Tour v531
AUR
AURORA INNOVATION IN A
$5.01 +0.00%
◀ 10/21 18:12 ▶

Option Volume

Detail
ℹ
Current (10/21) 2,203
Calls: 1,929 (88%)
Puts: 274 (12%)
Prior (10/20) 4,000
Calls: 3,592 (90%)
Puts: 408 (10%)
Current vs Prior -44.92%
Calls: -46.30% (Calls)
Puts: -32.84% (Puts)
Prior 7-Day Total 58,235
Calls: 44,688 (77%)
Puts: 13,547 (23%)
Prior 7-Day Average 8,319
Calls: 6,384 (77%)
Puts: 1,935 (23%)
Current vs Prior 7-Day Avg -73.52%
Calls: -69.78%
Puts: -85.84%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/21) $517.1K
Calls: $438.7K (85%)
Puts: $78.3K (15%)
Prior (10/20) $454.3K
Calls: $395.8K (87%)
Puts: $58.6K (13%)
Current vs Prior +13.82%
Calls: +10.86%
Puts: +33.78%
Prior 7-Day Total $5.42M
Calls: $4.69M (86%)
Puts: $737.1K (14%)
Prior 7-Day Average $774.8K
Calls: $669.5K (86%)
Puts: $105.3K (14%)
Current vs Prior 7-Day Avg -33.26%
Calls: -34.47%
Puts: -25.60%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/21) 0.14
Prior (10/20) 0.11
Current vs Prior +25.05%
Prior 7-Day Average 0.34
Current vs Prior 7-Day Avg -58.68%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/21) 315,954
Calls: 307,917 (97%)
Puts: 8,037 (3%)
Prior (10/20) 558,539
Calls: 489,856 (88%)
Puts: 68,683 (12%)
Current vs Prior -43.43%
Prior 7-Day Total 3,806,642
Calls: 3,361,832 (88%)
Puts: 444,810 (12%)
Prior 7-Day Average 543,806
Calls: 480,261 (88%)
Puts: 63,544 (12%)
Current vs Prior 7-Day Avg -41.90%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 8.98% | 12.57%17.56% | 19.96%
Prior 7.98% | 13.57%19.96% | 24.55%
Current vs Prior +12.50% | -7.35%-12.00% | -18.70%
Prior 7-Day Avg 8.18% | 11.24%10.62% | 20.81%
Current vs 7-Day Avg +9.78% | +11.86%+65.36% | -4.10%
Prior 7-Day Eod 7.98% | 13.57%19.96% | 24.55%
Current vs 7-Day Eod +12.50% | -7.35%-12.00% | -18.70%
Sentiment BEARISHBULLISH

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 58.93% | 39.28%
Calls: 100.00% | 50.00%
Puts: 17.86% | 28.57%
Current vs 7-Day Avg +0.00% | -0.00%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($438.7K) vs puts ($78.3K). Below-average activity with volume down 45% vs prior. Extreme bullish P/C ratio of 0.14 - heavy call buying (1,929 calls vs 274 puts). Call-heavy open interest (307,917 calls vs 8,037 puts) suggests bullish 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 1 of results (avg 9.1%, best 9.1%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Nov 201.051.15$1.109.1%60.792.0K

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 0.73, highest 0.90)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Oct 300.400.90$0.6576.9%40.863
$4.50Oct 230.352.10$1.23142.3%40.8014
$5.00Nov 130.351.25$0.80112.5%10.692
$5.00Nov 200.400.70$0.5554.5%120.53426
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Oct 230.851.25$1.0538.1%30.9052
$5.50Oct 230.400.70$0.5554.5%260.87362
$6.00Oct 300.901.15$1.0224.5%20.85--
$6.00Nov 60.951.25$1.1027.3%10.81--
$6.00Nov 201.051.15$1.109.1%60.792.0K

Most actively traded options today. High liquidity = easy entry/exit. 27 active (total vol 524, top 231)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Oct 300.150.20$0.1827.8%2310.31782
$6.00Oct 300.000.10$0.05200.0%770.131.9K
$5.00Oct 230.050.35$0.20150.0%260.49577
$5.50Nov 200.050.35$0.20150.0%240.3216
$5.00Oct 300.150.40$0.2889.3%160.50102
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Oct 230.400.70$0.5554.5%260.87362
$4.50Nov 200.150.25$0.2050.0%210.29--
$4.50Oct 300.000.15$0.08187.5%200.21--
$5.00Oct 300.250.45$0.3557.1%110.50153
$5.00Oct 230.050.45$0.25160.0%80.51137

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 73.4%, max 154.0%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.50Oct 23Oct 30195.4%76.9%154.0%817
$5.50Oct 30Nov 27123.0%76.7%60.2%233782
$5.00Oct 23Nov 20154.3%106.6%44.8%381.0K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.00Oct 23Nov 13154.3%114.7%34.6%11137

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 8 found (best R:R 4.00, avg 1.82)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$5.00$5.50Oct 30$0.10$0.40$0.1050%4.00$5.10
$5.50$6.00Nov 20$0.10$0.40$0.1032%4.00$5.60
$5.50$6.00Oct 30$0.13$0.37$0.1331%2.85$5.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$5.50$5.00Oct 23$0.30$0.20$0.3087%0.67$5.20
$5.50$5.00Oct 30$0.30$0.20$0.3067%0.67$5.20
$6.00$4.50Nov 20$0.90$0.60$0.9079%0.67$5.10
$5.50$4.50Nov 6$0.53$0.47$0.5372%0.89$4.97
$5.00$4.50Oct 30$0.27$0.23$0.2750%0.85$4.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 1.17, avg 0.59)

BEAR CALL (2)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$5.50$6.00Oct 30$0.13$0.13$0.3769%0.35$5.63
$5.50$6.00Nov 20$0.10$0.10$0.4068%0.25$5.60
BULL PUT (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$5.00$4.50Oct 30$0.27$0.27$0.2350%1.17$4.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.09, cheapest $0.08)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.00Oct 23Oct 30$0.08154.3%99.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.00Oct 23Oct 30$0.10154.3%99.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 8.98% of stock, avg 15.77%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$5.00Oct 23$0.20$0.25$0.45$4.55$5.458.98%
$5.00Oct 30$0.28$0.35$0.63$4.37$5.6312.57%
$5.50Oct 30$0.18$0.65$0.83$4.67$6.3316.57%
$5.00Nov 13$0.80$0.45$1.25$3.75$6.2524.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 7 found (cheapest 2.59% of stock, avg 6.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$6.00$4.50Oct 30$0.05$0.08$0.13$4.37$6.13
$6.00$4.50Nov 6$0.10$0.15$0.25$4.25$6.25
$5.50$4.50Oct 30$0.18$0.08$0.26$4.24$5.76
$6.00$4.50Nov 20$0.10$0.20$0.30$4.20$6.30
$5.50$4.50Nov 20$0.20$0.20$0.40$4.10$5.90
$5.00$4.50Oct 30$0.28$0.08$0.36$4.14$5.36
$5.50$5.00Nov 13$0.22$0.45$0.67$4.33$6.17

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. 4 found (best R:R 6.14, cheapest $0.07)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$4.50$5.00$5.50Oct 30$0.27$0.2355%0.85
$5.00$5.50$6.00Nov 20$0.25$0.2534%1.00
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$5.00$5.50$6.00Oct 30$0.07$0.4335%6.14
$5.00$5.50$6.00Oct 23$0.20$0.3040%1.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $-0.05, 4 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.00$5.501:2Oct 30-$0.08$0.42
$4.50$5.001:2Oct 30$0.09$0.41
$5.00$5.501:2Nov 20$0.15$0.35
$5.50$6.001:2Oct 30$0.08$0.42
$5.00$5.501:2Nov 13$0.36$0.14
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.00$5.501:2Oct 23-$0.05$0.45
$6.00$5.501:2Nov 6-$0.26$0.24
$6.00$5.501:2Oct 30-$0.28$0.22
$5.50$5.001:2Oct 23$0.05$0.45
$6.00$4.501:2Nov 20$0.70$0.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 4.99%, avg 3.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.50Nov 27$0.250.409.8%4.99%14.77%2--
$5.50Nov 13$0.150.479.8%2.99%12.77%5--
$5.50Oct 30$0.150.319.8%2.99%12.77%231782

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,929
Total Puts 274
Put/Call Ratio 0.14
Net Difference 1,655

Prior's Put/Call Breakdown

Total Calls 3,592
Total Puts 408
Put/Call Ratio 0.11
Net Difference 3,184

Prior 7-Day Put/Call Summary

Total Calls 44,688
Total Puts 13,547
Average Put/Call Ratio 0.34
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All