Tour v526
AUR
AURORA INNOVATION IN A
$5.69 -1.22%
8/27 18:11

Option Volume

Detail
Current (08/27) 4,421
Calls: 3,317 (75%)
Puts: 1,104 (25%)
Prior (08/26) 5,853
Calls: 2,952 (50%)
Puts: 2,901 (50%)
Current vs Prior -24.47%
Calls: +12.36% (Calls)
Puts: -61.94% (Puts)
Prior 7-Day Total 79,928
Calls: 62,629 (78%)
Puts: 17,299 (22%)
Prior 7-Day Average 11,418
Calls: 8,947 (78%)
Puts: 2,471 (22%)
Current vs Prior 7-Day Avg -61.28%
Calls: -62.93%
Puts: -55.33%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/27) $510.9K
Calls: $292.0K (57%)
Puts: $218.8K (43%)
Prior (08/26) $874.8K
Calls: $323.2K (37%)
Puts: $551.5K (63%)
Current vs Prior -41.60%
Calls: -9.64%
Puts: -60.32%
Prior 7-Day Total $9.47M
Calls: $7.16M (76%)
Puts: $2.31M (24%)
Prior 7-Day Average $1.35M
Calls: $1.02M (76%)
Puts: $329.3K (24%)
Current vs Prior 7-Day Avg -62.23%
Calls: -71.46%
Puts: -33.55%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/27) 0.33
Prior (08/26) 0.98
Current vs Prior -66.13%
Prior 7-Day Average 0.33
Current vs Prior 7-Day Avg -0.13%
Sentiment BULLISH

Open Interest

Detail
Current (08/27) 339,650
Calls: 324,287 (95%)
Puts: 15,363 (5%)
Prior (08/26) 330,595
Calls: 312,440 (95%)
Puts: 18,155 (5%)
Current vs Prior +2.74%
Prior 7-Day Total 2,422,942
Calls: 2,239,749 (92%)
Puts: 183,193 (8%)
Prior 7-Day Average 346,134
Calls: 319,964 (92%)
Puts: 26,170 (8%)
Current vs Prior 7-Day Avg -1.87%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 6.33% | 8.96%12.83% | 19.33%
Prior 6.60% | 8.85%11.81% | 21.35%
Current vs Prior -4.10% | +1.23%+8.67% | -9.47%
Prior 7-Day Avg 6.58% | 9.57%7.81% | 15.73%
Current vs 7-Day Avg -3.79% | -6.32%+64.17% | +22.90%
Prior 7-Day Eod 6.60% | 8.85%11.81% | 21.35%
Current vs 7-Day Eod -4.10% | +1.23%+8.67% | -9.47%
Sentiment BULLISHBEARISH

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

Extreme bullish P/C ratio of 0.33 - heavy call buying (3,317 calls vs 1,104 puts). P/C ratio dropping 66% - sentiment shifting bullish. Call-heavy open interest (324,287 calls vs 15,363 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 1 of results (avg 8.8%, best 8.8%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Sep 250.550.60$0.578.8%650.63316

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.57, cheapest $0.57)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Sep 250.550.60$0.578.8%650.63316

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 13 found (avg delta 0.69, highest 0.94)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Aug 280.050.60$0.33166.7%20.66--
$5.50Sep 40.100.55$0.33136.4%110.652
$5.50Sep 180.200.70$0.45111.1%50.60216
$5.50Oct 20.250.80$0.53103.8%1000.60--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Sep 40.151.50$0.83162.7%10.94264
$6.50Aug 280.551.15$0.8570.6%270.89629
$6.00Aug 280.250.40$0.3345.5%120.83433
$6.50Sep 250.701.15$0.9348.4%10.74--
$6.00Sep 110.400.50$0.4522.2%30.69--

Most actively traded options today. High liquidity = easy entry/exit. 28 active (total vol 1.1K, top 176)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Sep 40.100.15$0.1338.5%1760.3487
$6.00Aug 280.000.05$0.03166.7%1450.161.2K
$5.50Oct 20.250.80$0.53103.8%1000.60--
$6.00Sep 180.200.35$0.2853.6%890.411.3K
$6.50Sep 40.000.05$0.03166.7%640.10492
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Sep 40.000.35$0.18194.4%890.3533
$5.50Sep 110.000.35$0.18194.4%760.5327
$6.00Sep 250.550.60$0.578.8%650.63316
$5.00Sep 110.000.10$0.05200.0%380.32--
$6.00Sep 40.350.45$0.4025.0%330.67589

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 116.6%, max 201.1%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$6.00Aug 28Oct 2104.8%65.6%59.9%1471.2K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.50Aug 28Sep 18193.7%64.3%201.1%416.6K
$6.00Aug 28Sep 25104.8%55.5%88.8%77749

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 11 found (best R:R 1.94, avg 1.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$5.50$6.00Sep 18$0.17$0.33$0.1760%1.94$5.67
$5.50$6.00Oct 2$0.20$0.30$0.2060%1.50$5.70
$5.50$6.00Sep 4$0.20$0.30$0.2065%1.50$5.70
$6.00$6.50Sep 4$0.10$0.40$0.1034%4.00$6.10
$6.00$6.50Sep 18$0.18$0.32$0.1841%1.78$6.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$5.50$5.00Sep 11$0.13$0.37$0.1353%2.85$5.37
$6.00$5.50Sep 11$0.27$0.23$0.2769%0.85$5.73
$6.00$5.50Sep 4$0.22$0.28$0.2267%1.27$5.78
$6.00$5.50Aug 28$0.30$0.20$0.3083%0.67$5.70
$6.00$5.50Sep 18$0.32$0.18$0.3259%0.56$5.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 0.56, avg 0.39)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$6.00$6.50Sep 18$0.18$0.18$0.3259%0.56$6.18
$6.00$6.50Sep 4$0.10$0.10$0.4066%0.25$6.10
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$5.50$5.00Sep 11$0.13$0.13$0.3747%0.35$5.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $0.15, cheapest $0.15)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.50Aug 28Sep 4$0.15193.7%82.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 6.33% of stock, avg 10.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$5.50Aug 28$0.33$0.03$0.36$5.14$5.866.33%
$6.00Aug 28$0.03$0.33$0.36$5.64$6.366.33%
$5.50Sep 4$0.33$0.18$0.51$4.99$6.018.96%
$6.00Sep 4$0.13$0.40$0.53$5.47$6.539.31%
$6.00Sep 11$0.15$0.45$0.60$5.40$6.6010.54%
$5.50Sep 18$0.45$0.28$0.73$4.77$6.2312.83%
$6.00Sep 25$0.20$0.57$0.77$5.23$6.7713.53%
$6.00Sep 18$0.28$0.60$0.88$5.12$6.8815.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 8 found (cheapest 1.05% of stock, avg 4.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$6.00$5.50Aug 28$0.03$0.03$0.06$5.44$6.06
$6.50$5.50Aug 28$0.03$0.03$0.06$5.44$6.56
$6.50$5.00Sep 11$0.08$0.05$0.13$4.87$6.63
$6.00$5.00Sep 11$0.15$0.05$0.20$4.80$6.20
$6.50$5.50Sep 4$0.03$0.18$0.21$5.29$6.71
$6.00$5.50Sep 4$0.13$0.18$0.31$5.19$6.31
$6.50$5.50Sep 18$0.10$0.28$0.38$5.12$6.88
$6.00$5.50Sep 18$0.28$0.28$0.56$4.94$6.56

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 4.00, cheapest $0.10)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$5.50$6.00$6.50Sep 4$0.10$0.4055%4.00
$5.50$6.00$6.50Aug 28$0.30$0.2056%0.67
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$5.50$6.00$6.50Sep 4$0.21$0.2958%1.38
$5.00$5.50$6.00Sep 11$0.14$0.3637%2.57
$5.50$6.00$6.50Aug 28$0.22$0.2855%1.27

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 $-0.21, 4 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.50$6.001:2Sep 18-$0.11$0.39
$5.50$6.001:2Oct 2-$0.13$0.37
$6.00$6.501:2Sep 25-$0.10$0.40
$5.50$6.001:2Sep 4$0.07$0.43
$6.00$6.501:2Sep 18$0.08$0.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.50$6.001:2Sep 25-$0.21$0.29
$6.50$6.001:2Aug 28$0.19$0.31
$6.00$5.501:2Sep 11$0.09$0.41
$5.50$5.001:2Sep 11$0.08$0.42
$6.00$5.501:2Aug 28$0.27$0.23

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 4.39%, avg 2.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$6.00Oct 2$0.250.435.5%4.39%9.84%2--
$6.00Sep 18$0.200.415.5%3.51%8.96%891.3K
$6.50Sep 25$0.100.2514.2%1.76%15.99%3078
$6.00Sep 4$0.100.345.5%1.76%7.21%17687

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 3,317
Total Puts 1,104
Put/Call Ratio 0.33
Net Difference 2,213

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 62,629
Total Puts 17,299
Average Put/Call Ratio 0.33
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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