Tour v452
AUR
AURORA INNOVATION IN A
$5.84 -6.04%
7/28 14:05

Option Volume

Detail
Current (07/28 2:05pm) 4,429
Calls: 3,654 (83%)
Puts: 775 (17%)
Prior (05/06) 59,369
Calls: 55,123 (93%)
Puts: 4,246 (7%)
Current vs Prior -92.54%
Calls: -93.37% (Calls)
Puts: -81.75% (Puts)
Prior 7-Day Total 76,529
Calls: 70,149 (92%)
Puts: 6,380 (8%)
Prior 7-Day Average 38,264
Calls: 10,021 (92%)
Puts: 911 (8%)
Current vs Prior 7-Day Avg -88.43%
Calls: -63.54%
Puts: -14.97%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28 2:05pm) $421.4K
Calls: $304.5K (72%)
Puts: $116.9K (28%)
Prior (05/06) $5.72M
Calls: $5.50M (96%)
Puts: $220.4K (4%)
Current vs Prior -92.64%
Calls: -94.47%
Puts: -46.96%
Prior 7-Day Total $7.68M
Calls: $7.40M (96%)
Puts: $279.8K (4%)
Prior 7-Day Average $3.84M
Calls: $1.06M (96%)
Puts: $40.0K (4%)
Current vs Prior 7-Day Avg -89.03%
Calls: -71.20%
Puts: +192.44%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28 2:05pm) 0.21
Prior (05/06) 0.08
Current vs Prior +175.35%
Prior 7-Day Average 0.11
Current vs Prior 7-Day Avg +93.70%
Sentiment BULLISH

Open Interest

Detail
Current (07/28 2:05pm) 453,918
Calls: 381,072 (84%)
Puts: 72,846 (16%)
Prior (05/06) 423,089
Calls: 369,037 (87%)
Puts: 54,052 (13%)
Current vs Prior +7.29%
Prior 7-Day Total 838,570
Calls: 730,822 (87%)
Puts: 107,748 (13%)
Prior 7-Day Average 419,285
Calls: 365,411 (87%)
Puts: 53,874 (13%)
Current vs Prior 7-Day Avg +8.26%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 12.16% | 13.70%17.47% | 23.63%
Prior 11.84% | 13.66%-- | --
Current vs Prior +2.72% | +0.30%-- | --
Prior 7-Day Avg 11.55% | 13.38%-- | --
Current vs 7-Day Avg +5.24% | +2.40%-- | --
Prior 7-Day Eod 11.84% | 13.66%-- | --
Current vs 7-Day Eod +2.72% | +0.30%-- | --
Sentiment BEARISH--

Relative Spread

Detail
Expiry | Next
Current 14.75% | 13.02%
Calls: 17.86% | 15.62%
Puts: 11.63% | 10.42%
Prior 20.10% | 22.50%
Calls: 11.63% | 20.00%
Puts: 28.57% | 25.00%
Current vs Prior -26.62% | -42.13%
Prior 7-Day Avg 20.10% | 22.50%
Calls: 11.63% | 20.00%
Puts: 28.57% | 25.00%
Current vs 7-Day Avg -26.62% | -42.13%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($304.5K). Light premium activity with dollar volume down 93% vs prior. Below-average activity with volume down 93% vs prior. Extreme bullish P/C ratio of 0.21 - heavy call buying (3,654 calls vs 775 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 1 of results (avg 7.7%, best 7.7%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Aug 211.251.35$1.307.7%--0.76225

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 14 found (avg $0.57, cheapest $0.28)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Jul 310.250.30$0.2817.9%1780.46520
$6.50Aug 210.250.30$0.2817.9%130.36198
$6.00Aug 70.300.35$0.3215.6%40.4737
$5.50Jul 310.500.60$0.5518.2%80.69126
$6.00Sep 40.500.60$0.5518.2%100.523
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Aug 210.300.35$0.3215.6%--0.34320
$6.00Jul 310.400.45$0.4311.6%160.541.3K
$6.00Aug 70.450.50$0.4810.4%530.53140
$6.50Jul 310.750.85$0.8012.5%210.74286
$6.50Aug 70.800.90$0.8511.8%--0.7050

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 19 found (avg delta 0.65, highest 0.84)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Aug 210.901.20$1.0528.6%--0.8128
$5.50Jul 310.500.60$0.5518.2%80.69126
$5.50Aug 70.550.65$0.6016.7%40.681
$5.50Aug 210.650.75$0.7014.3%50.66--
$6.00Sep 40.500.60$0.5518.2%100.523
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Jul 311.051.25$1.1517.4%30.84282
$7.00Aug 70.751.55$1.1569.6%--0.8151
$7.00Aug 140.801.60$1.2066.7%--0.7831
$7.00Aug 211.251.35$1.307.7%--0.76225
$6.50Jul 310.750.85$0.8012.5%210.74286

Most actively traded options today. High liquidity = easy entry/exit. 33 active (total vol 892, top 178)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Jul 310.250.30$0.2817.9%1780.46520
$6.50Jul 310.100.15$0.1338.5%1510.262.0K
$7.00Aug 210.150.20$0.1827.8%1140.252.3K
$7.00Jul 310.050.10$0.0862.5%870.161.3K
$6.50Aug 140.200.30$0.2540.0%490.3568
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Aug 70.450.50$0.4810.4%530.53140
$6.50Jul 310.750.85$0.8012.5%210.74286
$6.00Aug 210.500.65$0.5726.3%210.50636
$5.50Jul 310.150.20$0.1827.8%190.31156
$6.00Jul 310.400.45$0.4311.6%160.541.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 96.1%, max 110.8%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.00Jul 31Aug 28180.4%86.1%109.5%1031.6K
$6.00Jul 31Sep 4159.2%79.9%99.3%188523
$6.50Jul 31Aug 28159.7%86.5%84.7%1532.1K
$5.50Jul 31Aug 21153.5%83.3%84.3%13126
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.00Jul 31Aug 28174.2%82.6%110.8%2639
$7.00Jul 31Aug 21180.4%87.5%106.2%3507
$6.00Jul 31Aug 28159.2%82.7%92.6%171.3K
$5.50Jul 31Aug 28153.5%81.0%89.5%20177
$6.50Jul 31Aug 21159.7%84.8%88.4%22340

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 23 found (best R:R 4.00, avg 1.79)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.50$7.00Aug 14$0.10$0.40$0.104.00$6.60
$6.50$7.00Aug 21$0.10$0.40$0.104.00$6.60
$6.50$7.00Aug 28$0.13$0.37$0.132.85$6.63
$6.00$6.50Aug 7$0.14$0.36$0.142.57$6.14
$6.00$6.50Jul 31$0.15$0.35$0.152.33$6.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$5.50$5.00Aug 7$0.13$0.37$0.132.85$5.37
$5.50$5.00Aug 14$0.13$0.37$0.132.85$5.37
$5.50$5.00Aug 21$0.17$0.33$0.171.94$5.33
$5.50$5.00Aug 28$0.18$0.32$0.181.78$5.32
$6.00$5.50Jul 31$0.25$0.25$0.251.00$5.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 28 found (best R:R 2.85, avg 1.11)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.00$5.50Aug 21$0.35$0.35$0.152.33$5.35
$5.50$6.00Aug 7$0.28$0.28$0.221.27$5.78
$5.50$6.00Jul 31$0.27$0.27$0.231.17$5.77
$5.50$6.00Aug 21$0.25$0.25$0.251.00$5.75
$6.00$6.50Aug 21$0.17$0.17$0.330.52$6.17
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$6.50$6.00Jul 31$0.37$0.37$0.132.85$6.13
$6.50$6.00Aug 7$0.37$0.37$0.132.85$6.13
$7.00$6.50Jul 31$0.35$0.35$0.152.33$6.65
$7.00$6.50Aug 14$0.35$0.35$0.152.33$6.65
$6.50$6.00Aug 21$0.33$0.33$0.171.94$6.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $0.05, cheapest $0.05)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.50Jul 31Aug 7$0.05153.5%99.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 12.16% of stock, avg 18.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$6.00Jul 31$0.28$0.43$0.71$5.29$6.7112.16%
$5.50Jul 31$0.55$0.18$0.73$4.77$6.2312.50%
$6.00Aug 7$0.32$0.48$0.80$5.20$6.8013.70%
$5.50Aug 7$0.60$0.23$0.83$4.67$6.3314.21%
$6.50Jul 31$0.13$0.80$0.93$5.57$7.4315.92%
$6.00Aug 14$0.40$0.53$0.93$5.07$6.9315.92%
$5.50Aug 21$0.70$0.32$1.02$4.48$6.5217.47%
$6.00Aug 21$0.45$0.57$1.02$4.98$7.0217.47%
$6.50Aug 7$0.18$0.85$1.03$5.47$7.5317.64%
$6.50Aug 14$0.25$0.85$1.10$5.40$7.6018.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 28 found (cheapest 2.74% of stock, avg 7.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7.00$5.00Jul 31$0.08$0.08$0.16$4.84$7.16
$7.00$5.00Aug 7$0.10$0.10$0.20$4.80$7.20
$6.50$5.00Jul 31$0.13$0.08$0.21$4.79$6.71
$7.00$5.50Jul 31$0.08$0.18$0.26$5.24$7.26
$6.50$5.00Aug 7$0.18$0.10$0.28$4.72$6.78
$7.00$5.00Aug 14$0.15$0.15$0.30$4.70$7.30
$6.50$5.50Jul 31$0.13$0.18$0.31$5.19$6.81
$7.00$5.50Aug 7$0.10$0.23$0.33$5.17$7.33
$7.00$5.00Aug 21$0.18$0.15$0.33$4.67$7.33
$6.00$5.00Jul 31$0.28$0.08$0.36$4.64$6.36

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 3.17, avg credit $0.31)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
6/66/7Aug 28$0.38$0.123.17$5.62$6.88
6/66/7Aug 14$0.35$0.152.33$5.65$6.85
6/66/7Aug 21$0.35$0.152.33$5.65$6.85
5/66/6Aug 21$0.34$0.162.12$5.16$6.34
5/66/6Aug 28$0.33$0.171.94$5.17$6.33
5/66/7Aug 28$0.31$0.191.63$5.19$6.81
5/66/6Aug 14$0.28$0.221.27$5.22$6.28
5/66/6Aug 7$0.27$0.231.17$5.23$6.27
5/66/7Aug 21$0.27$0.231.17$5.23$6.77
5/66/7Aug 14$0.23$0.270.85$5.27$6.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$6.00$6.50$7.00Aug 14$0.05$0.459.00
$6.00$6.50$7.00Aug 7$0.06$0.447.33
$6.00$6.50$7.00Aug 21$0.07$0.436.14
$5.50$6.00$6.50Aug 21$0.08$0.425.25
$6.00$6.50$7.00Jul 31$0.10$0.404.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$5.50$6.00$6.50Aug 14$0.07$0.436.14
$6.00$6.50$7.00Aug 21$0.07$0.436.14
$5.00$5.50$6.00Aug 28$0.07$0.436.14
$5.00$5.50$6.00Aug 21$0.08$0.425.25
$5.50$6.00$6.50Aug 21$0.08$0.425.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 15 found (best net $-0.06, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.50$7.001:2Aug 21-$0.08$0.42
$6.50$7.001:2Aug 28-$0.09$0.41
$6.00$6.501:2Aug 14-$0.10$0.40
$6.00$6.501:2Aug 21-$0.11$0.39
$5.50$6.001:2Aug 21-$0.20$0.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.50$6.001:2Jul 31-$0.06$0.44
$6.00$5.501:2Aug 21-$0.07$0.43
$6.50$6.001:2Aug 7-$0.11$0.39
$6.00$5.501:2Aug 28-$0.13$0.37
$6.50$6.001:2Aug 14-$0.21$0.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 14 found (best yield 8.56%, avg 4.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$6.00Sep 4$0.500.522.7%8.56%11.30%103
$6.00Aug 28$0.450.512.7%7.71%10.45%410
$6.00Aug 21$0.400.502.7%6.85%9.59%15329
$6.00Aug 14$0.350.492.7%5.99%8.73%2032
$6.00Aug 7$0.300.472.7%5.14%7.88%437
$6.50Aug 28$0.300.3911.3%5.14%16.44%217
$6.00Jul 31$0.250.462.7%4.28%7.02%178520
$6.50Aug 21$0.250.3611.3%4.28%15.58%13198
$6.50Aug 14$0.200.3511.3%3.42%14.73%4968
$6.50Aug 7$0.150.3011.3%2.57%13.87%42295

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 3,654
Total Puts 775
Put/Call Ratio 0.21
Net Difference 2,879

Prior's Put/Call Breakdown

Total Calls 55,123
Total Puts 4,246
Put/Call Ratio 0.08
Net Difference 50,877

Prior 7-Day Put/Call Summary

Total Calls 70,149
Total Puts 6,380
Average Put/Call Ratio 0.11
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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