Tour v526
AUR
AURORA INNOVATION IN A
$5.76 -0.17%
$5.80 (+0.70%)🌙
as of 08/26 06:12 PM
8/26 18:12

Option Volume

Detail
Current (08/26) 5,853
Calls: 2,952 (50%)
Puts: 2,901 (50%)
Prior (08/25) 11,274
Calls: 10,793 (96%)
Puts: 481 (4%)
Current vs Prior -48.08%
Calls: -72.65% (Calls)
Puts: +503.12% (Puts)
Prior 7-Day Total 83,343
Calls: 66,639 (80%)
Puts: 16,704 (20%)
Prior 7-Day Average 11,906
Calls: 9,519 (80%)
Puts: 2,386 (20%)
Current vs Prior 7-Day Avg -50.84%
Calls: -68.99%
Puts: +21.57%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/26) $874.8K
Calls: $323.2K (37%)
Puts: $551.5K (63%)
Prior (08/25) $973.0K
Calls: $926.3K (95%)
Puts: $46.7K (5%)
Current vs Prior -10.09%
Calls: -65.11%
Puts: +1081.38%
Prior 7-Day Total $9.48M
Calls: $7.64M (81%)
Puts: $1.84M (19%)
Prior 7-Day Average $1.35M
Calls: $1.09M (81%)
Puts: $262.4K (19%)
Current vs Prior 7-Day Avg -35.40%
Calls: -70.40%
Puts: +110.23%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/26) 0.98
Prior (08/25) 0.04
Current vs Prior +2105.10%
Prior 7-Day Average 0.24
Current vs Prior 7-Day Avg +309.17%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/26) 330,595
Calls: 312,440 (95%)
Puts: 18,155 (5%)
Prior (08/25) 334,901
Calls: 313,771 (94%)
Puts: 21,130 (6%)
Current vs Prior -1.29%
Prior 7-Day Total 2,458,250
Calls: 2,273,190 (92%)
Puts: 185,060 (8%)
Prior 7-Day Average 351,178
Calls: 324,741 (92%)
Puts: 26,437 (8%)
Current vs Prior 7-Day Avg -5.86%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 6.60% | 8.85%11.81% | 21.35%
Prior 8.32% | 12.65%13.86% | 18.20%
Current vs Prior -20.70% | -30.02%-14.85% | +17.35%
Prior 7-Day Avg 6.55% | 9.69%7.05% | 14.68%
Current vs 7-Day Avg +0.67% | -8.65%+67.51% | +45.44%
Prior 7-Day Eod 8.32% | 12.65%13.86% | 18.20%
Current vs 7-Day Eod -20.70% | -30.02%-14.85% | +17.35%
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

Moderately bearish flow with 63% put dollar volume ($551.5K). Below-average activity with volume down 48% vs prior. P/C ratio rising 2105% - increased hedging/bearish positioning. Call-heavy open interest (312,440 calls vs 18,155 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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. 13 found (avg delta 0.74, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 280.601.30$0.9573.7%20.929
$5.00Sep 250.601.10$0.8558.8%150.8410
$5.00Oct 20.651.25$0.9563.2%10.78--
$5.50Aug 280.000.70$0.35200.0%720.7859
$5.50Sep 180.250.55$0.4075.0%70.71209
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Aug 280.551.00$0.7857.7%6100.90635
$6.50Sep 40.451.25$0.8594.1%50.90--
$6.00Aug 280.150.50$0.33106.1%60.75--
$6.00Sep 40.300.45$0.3839.5%70.65583
$6.50Sep 180.801.10$0.9531.6%6000.65--

Most actively traded options today. High liquidity = easy entry/exit. 27 active (total vol 1.8K, top 610)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Oct 20.100.65$0.38144.7%2960.48--
$5.50Aug 280.000.70$0.35200.0%720.7859
$6.00Sep 180.200.35$0.2853.6%600.471.4K
$6.00Sep 250.250.50$0.3865.8%330.51--
$6.00Aug 280.000.10$0.05200.0%210.251.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Aug 280.551.00$0.7857.7%6100.90635
$6.50Sep 180.801.10$0.9531.6%6000.65--
$5.50Aug 280.000.10$0.05200.0%340.23747
$6.00Sep 180.250.55$0.4075.0%100.561.1K
$6.00Sep 40.300.45$0.3839.5%70.65583

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 41.3%, max 51.0%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$6.00Aug 28Oct 284.0%62.5%34.4%3171.2K
$5.50Aug 28Oct 286.0%64.3%33.6%7360
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.50Aug 28Sep 1886.0%56.9%51.0%38747
$6.00Aug 28Sep 1884.0%57.4%46.3%161.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 10 found (best R:R 1.13, avg 1.57)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$5.00$6.00Sep 25$0.47$0.53$0.4784%1.13$5.47
$5.50$6.00Sep 18$0.12$0.38$0.1271%3.17$5.62
$5.00$5.50Oct 2$0.25$0.25$0.2578%1.00$5.25
$6.00$6.50Sep 11$0.15$0.35$0.1548%2.33$6.15
$5.50$6.00Aug 28$0.30$0.20$0.3078%0.67$5.80
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$6.00$5.50Sep 18$0.22$0.28$0.2256%1.27$5.78
$6.00$5.50Aug 28$0.28$0.22$0.2875%0.79$5.72
$6.00$5.50Sep 4$0.28$0.22$0.2865%0.79$5.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 2 found (best R:R 0.25, avg 0.34)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$6.00$6.50Sep 4$0.10$0.10$0.4065%0.25$6.10
$6.00$6.50Sep 11$0.15$0.15$0.3552%0.43$6.15
BULL PUT (0)
No bull put found

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. 5 found (cheapest 6.60% of stock, avg 8.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$6.00Aug 28$0.05$0.33$0.38$5.62$6.386.60%
$5.50Aug 28$0.35$0.05$0.40$5.10$5.906.94%
$6.00Sep 4$0.13$0.38$0.51$5.49$6.518.85%
$5.50Sep 18$0.40$0.18$0.58$4.92$6.0810.07%
$6.00Sep 18$0.28$0.40$0.68$5.32$6.6811.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 8 found (cheapest 1.39% of stock, avg 4.82%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$6.50$5.50Aug 28$0.03$0.05$0.08$5.42$6.58
$6.00$5.50Aug 28$0.05$0.05$0.10$5.40$6.10
$6.50$5.50Sep 4$0.03$0.10$0.13$5.37$6.63
$6.00$5.50Sep 4$0.13$0.10$0.23$5.27$6.23
$6.50$5.50Sep 11$0.10$0.18$0.28$5.22$6.78
$6.00$5.50Sep 11$0.25$0.18$0.43$5.07$6.43
$6.00$5.50Sep 18$0.28$0.18$0.46$5.04$6.46
$6.50$5.50Sep 18$0.33$0.18$0.51$4.99$7.01

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. 6 found (best R:R 1.94, cheapest $0.17)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$5.50$6.00$6.50Aug 28$0.28$0.2268%0.79
$5.00$5.50$6.00Aug 28$0.30$0.2067%0.67
$5.50$6.00$6.50Sep 18$0.17$0.3332%1.94
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$5.50$6.00$6.50Aug 28$0.17$0.3366%1.94
$5.50$6.00$6.50Sep 4$0.19$0.3160%1.63
$5.50$6.00$6.50Sep 18$0.33$0.1733%0.52

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 13 found (best net $-0.06, 4 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.50$6.001:2Oct 2-$0.06$0.44
$5.50$6.001:2Sep 18-$0.16$0.34
$5.00$5.501:2Oct 2-$0.45$0.05
$6.00$6.501:2Sep 18-$0.38$0.12
$5.00$6.001:2Sep 25$0.09$0.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.50$6.001:2Aug 28$0.12$0.38
$6.50$6.001:2Sep 4$0.09$0.41
$6.50$6.001:2Sep 18$0.15$0.35
$6.00$5.501:2Sep 4$0.18$0.32
$6.00$5.501:2Aug 28$0.23$0.27

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 4.34%, avg 2.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$6.00Sep 25$0.250.514.2%4.34%8.51%33--
$6.00Sep 18$0.200.474.2%3.47%7.64%601.4K
$6.00Sep 11$0.100.484.2%1.74%5.90%218
$6.00Oct 2$0.100.484.2%1.74%5.90%296--
$6.00Sep 4$0.100.354.2%1.74%5.90%987

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 2,952
Total Puts 2,901
Put/Call Ratio 0.98
Net Difference 51

Prior's Put/Call Breakdown

Total Calls 10,793
Total Puts 481
Put/Call Ratio 0.04
Net Difference 10,312

Prior 7-Day Put/Call Summary

Total Calls 66,639
Total Puts 16,704
Average Put/Call Ratio 0.24
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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