Tour v528
AUR
AURORA INNOVATION IN A
$6.51 +3.17%
$6.52 (+0.15%)🌙
as of 09/21 06:11 PM
9/21 18:11

Option Volume

Detail
Current (09/21) 26,467
Calls: 21,914 (83%)
Puts: 4,553 (17%)
Prior (09/18) 20,548
Calls: 12,871 (63%)
Puts: 7,677 (37%)
Current vs Prior +28.81%
Calls: +70.26% (Calls)
Puts: -40.69% (Puts)
Prior 7-Day Total 87,291
Calls: 70,780 (81%)
Puts: 16,511 (19%)
Prior 7-Day Average 12,470
Calls: 10,111 (81%)
Puts: 2,358 (19%)
Current vs Prior 7-Day Avg +112.24%
Calls: +116.73%
Puts: +93.03%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $1.87M
Calls: $1.69M (91%)
Puts: $175.8K (9%)
Prior (09/18) $2.10M
Calls: $1.77M (85%)
Puts: $323.5K (15%)
Current vs Prior -10.91%
Calls: -4.58%
Puts: -45.64%
Prior 7-Day Total $15.65M
Calls: $14.89M (95%)
Puts: $755.6K (5%)
Prior 7-Day Average $2.24M
Calls: $2.13M (95%)
Puts: $107.9K (5%)
Current vs Prior 7-Day Avg -16.44%
Calls: -20.46%
Puts: +62.91%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.21
Prior (09/18) 0.60
Current vs Prior -65.17%
Prior 7-Day Average 0.27
Current vs Prior 7-Day Avg -22.38%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 428,149
Calls: 391,953 (92%)
Puts: 36,196 (8%)
Prior (09/18) 350,496
Calls: 336,169 (96%)
Puts: 14,327 (4%)
Current vs Prior +22.16%
Prior 7-Day Total 2,152,467
Calls: 2,051,637 (95%)
Puts: 100,830 (5%)
Prior 7-Day Average 307,495
Calls: 293,091 (95%)
Puts: 14,404 (5%)
Current vs Prior 7-Day Avg +39.24%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 6.61% | 8.14%15.05% | 25.35%
Prior 9.51% | 11.89%4.12% | 14.26%
Current vs Prior -30.54% | -31.50%+265.35% | +77.70%
Prior 7-Day Avg 5.61% | 9.64%5.49% | 14.80%
Current vs 7-Day Avg +17.79% | -15.57%+174.09% | +71.29%
Prior 7-Day Eod 9.51% | 11.89%4.12% | 14.26%
Current vs 7-Day Eod -30.54% | -31.50%+265.35% | +77.70%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 62.77% | 59.82%
Calls: 17.86% | 62.50%
Puts: 107.69% | 57.14%
Prior 62.77% | 35.89%
Calls: 17.86% | 45.45%
Puts: 107.69% | 26.32%
Current vs Prior +0.00% | +66.68%
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% | +66.68%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($1.69M) vs puts ($175.8K). Volume explosion - 112% above 7-day average (26,467 vs avg 12,470). Extreme bullish P/C ratio of 0.21 - heavy call buying (21,914 calls vs 4,553 puts). P/C ratio dropping 65% - sentiment shifting bullish.

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. 1 found (avg $0.28, cheapest $0.28)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Oct 160.250.30$0.2817.9%5280.402.6K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 14 found (avg delta 0.69, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Sep 250.851.30$1.0841.7%70.9349
$5.50Oct 20.651.65$1.1587.0%20.90--
$6.00Sep 250.250.70$0.4893.7%3310.84751
$6.00Oct 20.600.90$0.7540.0%6240.78848
$6.00Oct 160.650.80$0.7320.5%4420.73328
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Sep 250.400.65$0.5347.2%180.78233
$7.00Oct 300.701.25$0.9856.1%10.6013

Most actively traded options today. High liquidity = easy entry/exit. 41 active (total vol 9.7K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7.00Sep 250.050.10$0.0862.5%1.7K0.23726
$6.50Sep 250.200.25$0.2321.7%1.6K0.53827
$6.00Oct 20.600.90$0.7540.0%6240.78848
$7.00Oct 160.250.30$0.2817.9%5280.402.6K
$6.00Oct 160.650.80$0.7320.5%4420.73328
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Oct 20.050.15$0.10100.0%9070.2274
$6.00Sep 250.000.10$0.05200.0%8210.161.7K
$6.50Oct 20.150.35$0.2580.0%5280.47683
$5.50Sep 250.000.05$0.03166.7%2120.07466
$6.50Sep 250.150.25$0.2050.0%1970.47161

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 23.6%, max 40.1%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.00Sep 25Oct 3087.0%62.1%40.1%1.8K730
$6.00Sep 25Oct 2384.6%70.8%19.5%433766
$6.50Sep 25Oct 3078.3%70.5%11.1%1.7K847
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7.00Sep 25Oct 3087.0%62.1%40.1%19246
$6.00Sep 25Oct 2384.6%70.8%19.5%8481.7K
$6.50Sep 25Oct 3078.3%70.5%11.1%199161

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 18 found (best R:R 1.78, avg 1.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$6.00$6.50Oct 16$0.18$0.32$0.1873%1.78$6.18
$6.00$7.00Oct 9$0.37$0.63$0.3772%1.70$6.37
$6.00$6.50Sep 25$0.25$0.25$0.2584%1.00$6.25
$6.50$7.00Oct 2$0.13$0.37$0.1353%2.85$6.63
$6.00$6.50Oct 23$0.30$0.20$0.3070%0.67$6.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$7.00$6.50Sep 25$0.33$0.17$0.3378%0.52$6.67
$6.50$6.00Oct 23$0.18$0.32$0.1846%1.78$6.32
$6.50$6.00Oct 2$0.15$0.35$0.1547%2.33$6.35
$6.50$6.00Oct 16$0.18$0.32$0.1844%1.78$6.32
$6.50$6.00Sep 25$0.15$0.35$0.1547%2.33$6.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 0.59, avg 0.47)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$7.00$7.50Oct 16$0.13$0.13$0.3760%0.35$7.13
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$6.50$5.50Oct 30$0.37$0.37$0.6356%0.59$6.13
$6.00$5.50Oct 16$0.15$0.15$0.3572%0.43$5.85
$6.00$5.50Oct 23$0.15$0.15$0.3569%0.43$5.85
$6.50$6.00Sep 25$0.15$0.15$0.3553%0.43$6.35
$6.50$6.00Oct 16$0.18$0.18$0.3256%0.56$6.32

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 (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$6.50Sep 25Oct 2$0.0578.3%57.6%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 6.61% of stock, avg 13.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$6.50Sep 25$0.23$0.20$0.43$6.07$6.936.61%
$6.00Sep 25$0.48$0.05$0.53$5.47$6.538.14%
$6.50Oct 2$0.28$0.25$0.53$5.97$7.038.14%
$7.00Sep 25$0.08$0.53$0.61$6.39$7.619.37%
$6.00Oct 9$0.57$0.20$0.77$5.23$6.7711.83%
$6.00Oct 2$0.75$0.10$0.85$5.15$6.8513.06%
$6.00Oct 16$0.73$0.25$0.98$5.02$6.9815.05%
$6.50Oct 16$0.55$0.43$0.98$5.52$7.4815.05%
$6.50Oct 23$0.53$0.48$1.01$5.49$7.5115.51%
$6.00Oct 23$0.83$0.30$1.13$4.87$7.1317.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 30 found (cheapest 0.92% of stock, avg 6.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7.50$5.50Sep 25$0.03$0.03$0.06$5.44$7.56
$7.50$6.00Sep 25$0.03$0.05$0.08$5.92$7.58
$7.50$5.50Oct 2$0.05$0.05$0.10$5.40$7.60
$7.00$5.50Sep 25$0.08$0.03$0.11$5.39$7.11
$7.00$6.00Sep 25$0.08$0.05$0.13$5.87$7.13
$7.50$6.00Oct 2$0.05$0.10$0.15$5.85$7.65
$7.00$5.50Oct 2$0.15$0.05$0.20$5.30$7.20
$7.00$6.00Oct 2$0.15$0.10$0.25$5.75$7.25
$7.50$5.50Oct 16$0.15$0.10$0.25$5.25$7.75
$7.50$6.00Oct 9$0.13$0.20$0.33$5.67$7.83

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. 10 found (best R:R 4.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$6.00$6.50$7.00Sep 25$0.10$0.4061%4.00
$6.50$7.00$7.50Sep 25$0.10$0.4045%4.00
$6.50$7.00$7.50Oct 16$0.14$0.3633%2.57
$6.50$7.00$7.50Oct 23$0.17$0.3327%1.94
$6.00$6.50$7.00Oct 2$0.34$0.1648%0.47
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$6.00$6.50$7.00Sep 25$0.18$0.3262%1.78
$5.50$6.00$6.50Oct 2$0.10$0.4036%4.00
$5.50$6.00$6.50Sep 25$0.13$0.3740%2.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 16 found (best net $-0.16, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.50$6.001:2Oct 2-$0.35$0.15
$6.00$6.501:2Oct 23-$0.23$0.27
$7.00$7.501:2Oct 9-$0.06$0.44
$7.00$7.501:2Oct 23-$0.12$0.38
$6.00$6.501:2Oct 16-$0.37$0.13
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$7.00$6.501:2Oct 30-$0.16$0.34
$6.50$6.001:2Oct 16-$0.07$0.43
$6.50$6.001:2Oct 23-$0.12$0.38
$7.00$6.501:2Sep 25$0.13$0.37
$6.50$5.501:2Oct 30$0.17$0.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 3.84%, avg 2.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$7.50Oct 30$0.250.3315.2%3.84%19.05%142
$7.00Oct 16$0.250.407.5%3.84%11.37%5282.6K
$7.50Oct 23$0.150.2815.2%2.30%17.51%3592
$7.00Oct 30$0.200.417.5%3.07%10.60%1624
$7.50Oct 16$0.100.2515.2%1.54%16.74%137--
$7.00Oct 23$0.150.387.5%2.30%9.83%2572
$7.50Oct 9$0.100.2115.2%1.54%16.74%254117
$7.00Oct 9$0.150.327.5%2.30%9.83%14146
$7.00Oct 2$0.100.317.5%1.54%9.06%300608

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 21,914
Total Puts 4,553
Put/Call Ratio 0.21
Net Difference 17,361

Prior's Put/Call Breakdown

Total Calls 12,871
Total Puts 7,677
Put/Call Ratio 0.60
Net Difference 5,194

Prior 7-Day Put/Call Summary

Total Calls 70,780
Total Puts 16,511
Average Put/Call Ratio 0.27
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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