Tour v536
AUR
AURORA INNOVATION IN A
$4.41 +9.43%
◀ 11/6 18:11

Option Volume

Detail
ℹ
Current (11/06) 8,800
Calls: 6,168 (70%)
Puts: 2,632 (30%)
Prior (11/05) 12,031
Calls: 7,262 (60%)
Puts: 4,769 (40%)
Current vs Prior -26.86%
Calls: -15.06% (Calls)
Puts: -44.81% (Puts)
Prior 7-Day Total 108,814
Calls: 71,534 (66%)
Puts: 37,280 (34%)
Prior 7-Day Average 15,544
Calls: 10,219 (66%)
Puts: 5,325 (34%)
Current vs Prior 7-Day Avg -43.39%
Calls: -39.64%
Puts: -50.58%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $1.28M
Calls: $471.8K (37%)
Puts: $803.6K (63%)
Prior (11/05) $1.03M
Calls: $726.3K (70%)
Puts: $307.4K (30%)
Current vs Prior +23.37%
Calls: -35.04%
Puts: +161.38%
Prior 7-Day Total $8.66M
Calls: $6.66M (77%)
Puts: $2.01M (23%)
Prior 7-Day Average $1.24M
Calls: $951.0K (77%)
Puts: $286.7K (23%)
Current vs Prior 7-Day Avg +3.05%
Calls: -50.39%
Puts: +180.30%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.43
Prior (11/05) 0.66
Current vs Prior -35.02%
Prior 7-Day Average 0.60
Current vs Prior 7-Day Avg -28.92%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06) 323,717
Calls: 298,395 (92%)
Puts: 25,322 (8%)
Prior (11/05) 413,326
Calls: 361,363 (87%)
Puts: 51,963 (13%)
Current vs Prior -21.68%
Prior 7-Day Total 2,448,227
Calls: 2,201,002 (90%)
Puts: 247,225 (10%)
Prior 7-Day Average 349,746
Calls: 314,428 (90%)
Puts: 35,317 (10%)
Current vs Prior 7-Day Avg -7.44%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 5.22% | 8.39%10.88% | 19.95%
Prior 6.20% | 9.93%14.89% | 19.35%
Current vs Prior +35.25% | +9.66%-26.89% | +3.10%
Prior 7-Day Avg 7.16% | 11.37%14.58% | 20.42%
Current vs 7-Day Avg +17.25% | -4.23%-25.35% | -2.26%
Prior 7-Day Eod 6.20% | 9.93%14.89% | 19.35%
Current vs 7-Day Eod +35.25% | +9.66%-26.89% | +3.10%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 47.81% | 57.81%
Calls: 15.62% | 15.62%
Puts: 80.00% | 100.00%
Prior 47.81% | 57.81%
Calls: 15.62% | 15.62%
Puts: 80.00% | 100.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 47.81% | 57.81%
Calls: 15.62% | 15.62%
Puts: 80.00% | 100.00%
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 ($803.6K). Extreme bullish P/C ratio of 0.43 - heavy call buying (6,168 calls vs 2,632 puts). P/C ratio dropping 35% - sentiment shifting bullish. Call-heavy open interest (298,395 calls vs 25,322 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 14 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Nov 60.200.60$0.40100.0%2101.00248
$4.00Nov 130.350.55$0.4544.4%60.77--
$4.00Nov 200.400.60$0.5040.0%490.75351
$4.00Dec 40.500.75$0.6339.7%20.73160
$4.00Nov 270.450.60$0.5328.3%540.73152
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Nov 60.000.15$0.08187.5%531.00--
$5.00Nov 60.500.85$0.6851.5%240.87--
$5.00Nov 200.600.80$0.7028.6%10.82--
$4.50Nov 60.000.40$0.20200.0%2130.72543
$5.00Dec 180.700.90$0.8025.0%10.68--

Most actively traded options today. High liquidity = easy entry/exit. 25 active (total vol 1.5K, top 276)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Nov 60.200.60$0.40100.0%2101.00248
$4.50Nov 60.000.05$0.03166.7%1390.28921
$4.50Nov 130.100.20$0.1566.7%950.46189
$4.50Nov 200.150.25$0.2050.0%810.47149
$4.00Nov 270.450.60$0.5328.3%540.73152
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Nov 130.050.15$0.10100.0%2760.23505
$4.50Nov 60.000.40$0.20200.0%2130.72543
$4.00Dec 180.200.25$0.2321.7%1320.302.1K
$4.00Nov 200.050.20$0.13115.4%760.25816
$4.00Nov 60.000.15$0.08187.5%531.00--

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 337.5%, max 544.7%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.50Nov 6Dec 11443.5%78.2%467.0%169928
$5.00Nov 20Dec 1864.3%63.8%0.8%152.3K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.50Nov 6Nov 20443.5%68.8%544.7%225543

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 9 found (best R:R 3.17, avg 1.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$4.00$5.00Dec 18$0.47$0.53$0.4770%1.13$4.47
$4.00$4.50Nov 13$0.30$0.20$0.3077%0.67$4.30
$4.00$4.50Nov 20$0.30$0.20$0.3075%0.67$4.30
$4.50$5.00Dec 11$0.17$0.33$0.1748%1.94$4.67
$4.50$5.00Nov 20$0.15$0.35$0.1547%2.33$4.65
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$4.50$4.00Nov 6$0.12$0.38$0.1272%3.17$4.38
$4.50$4.00Nov 13$0.12$0.38$0.1255%3.17$4.38
$4.50$4.00Nov 20$0.15$0.35$0.1553%2.33$4.35
$5.00$4.00Dec 18$0.57$0.43$0.5768%0.75$4.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 2 found (best R:R 0.43, avg 0.47)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$4.50$5.00Nov 20$0.15$0.15$0.3553%0.43$4.65
$4.50$5.00Dec 11$0.17$0.17$0.3352%0.52$4.67
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. 8 found (cheapest 5.22% of stock, avg 12.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$4.50Nov 6$0.03$0.20$0.23$4.27$4.735.22%
$4.50Nov 13$0.15$0.22$0.37$4.13$4.878.39%
$4.00Nov 6$0.40$0.08$0.48$3.52$4.4810.88%
$4.50Nov 20$0.20$0.28$0.48$4.02$4.9810.88%
$4.00Nov 13$0.45$0.10$0.55$3.45$4.5512.47%
$4.00Nov 20$0.50$0.13$0.63$3.37$4.6314.29%
$4.00Dec 4$0.63$0.20$0.83$3.17$4.8318.82%
$4.00Dec 18$0.65$0.23$0.88$3.12$4.8819.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 4 found (cheapest 4.08% of stock, avg 6.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$5.00$4.00Nov 20$0.05$0.13$0.18$3.82$5.18
$4.50$4.00Nov 13$0.15$0.10$0.25$3.75$4.75
$5.00$4.00Dec 18$0.18$0.23$0.41$3.59$5.41
$4.50$4.00Nov 20$0.20$0.13$0.33$3.67$4.83

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. 3 found (best R:R 2.33, cheapest $0.15)

CALLS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$4.00$4.50$5.00Nov 20$0.15$0.3557%2.33
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$4.00$4.50$5.00Nov 20$0.27$0.2357%0.85
$4.00$4.50$5.00Nov 6$0.36$0.1413%0.39

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 8 found (best net $0.14, -- credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$4.00$4.501:2Nov 20$0.10$0.40
$4.00$5.001:2Dec 18$0.29$0.71
$4.00$4.501:2Nov 13$0.15$0.35
$4.00$4.501:2Nov 6$0.34$0.16
$4.50$5.001:2Nov 20$0.10$0.40
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$5.00$4.501:2Nov 20$0.14$0.36
$5.00$4.501:2Nov 6$0.28$0.22
$5.00$4.001:2Dec 18$0.34$0.66

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 5.67%, avg 3.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$4.50Dec 11$0.250.482.0%5.67%7.71%307
$5.00Dec 18$0.100.3213.4%2.27%15.65%11549
$4.50Nov 20$0.150.472.0%3.40%5.44%81149
$4.50Nov 13$0.100.462.0%2.27%4.31%95189

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 6,168
Total Puts 2,632
Put/Call Ratio 0.43
Net Difference 3,536

Prior's Put/Call Breakdown

Total Calls 7,262
Total Puts 4,769
Put/Call Ratio 0.66
Net Difference 2,493

Prior 7-Day Put/Call Summary

Total Calls 71,534
Total Puts 37,280
Average Put/Call Ratio 0.60
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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