Tour v472
AUR
AURORA INNOVATION IN A
$6.24 +4.35%
$6.21 (-0.48%)🌙
as of 07/30 06:20 PM
7/30 18:20

Option Volume

Detail
Current (07/30) 13,631
Calls: 9,306 (68%)
Puts: 4,325 (32%)
Prior (07/29) 14,449
Calls: 4,619 (32%)
Puts: 9,830 (68%)
Current vs Prior -5.66%
Calls: +101.47% (Calls)
Puts: -56.00% (Puts)
Prior 7-Day Total 50,547
Calls: 31,269 (62%)
Puts: 19,278 (38%)
Prior 7-Day Average 7,221
Calls: 4,467 (62%)
Puts: 2,754 (38%)
Current vs Prior 7-Day Avg +88.77%
Calls: +108.33%
Puts: +57.04%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30) $1.15M
Calls: $1.00M (87%)
Puts: $150.2K (13%)
Prior (07/29) $339.1K
Calls: $214.3K (63%)
Puts: $124.8K (37%)
Current vs Prior +239.48%
Calls: +366.99%
Puts: +20.40%
Prior 7-Day Total $4.38M
Calls: $2.07M (47%)
Puts: $2.31M (53%)
Prior 7-Day Average $625.1K
Calls: $295.3K (47%)
Puts: $329.8K (53%)
Current vs Prior 7-Day Avg +84.16%
Calls: +238.96%
Puts: -54.46%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 0.46
Prior (07/29) 2.13
Current vs Prior -78.16%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg -25.04%
Sentiment BULLISH

Open Interest

Detail
Current (07/30) 311,865
Calls: 299,570 (96%)
Puts: 12,295 (4%)
Prior (07/29) 454,820
Calls: 382,208 (84%)
Puts: 72,612 (16%)
Current vs Prior -31.43%
Prior 7-Day Total 2,522,858
Calls: 2,291,144 (91%)
Puts: 231,714 (9%)
Prior 7-Day Average 360,408
Calls: 327,306 (91%)
Puts: 33,102 (9%)
Current vs Prior 7-Day Avg -13.47%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 5.61% | 10.90%12.82% | 19.55%
Prior 13.04% | 11.71%15.55% | 22.24%
Current vs Prior -57.00% | -6.90%-17.56% | -12.09%
Prior 7-Day Avg 9.20% | 13.52%18.00% | 23.26%
Current vs 7-Day Avg -39.03% | -19.39%-28.77% | -15.95%
Prior 7-Day Eod 13.04% | 11.71%15.55% | 22.24%
Current vs 7-Day Eod -57.00% | -6.90%-17.56% | -12.09%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 62.77% | 35.89%
Calls: 17.86% | 45.45%
Puts: 107.69% | 26.32%
Prior 62.77% | 35.89%
Calls: 17.86% | 45.45%
Puts: 107.69% | 26.32%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 29.21% | 19.28%
Calls: 20.97% | 15.46%
Puts: 37.45% | 23.11%
Current vs 7-Day Avg +114.89% | +86.15%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($1.00M) vs puts ($150.2K). Massive premium surge with dollar volume up 239% vs prior. Dollar volume significantly above 7-day average (84% higher). Volume explosion - 89% above 7-day average (13,631 vs avg 7,221).

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 $0.88, cheapest $0.88)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Aug 210.800.95$0.8817.0%350.844
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 18 found (avg delta 0.73, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 310.301.00$0.65107.7%1190.89185
$5.50Aug 70.501.05$0.7870.5%50.88--
$5.00Jul 310.052.50$1.27192.9%60.856
$5.50Aug 210.800.95$0.8817.0%350.844
$5.50Aug 140.651.10$0.8851.1%140.80--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Jul 310.701.05$0.8839.8%3790.89273
$7.00Aug 70.701.15$0.9348.4%2110.8740
$7.00Aug 210.751.30$1.0253.9%20.74240
$7.00Aug 140.401.30$0.85105.9%30.73--
$6.50Jul 310.200.70$0.45111.1%120.73261

Most actively traded options today. High liquidity = easy entry/exit. 40 active (total vol 4.9K, top 943)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Jul 310.100.40$0.25120.0%5180.741.1K
$7.00Aug 210.100.25$0.1883.3%4280.302.4K
$6.50Aug 70.100.25$0.1883.3%2610.39309
$6.50Jul 310.000.15$0.08187.5%2260.262.2K
$7.00Aug 140.000.30$0.15200.0%2090.26215
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Jul 310.050.15$0.10100.0%9430.341.4K
$6.00Aug 70.150.25$0.2050.0%8270.34136
$7.00Jul 310.701.05$0.8839.8%3790.89273
$7.00Aug 70.701.15$0.9348.4%2110.8740
$5.50Aug 70.000.10$0.05200.0%1470.1326

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 181.1%, max 422.2%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.50Jul 31Aug 21250.5%66.0%279.8%154189
$7.00Jul 31Sep 4189.5%71.6%164.8%731.9K
$6.50Jul 31Sep 4160.0%77.1%107.5%2302.2K
$6.00Jul 31Aug 28134.9%101.7%32.6%5221.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.00Jul 31Aug 21487.9%93.4%422.2%24771
$5.50Jul 31Aug 28250.5%81.9%205.8%24832
$7.00Jul 31Aug 21189.5%65.7%188.6%381513
$6.00Jul 31Aug 21134.9%61.1%120.7%9652.0K
$6.50Jul 31Sep 4160.0%77.1%107.5%16261

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 16 found (best R:R 2.85, avg 1.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.50$7.00Aug 7$0.13$0.37$0.132.85$6.63
$6.00$6.50Aug 14$0.15$0.35$0.152.33$6.15
$6.50$7.00Aug 21$0.15$0.35$0.152.33$6.65
$6.00$6.50Jul 31$0.17$0.33$0.171.94$6.17
$6.50$7.00Aug 14$0.18$0.32$0.181.78$6.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.00$5.50Aug 21$0.13$0.37$0.132.85$5.87
$6.00$5.50Aug 7$0.15$0.35$0.152.33$5.85
$6.50$5.50Aug 28$0.43$0.57$0.431.33$6.07
$7.00$5.50Aug 14$0.72$0.78$0.721.08$6.28
$6.50$6.00Aug 7$0.33$0.17$0.330.52$6.17

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 3.76, avg 1.09)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.50$6.00Aug 21$0.31$0.31$0.191.63$5.81
$5.50$6.00Aug 7$0.30$0.30$0.201.50$5.80
$6.00$6.50Aug 7$0.30$0.30$0.201.50$6.30
$6.00$6.50Aug 21$0.24$0.24$0.260.92$6.24
$6.00$7.00Aug 28$0.41$0.41$0.590.69$6.41
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$7.00$6.00Aug 21$0.79$0.79$0.213.76$6.21
$6.50$6.00Jul 31$0.35$0.35$0.152.33$6.15
$6.50$6.00Aug 7$0.33$0.33$0.171.94$6.17
$7.00$5.50Aug 14$0.72$0.72$0.780.92$6.28
$6.50$5.50Aug 28$0.43$0.43$0.570.75$6.07

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.12, cheapest $0.05)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$6.50Jul 31Aug 7$0.10160.0%73.3%
$5.50Jul 31Aug 7$0.13250.5%82.1%
$6.00Jul 31Aug 7$0.23134.9%88.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7.00Jul 31Aug 7$0.05189.5%70.1%
$6.50Jul 31Aug 7$0.08160.0%73.3%
$6.00Jul 31Aug 7$0.10134.9%88.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 5.61% of stock, avg 14.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$6.00Jul 31$0.25$0.10$0.35$5.65$6.355.61%
$6.50Jul 31$0.08$0.45$0.53$5.97$7.038.49%
$6.00Aug 7$0.48$0.20$0.68$5.32$6.6810.90%
$6.50Aug 7$0.18$0.53$0.71$5.79$7.2111.38%
$5.50Jul 31$0.65$0.08$0.73$4.77$6.2311.70%
$6.00Aug 21$0.57$0.23$0.80$5.20$6.8012.82%
$5.50Aug 7$0.78$0.05$0.83$4.67$6.3313.30%
$7.00Jul 31$0.03$0.88$0.91$6.09$7.9114.58%
$7.00Aug 7$0.05$0.93$0.98$6.02$7.9815.71%
$5.50Aug 21$0.88$0.10$0.98$4.52$6.4815.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 21 found (cheapest 1.28% of stock, avg 4.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7.00$5.00Aug 7$0.05$0.03$0.08$4.92$7.08
$7.00$5.50Aug 7$0.05$0.05$0.10$5.40$7.10
$7.00$5.50Jul 31$0.03$0.08$0.11$5.39$7.11
$7.00$6.00Jul 31$0.03$0.10$0.13$5.87$7.13
$6.50$5.50Jul 31$0.08$0.08$0.16$5.34$6.66
$6.50$6.00Jul 31$0.08$0.10$0.18$5.82$6.68
$7.00$5.00Jul 31$0.03$0.15$0.18$4.82$7.18
$6.50$5.00Aug 7$0.18$0.03$0.21$4.79$6.71
$6.50$5.00Jul 31$0.08$0.15$0.23$4.77$6.73
$6.50$5.50Aug 7$0.18$0.05$0.23$5.27$6.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 1.27, avg credit $0.28)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
6/66/7Aug 7$0.28$0.221.27$5.72$6.78
6/66/7Aug 21$0.28$0.221.27$5.72$6.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 6.14, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$5.50$6.00$6.50Aug 21$0.07$0.436.14
$6.00$6.50$7.00Aug 21$0.09$0.414.56
$6.00$6.50$7.00Jul 31$0.12$0.383.17
$6.00$6.50$7.00Aug 7$0.17$0.331.94
$5.00$5.50$6.00Jul 31$0.22$0.281.27
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$6.00$6.50$7.00Aug 7$0.07$0.436.14
$6.00$6.50$7.00Jul 31$0.08$0.425.25
$5.00$5.50$6.00Jul 31$0.09$0.414.56
$5.00$5.50$6.00Aug 7$0.13$0.372.85
$5.00$5.50$6.00Aug 21$0.13$0.372.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 21 found (best net $-0.06, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.50$6.001:2Aug 14-$0.08$0.42
$6.50$7.001:2Sep 4-$0.08$0.42
$6.00$6.501:2Aug 21-$0.09$0.41
$5.50$6.001:2Aug 7-$0.18$0.32
$6.00$6.501:2Aug 14-$0.18$0.32
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.00$5.501:2Jul 31-$0.06$0.44
$5.50$5.001:2Aug 21-$0.10$0.40
$7.00$6.501:2Aug 7-$0.13$0.37
$5.50$5.001:2Jul 31-$0.22$0.28
$7.00$5.501:2Aug 14$0.59$0.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 6.41%, avg 3.21%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$6.50Sep 4$0.400.474.2%6.41%10.58%436
$6.50Aug 21$0.250.474.2%4.01%8.17%40454
$6.50Aug 14$0.200.434.2%3.21%7.37%3094
$7.00Sep 4$0.200.3312.2%3.21%15.38%15--
$7.00Aug 28$0.150.3312.2%2.40%14.58%33243
$6.50Aug 7$0.100.394.2%1.60%5.77%261309
$7.00Aug 21$0.100.3012.2%1.60%13.78%4282.4K

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 9,306
Total Puts 4,325
Put/Call Ratio 0.46
Net Difference 4,981

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 31,269
Total Puts 19,278
Average Put/Call Ratio 0.62
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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