Tour v529
AUR
AURORA INNOVATION IN A
$5.54 +2.78%
$5.59 (+0.90%)🌙
as of 09/30 11:42 PM
◀ 9/30 23:42 ▶

Option Volume

Detail
ℹ
Current (09/30) 5,293
Calls: 4,008 (76%)
Puts: 1,285 (24%)
Prior (09/29) 21,259
Calls: 10,186 (48%)
Puts: 11,073 (52%)
Current vs Prior -75.10%
Calls: -60.65% (Calls)
Puts: -88.40% (Puts)
Prior 7-Day Total 145,807
Calls: 105,461 (72%)
Puts: 40,346 (28%)
Prior 7-Day Average 20,829
Calls: 15,065 (72%)
Puts: 5,763 (28%)
Current vs Prior 7-Day Avg -74.59%
Calls: -73.40%
Puts: -77.71%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/30) $345.3K
Calls: $323.9K (94%)
Puts: $21.4K (6%)
Prior (09/29) $1.40M
Calls: $712.1K (51%)
Puts: $688.4K (49%)
Current vs Prior -75.34%
Calls: -54.51%
Puts: -96.89%
Prior 7-Day Total $11.25M
Calls: $9.14M (81%)
Puts: $2.10M (19%)
Prior 7-Day Average $1.61M
Calls: $1.31M (81%)
Puts: $300.4K (19%)
Current vs Prior 7-Day Avg -78.51%
Calls: -75.20%
Puts: -92.87%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/30) 0.32
Prior (09/29) 1.09
Current vs Prior -70.51%
Prior 7-Day Average 0.44
Current vs Prior 7-Day Avg -26.62%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/30) 409,226
Calls: 388,975 (95%)
Puts: 20,251 (5%)
Prior (09/29) 422,098
Calls: 397,514 (94%)
Puts: 24,584 (6%)
Current vs Prior -3.05%
Prior 7-Day Total 2,882,659
Calls: 2,676,126 (93%)
Puts: 206,533 (7%)
Prior 7-Day Average 411,808
Calls: 382,303 (93%)
Puts: 29,504 (7%)
Current vs Prior 7-Day Avg -0.63%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 5.05% | 9.03%11.91% | 25.27%
Prior 6.49% | 10.39%12.24% | 21.89%
Current vs Prior -22.17% | -13.13%-2.71% | +15.43%
Prior 7-Day Avg 6.71% | 10.13%10.77% | 20.51%
Current vs 7-Day Avg -24.67% | -10.89%+10.64% | +23.22%
Prior 7-Day Eod 6.49% | 10.39%12.24% | 21.89%
Current vs 7-Day Eod -22.17% | -13.13%-2.71% | +15.43%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 58.93% | 39.28%
Calls: 100.00% | 50.00%
Puts: 17.86% | 28.57%
Prior 58.93% | 39.28%
Calls: 100.00% | 50.00%
Puts: 17.86% | 28.57%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 62.22% | 50.05%
Calls: 29.59% | 55.84%
Puts: 94.86% | 44.25%
Current vs 7-Day Avg -5.29% | -21.52%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 94% of dollar volume in calls ($323.9K) vs puts ($21.4K). Light premium activity with dollar volume down 75% vs prior. Below-average activity with volume down 75% vs prior. Extreme bullish P/C ratio of 0.32 - heavy call buying (4,008 calls vs 1,285 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 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 -- 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. 16 found (avg delta 0.71, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Oct 160.851.30$1.0841.7%20.94--
$5.00Oct 20.351.10$0.73102.7%450.8622
$4.50Oct 20.952.40$1.6786.8%30.82--
$4.50Oct 300.801.40$1.1054.5%10.82--
$5.00Oct 230.650.95$0.8037.5%200.76158
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Oct 20.350.60$0.4852.1%80.921.2K
$6.00Oct 90.450.65$0.5536.4%100.7356
$6.00Oct 160.450.70$0.5743.9%30.671.3K
$6.00Oct 300.650.85$0.7526.7%10.60--

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 2.2K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Oct 20.000.05$0.03166.7%3720.143.8K
$6.00Oct 230.200.30$0.2540.0%1340.381.3K
$5.50Oct 90.200.35$0.2853.6%1150.55173
$5.50Oct 20.100.25$0.1883.3%980.60433
$6.00Oct 160.150.20$0.1827.8%690.352.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Oct 90.050.10$0.0862.5%1.0K0.194.1K
$5.50Oct 300.400.50$0.4522.2%270.43375
$5.50Oct 20.050.15$0.10100.0%220.41642
$5.00Oct 300.150.35$0.2580.0%180.28109
$5.50Oct 90.150.30$0.2268.2%170.4575

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 12.9%, max 36.9%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.50Oct 2Oct 3083.1%77.5%7.2%103437
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.50Oct 30Nov 6103.2%75.4%36.9%15230
$5.50Oct 2Oct 3083.1%77.5%7.2%491.0K
$5.00Oct 9Nov 680.0%79.6%0.4%1.0K4.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 17 found (best R:R 1.94, avg 1.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$4.50$5.00Oct 30$0.17$0.33$0.1782%1.94$4.67
$5.00$6.00Nov 6$0.37$0.63$0.3771%1.70$5.37
$5.50$6.00Oct 23$0.18$0.32$0.1856%1.78$5.68
$6.00$6.50Nov 6$0.15$0.35$0.1544%2.33$6.15
$5.50$6.00Oct 16$0.20$0.30$0.2058%1.50$5.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$6.00$5.50Oct 16$0.29$0.21$0.2967%0.72$5.71
$5.50$5.00Oct 9$0.14$0.36$0.1445%2.57$5.36
$6.00$5.50Oct 9$0.33$0.17$0.3373%0.52$5.67
$5.50$5.00Oct 30$0.20$0.30$0.2043%1.50$5.30
$6.00$5.50Oct 30$0.30$0.20$0.3060%0.67$5.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 0.52, avg 0.51)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$6.00$6.50Oct 23$0.12$0.12$0.3862%0.32$6.12
$6.00$6.50Nov 6$0.15$0.15$0.3556%0.43$6.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$5.00$4.50Nov 6$0.17$0.17$0.3370%0.52$4.83
$5.50$5.00Oct 23$0.20$0.20$0.3056%0.67$5.30
$5.50$5.00Oct 16$0.18$0.18$0.3257%0.56$5.32
$5.50$5.00Oct 30$0.20$0.20$0.3057%0.67$5.30
$5.50$5.00Oct 9$0.14$0.14$0.3655%0.39$5.36

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.11, cheapest $0.10)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.50Oct 2Oct 9$0.1083.1%71.7%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.50Oct 2Oct 9$0.1283.1%71.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 5.05% of stock, avg 14.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$5.50Oct 2$0.18$0.10$0.28$5.22$5.785.05%
$5.50Oct 9$0.28$0.22$0.50$5.00$6.009.03%
$6.00Oct 2$0.03$0.48$0.51$5.49$6.519.21%
$6.00Oct 9$0.10$0.55$0.65$5.35$6.6511.73%
$5.50Oct 16$0.38$0.28$0.66$4.84$6.1611.91%
$6.00Oct 16$0.18$0.57$0.75$5.25$6.7513.54%
$5.50Oct 23$0.43$0.35$0.78$4.72$6.2814.08%
$5.00Oct 23$0.80$0.15$0.95$4.05$5.9517.15%
$5.50Oct 30$0.55$0.45$1.00$4.50$6.5018.05%
$6.00Oct 30$0.30$0.75$1.05$4.95$7.0518.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 23 found (cheapest 2.35% of stock, avg 7.57%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$6.50$5.00Oct 9$0.05$0.08$0.13$4.87$6.63
$6.00$5.50Oct 2$0.03$0.10$0.13$5.37$6.13
$6.50$5.00Oct 16$0.08$0.10$0.18$4.82$6.68
$6.00$5.00Oct 9$0.10$0.08$0.18$4.82$6.18
$6.50$5.00Oct 23$0.13$0.15$0.28$4.72$6.78
$6.00$5.00Oct 16$0.18$0.10$0.28$4.72$6.28
$6.00$5.50Oct 9$0.10$0.22$0.32$5.18$6.32
$6.50$5.50Oct 9$0.05$0.22$0.27$5.23$6.77
$6.50$4.50Oct 30$0.20$0.20$0.40$4.10$6.90
$6.50$5.00Oct 30$0.20$0.25$0.45$4.55$6.95

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. 12 found (best R:R 3.55, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$5.50$6.00$6.50Oct 23$0.06$0.4433%7.33
$5.50$6.00$6.50Oct 16$0.10$0.4040%4.00
$5.50$6.00$6.50Oct 9$0.13$0.3741%2.85
$5.00$5.50$6.00Oct 30$0.13$0.3732%2.85
$5.50$6.00$6.50Oct 30$0.15$0.3529%2.33
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$5.00$5.50$6.00Oct 16$0.11$0.3947%3.55
$5.00$5.50$6.00Oct 9$0.19$0.3154%1.63
$5.00$5.50$6.00Oct 30$0.10$0.4032%4.00
$4.50$5.00$5.50Oct 30$0.15$0.3524%2.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-0.06, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.00$6.001:2Nov 6-$0.06$0.94
$5.00$5.501:2Oct 23-$0.06$0.44
$5.00$5.501:2Oct 30-$0.17$0.33
$5.50$6.001:2Oct 23-$0.07$0.43
$6.00$6.501:2Oct 30-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.00$5.501:2Oct 30-$0.15$0.35
$5.00$4.501:2Oct 30-$0.15$0.35
$6.00$5.501:2Oct 9$0.11$0.39
$6.00$5.501:2Oct 2$0.28$0.22
$5.50$5.001:2Oct 9$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 6.32%, avg 3.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$6.00Nov 6$0.350.448.3%6.32%14.62%1060
$6.50Nov 6$0.200.3317.3%3.61%20.94%3--
$6.50Oct 30$0.150.2917.3%2.71%20.04%82.9K
$6.00Oct 30$0.200.418.3%3.61%11.91%34212
$6.00Oct 23$0.200.388.3%3.61%11.91%1341.3K
$6.50Oct 23$0.100.2317.3%1.81%19.13%2--
$6.00Oct 16$0.150.358.3%2.71%11.01%692.5K

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 4,008
Total Puts 1,285
Put/Call Ratio 0.32
Net Difference 2,723

Prior's Put/Call Breakdown

Total Calls 10,186
Total Puts 11,073
Put/Call Ratio 1.09
Net Difference -887

Prior 7-Day Put/Call Summary

Total Calls 105,461
Total Puts 40,346
Average Put/Call Ratio 0.44
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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