Tour v456
AUR
AURORA INNOVATION IN A
$6.27 +0.97%
7/29 14:05

Option Volume

Detail
Current (07/29 2:05pm) 3,953
Calls: 2,756 (70%)
Puts: 1,197 (30%)
Prior (07/28) 4,429
Calls: 3,654 (83%)
Puts: 775 (17%)
Current vs Prior -10.75%
Calls: -24.58% (Calls)
Puts: +54.45% (Puts)
Prior 7-Day Total 80,958
Calls: 73,803 (91%)
Puts: 7,155 (9%)
Prior 7-Day Average 26,986
Calls: 10,543 (91%)
Puts: 1,022 (9%)
Current vs Prior 7-Day Avg -85.35%
Calls: -73.86%
Puts: +17.11%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/29 2:05pm) $194.9K
Calls: $157.7K (81%)
Puts: $37.2K (19%)
Prior (07/28) $421.4K
Calls: $304.5K (72%)
Puts: $116.9K (28%)
Current vs Prior -53.75%
Calls: -48.20%
Puts: -68.20%
Prior 7-Day Total $8.10M
Calls: $7.71M (95%)
Puts: $396.6K (5%)
Prior 7-Day Average $2.70M
Calls: $1.10M (95%)
Puts: $56.7K (5%)
Current vs Prior 7-Day Avg -92.78%
Calls: -85.67%
Puts: -34.40%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29 2:05pm) 0.43
Prior (07/28) 0.21
Current vs Prior +104.78%
Prior 7-Day Average 0.14
Current vs Prior 7-Day Avg +202.23%
Sentiment BULLISH

Open Interest

Detail
Current (07/29 2:05pm) 454,820
Calls: 382,208 (84%)
Puts: 72,612 (16%)
Prior (07/28) 453,918
Calls: 381,072 (84%)
Puts: 72,846 (16%)
Current vs Prior +0.20%
Prior 7-Day Total 1,292,488
Calls: 1,111,894 (86%)
Puts: 180,594 (14%)
Prior 7-Day Average 430,829
Calls: 370,631 (86%)
Puts: 60,198 (14%)
Current vs Prior 7-Day Avg +5.57%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 16.43% | 14.35%17.22% | 22.33%
Prior 11.27% | 13.10%17.47% | 23.63%
Current vs Prior +45.79% | +9.58%-1.38% | -5.51%
Prior 7-Day Avg 11.75% | 13.48%17.47% | 23.63%
Current vs 7-Day Avg +39.76% | +6.45%-1.38% | -5.51%
Prior 7-Day Eod 11.27% | 13.10%15.78% | 20.29%
Current vs 7-Day Eod +45.79% | +9.58%+9.15% | +10.05%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 62.77% | 35.89%
Calls: 17.86% | 45.45%
Puts: 107.69% | 26.32%
Prior 25.39% | 17.21%
Calls: 22.22% | 9.43%
Puts: 28.57% | 25.00%
Current vs Prior +147.22% | +108.54%
Prior 7-Day Avg 22.75% | 19.86%
Calls: 16.93% | 14.71%
Puts: 28.57% | 25.00%
Current vs 7-Day Avg +175.97% | +80.76%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($157.7K) vs puts ($37.2K). Light premium activity with dollar volume down 54% vs prior. Extreme bullish P/C ratio of 0.43 - heavy call buying (2,756 calls vs 1,197 puts). P/C ratio rising 105% - increased hedging/bearish positioning.

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. 3 found (avg $0.73, cheapest $0.28)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.50Jul 310.250.30$0.2817.9%1080.382.1K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Aug 70.851.00$0.9316.1%--0.6840
$7.00Aug 140.901.05$0.9815.3%--0.6853

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 17 found (avg delta 0.66, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 310.551.15$0.8570.6%1061.0094
$6.00Aug 70.500.65$0.5726.3%80.6341
$6.00Aug 280.650.85$0.7526.7%--0.6214
$6.00Aug 140.550.70$0.6323.8%--0.6252
$6.00Aug 210.600.75$0.6822.1%30.62332
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.50Jul 310.052.55$1.30192.3%20.89112
$7.50Aug 140.103.60$1.85189.2%--0.7840
$7.00Jul 310.802.00$1.4085.7%20.75272
$7.00Aug 70.851.00$0.9316.1%--0.6840
$7.00Aug 140.901.05$0.9815.3%--0.6853

Most actively traded options today. High liquidity = easy entry/exit. 32 active (total vol 1.9K, top 651)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Jul 310.450.55$0.5020.0%6510.58699
$7.00Jul 310.100.15$0.1338.5%1670.221.3K
$6.50Jul 310.250.30$0.2817.9%1080.382.1K
$5.50Jul 310.551.15$0.8570.6%1061.0094
$7.00Aug 70.200.25$0.2321.7%890.31241
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Jul 310.050.15$0.10100.0%3070.21172
$6.00Jul 310.200.35$0.2853.6%1960.441.3K
$6.50Jul 310.401.10$0.7593.3%150.61262
$6.50Aug 280.600.80$0.7028.6%40.511
$7.00Jul 310.802.00$1.4085.7%20.75272

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 163.5%, max 211.8%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$6.00Jul 31Aug 28257.6%82.6%211.8%651713
$6.50Jul 31Sep 4235.0%77.9%201.8%1432.1K
$7.00Jul 31Sep 4233.6%80.4%190.3%1721.3K
$7.50Jul 31Aug 28189.2%84.6%123.6%33718
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$6.00Jul 31Aug 28257.6%82.6%211.8%1971.3K
$6.50Jul 31Aug 28235.0%82.7%184.3%19263
$7.00Jul 31Aug 21233.6%86.0%171.6%2509
$7.50Jul 31Aug 14189.2%100.0%89.2%2152
$5.50Jul 31Aug 28162.7%87.0%87.1%308194

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 24 found (best R:R 4.00, avg 2.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$7.00$7.50Jul 31$0.10$0.40$0.104.00$7.10
$6.50$7.00Aug 7$0.10$0.40$0.104.00$6.60
$7.00$7.50Aug 21$0.10$0.40$0.104.00$7.10
$7.00$7.50Aug 28$0.11$0.39$0.113.55$7.11
$7.00$7.50Aug 7$0.13$0.37$0.132.85$7.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$6.00$5.50Aug 7$0.13$0.37$0.132.85$5.87
$6.00$5.50Aug 21$0.13$0.37$0.132.85$5.87
$6.00$5.50Aug 14$0.15$0.35$0.152.33$5.85
$6.00$5.50Aug 28$0.17$0.33$0.171.94$5.83
$6.00$5.50Jul 31$0.18$0.32$0.181.78$5.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 28 found (best R:R 2.57, avg 0.90)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$5.50$6.00Jul 31$0.35$0.35$0.152.33$5.85
$6.00$6.50Aug 14$0.25$0.25$0.251.00$6.25
$6.00$6.50Aug 21$0.25$0.25$0.251.00$6.25
$6.00$6.50Aug 28$0.25$0.25$0.251.00$6.25
$6.00$6.50Aug 7$0.24$0.24$0.260.92$6.24
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$7.00$6.50Aug 7$0.36$0.36$0.142.57$6.64
$7.00$6.50Aug 14$0.35$0.35$0.152.33$6.65
$7.00$6.50Aug 21$0.35$0.35$0.152.33$6.65
$6.50$6.00Aug 14$0.30$0.30$0.201.50$6.20
$6.50$6.00Aug 7$0.29$0.29$0.211.38$6.21

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.20, cheapest $0.07)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$6.00Jul 31Aug 7$0.07257.6%100.0%
$7.50Jul 31Aug 7$0.07189.2%114.6%
$7.00Jul 31Aug 7$0.10233.6%124.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7.50Jul 31Aug 14$0.55189.2%100.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 12.44% of stock, avg 18.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$6.00Jul 31$0.50$0.28$0.78$5.22$6.7812.44%
$6.00Aug 7$0.57$0.28$0.85$5.15$6.8513.56%
$6.50Aug 7$0.33$0.57$0.90$5.60$7.4014.35%
$5.50Jul 31$0.85$0.10$0.95$4.55$6.4515.15%
$6.00Aug 14$0.63$0.33$0.96$5.04$6.9615.31%
$6.50Aug 14$0.38$0.63$1.01$5.49$7.5116.11%
$6.50Jul 31$0.28$0.75$1.03$5.47$7.5316.43%
$6.00Aug 21$0.68$0.38$1.06$4.94$7.0616.91%
$6.50Aug 21$0.43$0.65$1.08$5.42$7.5817.22%
$7.00Aug 7$0.23$0.93$1.16$5.84$8.1618.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 30 found (cheapest 2.07% of stock, avg 8.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7.50$5.50Jul 31$0.03$0.10$0.13$5.37$7.63
$7.00$5.50Jul 31$0.13$0.10$0.23$5.27$7.23
$7.50$5.50Aug 7$0.10$0.15$0.25$5.25$7.75
$7.50$6.00Jul 31$0.03$0.28$0.31$5.69$7.81
$7.50$5.50Aug 14$0.15$0.18$0.33$5.17$7.83
$6.50$5.50Jul 31$0.28$0.10$0.38$5.12$6.88
$7.00$5.50Aug 7$0.23$0.15$0.38$5.12$7.38
$7.50$6.00Aug 7$0.10$0.28$0.38$5.62$7.88
$7.00$5.50Aug 14$0.22$0.18$0.40$5.10$7.40
$7.00$6.00Jul 31$0.13$0.28$0.41$5.59$7.41

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 11 found (best R:R 2.85, avg credit $0.30)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
6/67/8Aug 21$0.37$0.132.85$6.13$7.37
6/67/8Aug 28$0.36$0.142.57$6.14$7.36
6/66/7Aug 28$0.34$0.162.12$5.66$6.84
6/66/7Jul 31$0.33$0.171.94$5.67$6.83
6/66/7Aug 14$0.31$0.191.63$5.69$6.81
6/67/8Jul 31$0.28$0.221.27$5.72$7.28
6/66/7Aug 21$0.28$0.221.27$5.72$6.78
6/67/8Aug 28$0.28$0.221.27$5.72$7.28
6/67/8Aug 7$0.26$0.241.08$5.74$7.26
6/66/7Aug 7$0.23$0.270.85$5.77$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
$6.50$7.00$7.50Jul 31$0.05$0.459.00
$6.50$7.00$7.50Aug 28$0.06$0.447.33
$6.00$6.50$7.00Jul 31$0.07$0.436.14
$6.00$6.50$7.00Aug 28$0.08$0.425.25
$6.00$6.50$7.00Aug 14$0.09$0.414.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$6.00$6.50$7.00Aug 14$0.05$0.459.00
$6.00$6.50$7.00Aug 7$0.07$0.436.14
$6.00$6.50$7.00Aug 21$0.08$0.425.25
$5.50$6.00$6.50Aug 28$0.08$0.425.25
$5.50$6.00$6.50Aug 21$0.14$0.362.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 26 found (best net $-0.06, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.00$6.501:2Jul 31-$0.06$0.44
$6.50$7.001:2Aug 14-$0.06$0.44
$7.00$7.501:2Aug 14-$0.08$0.42
$7.00$7.501:2Aug 21-$0.08$0.42
$6.00$6.501:2Aug 7-$0.09$0.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$7.00$6.501:2Jul 31-$0.10$0.40
$7.50$7.001:2Aug 14-$0.11$0.39
$6.50$6.001:2Aug 21-$0.11$0.39
$6.00$5.501:2Aug 28-$0.11$0.39
$6.00$5.501:2Aug 21-$0.12$0.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 7.18%, avg 3.83%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$6.50Sep 4$0.450.493.7%7.18%10.85%35--
$6.50Aug 28$0.400.493.7%6.38%10.05%219
$6.50Aug 21$0.350.473.7%5.58%9.25%11453
$6.50Aug 14$0.300.453.7%4.78%8.45%390
$7.00Sep 4$0.300.3811.6%4.78%16.43%5--
$6.50Jul 31$0.250.383.7%3.99%7.66%1082.1K
$6.50Aug 7$0.250.443.7%3.99%7.66%31280
$7.00Aug 28$0.250.3711.6%3.99%15.63%15250
$7.00Aug 7$0.200.3111.6%3.19%14.83%89241
$7.00Aug 21$0.200.3411.6%3.19%14.83%422.3K

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 2,756
Total Puts 1,197
Put/Call Ratio 0.43
Net Difference 1,559

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 73,803
Total Puts 7,155
Average Put/Call Ratio 0.14
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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