Tour v526
AUR
AURORA INNOVATION IN A
$6.12 -1.21%
$6.10 (-0.25%)🌙
as of 08/20 06:12 PM
8/20 18:12

Option Volume

Detail
Current (08/20) 9,284
Calls: 8,553 (92%)
Puts: 731 (8%)
Prior (08/19) 8,959
Calls: 7,101 (79%)
Puts: 1,858 (21%)
Current vs Prior +3.63%
Calls: +20.45% (Calls)
Puts: -60.66% (Puts)
Prior 7-Day Total 65,267
Calls: 49,849 (76%)
Puts: 15,418 (24%)
Prior 7-Day Average 9,323
Calls: 7,121 (76%)
Puts: 2,202 (24%)
Current vs Prior 7-Day Avg -0.43%
Calls: +20.10%
Puts: -66.81%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/20) $1.01M
Calls: $962.3K (95%)
Puts: $49.5K (5%)
Prior (08/19) $566.0K
Calls: $467.0K (83%)
Puts: $99.0K (17%)
Current vs Prior +78.77%
Calls: +106.08%
Puts: -50.02%
Prior 7-Day Total $7.48M
Calls: $6.13M (82%)
Puts: $1.35M (18%)
Prior 7-Day Average $1.07M
Calls: $875.9K (82%)
Puts: $192.2K (18%)
Current vs Prior 7-Day Avg -5.27%
Calls: +9.86%
Puts: -74.25%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/20) 0.09
Prior (08/19) 0.26
Current vs Prior -67.34%
Prior 7-Day Average 0.29
Current vs Prior 7-Day Avg -70.79%
Sentiment BULLISH

Open Interest

Detail
Current (08/20) 340,476
Calls: 311,991 (92%)
Puts: 28,485 (8%)
Prior (08/19) 342,844
Calls: 318,284 (93%)
Puts: 24,560 (7%)
Current vs Prior -0.69%
Prior 7-Day Total 2,436,396
Calls: 2,279,005 (94%)
Puts: 157,391 (6%)
Prior 7-Day Average 348,056
Calls: 325,572 (94%)
Puts: 22,484 (6%)
Current vs Prior 7-Day Avg -2.18%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 3.76% | 8.99%3.76% | 14.38%
Prior 6.13% | 8.06%6.13% | 13.71%
Current vs Prior -38.68% | +11.44%-38.68% | +4.88%
Prior 7-Day Avg 5.84% | 8.80%7.42% | 14.49%
Current vs 7-Day Avg -35.63% | +2.12%-49.32% | -0.79%
Prior 7-Day Eod 6.13% | 8.06%6.13% | 13.71%
Current vs 7-Day Eod -38.68% | +11.44%-38.68% | +4.88%
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 62.77% | 35.89%
Calls: 17.86% | 45.45%
Puts: 107.69% | 26.32%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($962.3K) vs puts ($49.5K). Elevated premium activity with dollar volume up 79% vs prior. Extreme bullish P/C ratio of 0.09 - heavy call buying (8,553 calls vs 731 puts). P/C ratio dropping 67% - sentiment shifting bullish.

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 BULLISH
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. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 11 found (avg delta 0.72, highest 0.96)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Aug 210.150.90$0.53141.5%100.9624
$6.00Aug 210.100.20$0.1566.7%1130.662.5K
$6.00Aug 280.250.45$0.3557.1%180.61146
$6.00Sep 180.400.55$0.4831.3%2760.561.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Aug 210.651.05$0.8547.1%160.90960
$7.00Aug 280.651.30$0.9866.3%40.8768
$6.50Aug 210.300.50$0.4050.0%1440.86883
$7.00Sep 180.801.15$0.9835.7%650.75675
$6.50Aug 280.100.55$0.33136.4%130.69622

Most actively traded options today. High liquidity = easy entry/exit. 32 active (total vol 1.3K, top 276)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Sep 180.400.55$0.4831.3%2760.561.2K
$7.00Sep 180.100.20$0.1566.7%1520.243.3K
$6.00Aug 210.100.20$0.1566.7%1130.662.5K
$7.00Aug 280.000.10$0.05200.0%1050.14519
$6.50Aug 210.000.05$0.03166.7%610.141.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Aug 210.300.50$0.4050.0%1440.86883
$6.00Aug 210.050.10$0.0862.5%860.381.6K
$7.00Sep 180.801.15$0.9835.7%650.75675
$6.00Sep 180.350.45$0.4025.0%310.441.1K
$7.00Aug 210.651.05$0.8547.1%160.90960

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 34.6%, max 51.7%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$6.00Aug 21Sep 1889.5%63.3%41.3%3893.7K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.50Aug 28Sep 1885.1%56.1%51.7%215.9K
$6.00Aug 21Oct 289.5%80.8%10.8%901.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 10 found (best R:R 2.85, avg 1.66)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$6.00$7.00Sep 18$0.33$0.67$0.3356%2.03$6.33
$6.00$6.50Aug 21$0.12$0.38$0.1266%3.17$6.12
$6.00$6.50Aug 28$0.22$0.28$0.2261%1.27$6.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$6.50$6.00Aug 28$0.13$0.37$0.1369%2.85$6.37
$7.00$6.00Sep 18$0.58$0.42$0.5875%0.72$6.42
$6.50$6.00Aug 21$0.32$0.18$0.3286%0.56$6.18
$6.00$5.50Aug 28$0.12$0.38$0.1240%3.17$5.88
$6.50$5.50Sep 11$0.43$0.57$0.4360%1.33$6.07

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 4.00, avg 1.77)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$6.50$7.00Sep 25$0.40$0.40$0.1053%4.00$6.90
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$6.00$5.50Sep 18$0.25$0.25$0.2556%1.00$5.75
$6.00$5.50Aug 28$0.12$0.12$0.3860%0.32$5.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.16, cheapest $0.12)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$6.00Aug 21Aug 28$0.2089.5%74.6%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$6.00Aug 21Aug 28$0.1289.5%74.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 3.76% of stock, avg 11.35%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$6.00Aug 21$0.15$0.08$0.23$5.77$6.233.76%
$6.50Aug 21$0.03$0.40$0.43$6.07$6.937.03%
$6.50Aug 28$0.13$0.33$0.46$6.04$6.967.52%
$6.00Aug 28$0.35$0.20$0.55$5.45$6.558.99%
$6.00Sep 18$0.48$0.40$0.88$5.12$6.8814.38%
$6.50Sep 11$0.30$0.63$0.93$5.57$7.4315.20%
$6.50Sep 25$0.60$0.78$1.38$5.12$7.8822.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 2.12% of stock, avg 6.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7.00$5.50Aug 28$0.05$0.08$0.13$5.37$7.13
$6.50$6.00Aug 21$0.03$0.08$0.11$5.89$6.61
$7.00$6.00Aug 21$0.03$0.08$0.11$5.89$7.11
$6.50$5.50Aug 28$0.13$0.08$0.21$5.29$6.71
$7.00$5.00Sep 18$0.15$0.08$0.23$4.77$7.23
$7.00$5.50Sep 18$0.15$0.15$0.30$5.20$7.30
$7.00$6.00Aug 28$0.05$0.20$0.25$5.75$7.25
$6.50$6.00Aug 28$0.13$0.20$0.33$5.67$6.83
$7.00$6.00Sep 4$0.08$0.25$0.33$5.67$7.33
$6.50$6.00Sep 4$0.15$0.25$0.40$5.60$6.90

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

No iron condor setups found

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 3.17, cheapest $0.12)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$6.00$6.50$7.00Aug 21$0.12$0.3857%3.17
$5.50$6.00$6.50Aug 21$0.26$0.2482%0.92
$6.00$6.50$7.00Aug 28$0.14$0.3646%2.57
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$6.00$6.50$7.00Aug 21$0.13$0.3752%2.85
$5.00$5.50$6.00Sep 18$0.18$0.3231%1.78

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 $-0.07, 2 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.50$6.001:2Aug 21$0.23$0.27
$6.00$7.001:2Sep 18$0.18$0.82
$6.00$6.501:2Aug 28$0.09$0.41
$6.00$6.501:2Aug 21$0.09$0.41
$6.50$7.001:2Sep 25$0.20$0.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.50$6.001:2Aug 28-$0.07$0.43
$6.50$6.001:2Sep 25-$0.12$0.38
$7.00$6.001:2Sep 18$0.18$0.82
$6.50$5.501:2Sep 11$0.23$0.77
$7.00$6.501:2Aug 28$0.32$0.18

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 4.08%, avg 2.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$6.50Sep 25$0.250.476.2%4.08%10.29%256
$7.00Sep 25$0.150.2814.4%2.45%16.83%3--
$6.50Sep 11$0.200.456.2%3.27%9.48%1--
$7.00Sep 18$0.100.2414.4%1.63%16.01%1523.3K
$6.50Aug 28$0.100.326.2%1.63%7.84%44198

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 8,553
Total Puts 731
Put/Call Ratio 0.09
Net Difference 7,822

Prior's Put/Call Breakdown

Total Calls 7,101
Total Puts 1,858
Put/Call Ratio 0.26
Net Difference 5,243

Prior 7-Day Put/Call Summary

Total Calls 49,849
Total Puts 15,418
Average Put/Call Ratio 0.29
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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