Tour v526
AUR
AURORA INNOVATION IN A
$6.24 +1.96%
$6.23 (-0.17%)🌙
as of 08/21 06:12 PM
8/21 18:12

Option Volume

Detail
Current (08/21) 11,237
Calls: 8,294 (74%)
Puts: 2,943 (26%)
Prior (08/20) 9,284
Calls: 8,553 (92%)
Puts: 731 (8%)
Current vs Prior +21.04%
Calls: -3.03% (Calls)
Puts: +302.60% (Puts)
Prior 7-Day Total 69,645
Calls: 53,978 (78%)
Puts: 15,667 (22%)
Prior 7-Day Average 9,949
Calls: 7,711 (78%)
Puts: 2,238 (22%)
Current vs Prior 7-Day Avg +12.94%
Calls: +7.56%
Puts: +31.49%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $1.97M
Calls: $1.25M (63%)
Puts: $720.7K (37%)
Prior (08/20) $1.01M
Calls: $962.3K (95%)
Puts: $49.5K (5%)
Current vs Prior +94.67%
Calls: +29.78%
Puts: +1356.48%
Prior 7-Day Total $7.40M
Calls: $6.03M (82%)
Puts: $1.37M (18%)
Prior 7-Day Average $1.06M
Calls: $861.7K (82%)
Puts: $195.4K (18%)
Current vs Prior 7-Day Avg +86.33%
Calls: +44.94%
Puts: +268.89%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.35
Prior (08/20) 0.09
Current vs Prior +315.17%
Prior 7-Day Average 0.29
Current vs Prior 7-Day Avg +22.60%
Sentiment BULLISH

Open Interest

Detail
Current (08/21) 332,833
Calls: 313,651 (94%)
Puts: 19,182 (6%)
Prior (08/20) 340,476
Calls: 311,991 (92%)
Puts: 28,485 (8%)
Current vs Prior -2.24%
Prior 7-Day Total 2,446,022
Calls: 2,278,558 (93%)
Puts: 167,464 (7%)
Prior 7-Day Average 349,431
Calls: 325,508 (93%)
Puts: 23,923 (7%)
Current vs Prior 7-Day Avg -4.75%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 6.09% | 8.17%6.09% | 13.62%
Prior 3.76% | 8.99%3.76% | 14.38%
Current vs Prior +117.47% | +21.26%+62.04% | -5.27%
Prior 7-Day Avg 5.61% | 8.89%6.76% | 14.47%
Current vs 7-Day Avg +45.56% | +22.56%-9.92% | -5.87%
Prior 7-Day Eod 3.76% | 8.99%3.76% | 14.38%
Current vs 7-Day Eod +117.47% | +21.26%+62.04% | -5.27%
Sentiment BEARISHBEARISH

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

Moderately bullish flow with 63% call dollar volume ($1.25M). Elevated premium activity with dollar volume up 95% vs prior. Dollar volume significantly above 7-day average (86% higher). Extreme bullish P/C ratio of 0.35 - heavy call buying (8,294 calls vs 2,943 puts).

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. 1 found (avg $0.60, cheapest $0.60)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Sep 180.550.65$0.6016.7%1680.671.3K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 15 found (avg delta 0.73, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 211.101.85$1.4850.7%40.81--
$6.00Aug 210.200.35$0.2853.6%4730.802.5K
$5.00Sep 41.001.95$1.4864.2%30.80--
$5.50Aug 210.651.20$0.9359.1%150.7734
$6.00Sep 40.250.75$0.50100.0%50.69--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Aug 280.401.35$0.88108.0%60.9065
$7.00Aug 210.450.90$0.6866.2%350.89530
$6.50Aug 210.050.40$0.23152.2%1270.82744
$7.00Sep 180.601.15$0.8862.5%460.74640
$6.50Sep 250.400.85$0.6371.4%210.565

Most actively traded options today. High liquidity = easy entry/exit. 38 active (total vol 3.0K, top 600)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Aug 210.200.35$0.2853.6%4730.802.5K
$6.50Sep 110.050.30$0.18138.9%2540.39117
$6.50Aug 280.100.15$0.1338.5%2250.35209
$6.00Sep 180.550.65$0.6016.7%1680.671.3K
$7.00Sep 110.000.15$0.08187.5%1010.1999
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Aug 280.000.05$0.03166.7%6000.09164
$5.50Sep 180.000.35$0.18194.4%2240.225.8K
$6.00Aug 210.000.20$0.10200.0%1730.201.6K
$6.50Aug 210.050.40$0.23152.2%1270.82744
$5.00Aug 280.000.05$0.03166.7%1000.06--

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 1070.3%, max 1122.2%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$6.00Aug 21Sep 25642.8%56.2%1044.3%4752.5K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$6.50Aug 21Sep 25568.6%46.5%1122.2%148749
$6.00Aug 21Sep 25642.8%56.2%1044.3%1751.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 13 found (best R:R 4.00, avg 2.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$6.00$7.00Sep 25$0.20$0.80$0.2067%4.00$6.20
$6.00$6.50Sep 4$0.20$0.30$0.2069%1.50$6.20
$6.00$7.00Sep 18$0.42$0.58$0.4267%1.38$6.42
$6.00$6.50Aug 28$0.25$0.25$0.2568%1.00$6.25
$6.00$6.50Aug 21$0.25$0.25$0.2580%1.00$6.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$6.50$6.00Aug 21$0.13$0.37$0.1382%2.85$6.37
$6.50$6.00Sep 4$0.25$0.25$0.2556%1.00$6.25
$6.00$5.50Aug 28$0.10$0.40$0.1032%4.00$5.90
$7.00$6.00Sep 18$0.63$0.37$0.6374%0.59$6.37
$5.50$5.00Sep 18$0.13$0.37$0.1322%2.85$5.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 5 found (best R:R 0.35, avg 0.47)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$6.50$7.00Oct 2$0.25$0.25$0.2552%1.00$6.75
$6.50$7.00Aug 28$0.10$0.10$0.4065%0.25$6.60
$6.50$7.00Sep 4$0.17$0.17$0.3354%0.52$6.67
BULL PUT (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$5.50$5.00Sep 18$0.13$0.13$0.3778%0.35$5.37
$6.00$5.50Aug 28$0.10$0.10$0.4068%0.25$5.90

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 4.17% of stock, avg 10.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$6.50Aug 21$0.03$0.23$0.26$6.24$6.764.17%
$6.00Aug 21$0.28$0.10$0.38$5.62$6.386.09%
$6.00Aug 28$0.38$0.13$0.51$5.49$6.518.17%
$6.00Sep 4$0.50$0.18$0.68$5.32$6.6810.90%
$6.50Sep 4$0.30$0.43$0.73$5.77$7.2311.70%
$6.00Sep 11$0.55$0.25$0.80$5.20$6.8012.82%
$6.00Sep 18$0.60$0.25$0.85$5.15$6.8513.62%
$6.00Sep 25$0.65$0.28$0.93$5.07$6.9314.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 18 found (cheapest 0.96% of stock, avg 4.64%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7.00$5.50Aug 28$0.03$0.03$0.06$5.44$7.06
$7.00$5.00Aug 28$0.03$0.03$0.06$4.94$7.06
$6.50$6.00Aug 21$0.03$0.10$0.13$5.87$6.63
$7.00$6.00Aug 21$0.03$0.10$0.13$5.87$7.13
$7.00$6.00Aug 28$0.03$0.13$0.16$5.84$7.16
$6.50$5.50Aug 28$0.13$0.03$0.16$5.34$6.66
$6.50$5.00Aug 28$0.13$0.03$0.16$4.84$6.66
$6.50$6.00Aug 28$0.13$0.13$0.26$5.74$6.76
$7.00$5.00Sep 18$0.18$0.05$0.23$4.77$7.23
$7.00$5.50Sep 4$0.13$0.18$0.31$5.19$7.31

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 1 found (best R:R 0.67, avg credit $0.20)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
6/66/7Aug 28$0.20$0.3034%0.67$5.80$6.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 2.33, cheapest $0.10)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$6.00$6.50$7.00Aug 28$0.15$0.3558%2.33
$6.00$6.50$7.00Aug 21$0.25$0.2570%1.00
$6.00$6.50$7.00Sep 11$0.27$0.2345%0.85
$5.50$6.00$6.50Aug 21$0.40$0.1059%0.25
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$5.00$5.50$6.00Aug 28$0.10$0.4026%4.00
$6.00$6.50$7.00Aug 21$0.32$0.1869%0.56
$5.50$6.00$6.50Sep 4$0.25$0.2534%1.00

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 $-0.25, 5 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.00$7.001:2Sep 25-$0.25$0.75
$6.00$6.501:2Sep 4-$0.10$0.40
$5.00$5.501:2Aug 21-$0.38$0.12
$5.00$6.001:2Sep 4$0.48$0.52
$6.00$7.001:2Sep 18$0.24$0.76
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.00$5.501:2Sep 18-$0.11$0.39
$6.00$5.501:2Sep 4-$0.18$0.32
$7.00$6.501:2Aug 21$0.22$0.28
$6.50$6.001:2Sep 25$0.07$0.43
$7.00$6.001:2Sep 18$0.38$0.62

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 6.41%, avg 2.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$6.50Oct 2$0.400.484.2%6.41%10.58%10--
$7.00Sep 25$0.150.4212.2%2.40%14.58%7214
$7.00Sep 18$0.150.3012.2%2.40%14.58%683.4K
$6.50Sep 4$0.100.464.2%1.60%5.77%6788
$6.50Aug 28$0.100.354.2%1.60%5.77%225209

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 8,294
Total Puts 2,943
Put/Call Ratio 0.35
Net Difference 5,351

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 53,978
Total Puts 15,667
Average Put/Call Ratio 0.29
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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