6.50Aug 21$0.15$0.35$0.152.33$6.15
$6.50$7.00Sep 4$0.15$0.35$0.152.33$6.65
$6.00$6.50Aug 14$0.22$0.28$0.221.27$6.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$5.50$5.00Jul 31$0.10$0.40$0.104.00$5.40
$5.50$5.00Aug 21$0.13$0.37$0.132.85$5.37
$5.50$5.00Aug 28$0.15$0.35$0.152.33$5.35
$6.00$5.50Aug 7$0.17$0.33$0.171.94$5.83
$5.50$5.00Aug 14$0.17$0.33$0.171.94$5.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 2.33, avg 0.87)

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 31$0.27$0.27$0.231.17$6.27
$6.00$6.50Aug 28$0.25$0.25$0.251.00$6.25
$6.00$6.50Aug 14$0.22$0.22$0.280.79$6.22
$6.00$6.50Aug 7$0.15$0.15$0.350.43$6.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$7.00$6.50Aug 14$0.35$0.35$0.152.33$6.65
$7.00$6.50Aug 21$0.32$0.32$0.181.78$6.68
$7.00$6.50Jul 31$0.28$0.28$0.221.27$6.72
$6.00$5.50Aug 14$0.27$0.27$0.231.17$5.73
$6.50$6.00Aug 14$0.26$0.26$0.241.08$6.24

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $0.41, cheapest $0.05)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$6.50Jul 31Aug 7$0.07169.1%103.7%
$5.50Jul 31Aug 21$0.18192.9%76.2%
$5.00Jul 31Aug 21$1.02180.6%84.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.00Jul 31Aug 7$0.05180.6%112.4%
$7.00Jul 31Aug 7$0.72222.8%105.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 11.71% of stock, avg 19.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$6.00Aug 7$0.35$0.35$0.70$5.30$6.7011.71%
$5.00Jul 31$0.68$0.03$0.71$4.29$5.7111.87%
$6.00Jul 31$0.40$0.38$0.78$5.22$6.7813.04%
$5.50Jul 31$0.70$0.13$0.83$4.67$6.3313.88%
$6.00Aug 21$0.40$0.53$0.93$5.07$6.9315.55%
$6.50Aug 7$0.20$0.75$0.95$5.55$7.4515.89%
$6.50Jul 31$0.13$0.85$0.98$5.52$7.4816.39%
$6.00Aug 14$0.50$0.57$1.07$4.93$7.0717.89%
$6.00Aug 28$0.55$0.53$1.08$4.92$7.0818.06%
$6.50Aug 14$0.28$0.83$1.11$5.39$7.6118.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 32 found (cheapest 2.17% of stock, avg 8.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7.00$5.00Jul 31$0.10$0.03$0.13$4.87$7.13
$6.50$5.00Jul 31$0.13$0.03$0.16$4.84$6.66
$7.00$5.00Aug 7$0.10$0.08$0.18$4.82$7.18
$7.00$5.50Jul 31$0.10$0.13$0.23$5.27$7.23
$6.50$5.50Jul 31$0.13$0.13$0.26$5.24$6.76
$6.50$5.00Aug 7$0.20$0.08$0.28$4.72$6.78
$7.00$5.50Aug 7$0.10$0.18$0.28$5.22$7.28
$7.00$5.00Aug 14$0.20$0.13$0.33$4.67$7.33
$7.00$5.00Aug 21$0.20$0.15$0.35$4.65$7.35
$6.50$5.50Aug 7$0.20$0.18$0.38$5.12$6.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 3.55, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
5/66/6Aug 14$0.39$0.113.55$5.11$6.39
5/66/6Jul 31$0.37$0.132.85$5.13$6.37
5/66/6Aug 21$0.28$0.221.27$5.22$6.28
6/66/7Aug 7$0.27$0.231.17$5.73$6.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 6.14, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$6.00$6.50$7.00Aug 21$0.10$0.404.00
$6.00$6.50$7.00Aug 14$0.14$0.362.57
$6.00$6.50$7.00Jul 31$0.24$0.261.08
$6.00$6.50$7.00Aug 28$0.28$0.220.79
$5.50$6.00$6.50Aug 21$0.33$0.170.52
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$5.00$5.50$6.00Aug 7$0.07$0.436.14
$6.00$6.50$7.00Aug 14$0.09$0.414.56
$5.00$5.50$6.00Aug 14$0.10$0.404.00
$5.00$5.50$6.00Aug 21$0.12$0.383.17
$5.00$5.50$6.00Jul 31$0.15$0.352.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 22 found (best net $-0.05, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.00$6.501:2Aug 7-$0.05$0.45
$6.00$6.501:2Aug 14-$0.06$0.44
$5.00$5.501:2Aug 21-$0.06$0.44
$6.50$7.001:2Jul 31-$0.07$0.43
$5.50$6.001:2Jul 31-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.50$6.001:2Aug 28-$0.11$0.39
$6.50$6.001:2Aug 21-$0.13$0.37
$6.00$5.501:2Aug 28-$0.13$0.37
$6.50$6.001:2Aug 14-$0.31$0.19
$7.00$6.501:2Aug 14-$0.48$0.02

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 11 found (best yield 7.53%, avg 3.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$6.00Aug 28$0.450.550.3%7.53%7.86%--14
$6.00Jul 31$0.300.550.3%5.02%5.35%945699
$6.00Aug 7$0.300.530.3%5.02%5.35%1141
$6.00Aug 21$0.250.490.3%4.18%4.52%3332
$6.50Aug 14$0.200.418.7%3.34%12.04%790
$6.50Aug 7$0.150.348.7%2.51%11.20%41280
$7.00Aug 14$0.150.3017.1%2.51%19.57%22207
$7.00Aug 21$0.150.2617.1%2.51%19.57%512.3K
$6.50Aug 28$0.150.398.7%2.51%11.20%519
$7.00Aug 28$0.150.3417.1%2.51%19.57%15250

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 4,619
Total Puts 9,830
Put/Call Ratio 2.13
Net Difference -5,211

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 31,850
Total Puts 13,035
Average Put/Call Ratio 0.41
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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