Tour v531
AUR
AURORA INNOVATION IN A
$5.12 +5.13%
$5.14 (+0.39%)🌙
as of 10/27 06:00 PM
◀ 10/27 18:00 ▶

Option Volume

Detail
ℹ
Current (10/27) 19,009
Calls: 18,222 (96%)
Puts: 787 (4%)
Prior (10/26) 3,258
Calls: 2,757 (85%)
Puts: 501 (15%)
Current vs Prior +483.46%
Calls: +560.94% (Calls)
Puts: +57.09% (Puts)
Prior 7-Day Total 45,021
Calls: 35,110 (78%)
Puts: 9,911 (22%)
Prior 7-Day Average 6,431
Calls: 5,015 (78%)
Puts: 1,415 (22%)
Current vs Prior 7-Day Avg +195.56%
Calls: +263.30%
Puts: -44.42%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/27) $1000.0K
Calls: $973.4K (97%)
Puts: $26.5K (3%)
Prior (10/26) $231.6K
Calls: $164.9K (71%)
Puts: $66.6K (29%)
Current vs Prior +331.82%
Calls: +490.14%
Puts: -60.17%
Prior 7-Day Total $5.68M
Calls: $4.66M (82%)
Puts: $1.02M (18%)
Prior 7-Day Average $811.4K
Calls: $666.2K (82%)
Puts: $145.2K (18%)
Current vs Prior 7-Day Avg +23.25%
Calls: +46.12%
Puts: -81.72%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/27) 0.04
Prior (10/26) 0.18
Current vs Prior -76.23%
Prior 7-Day Average 0.23
Current vs Prior 7-Day Avg -81.52%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/27) 545,143
Calls: 476,082 (87%)
Puts: 69,061 (13%)
Prior (10/26) 286,317
Calls: 276,997 (97%)
Puts: 9,320 (3%)
Current vs Prior +90.40%
Prior 7-Day Total 2,924,109
Calls: 2,670,710 (91%)
Puts: 253,399 (9%)
Prior 7-Day Average 417,729
Calls: 381,530 (91%)
Puts: 36,199 (9%)
Current vs Prior 7-Day Avg +30.50%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 9.38% | 12.30%19.14% | 21.68%
Prior 9.45% | 14.37%14.99% | 24.23%
Current vs Prior -0.75% | -14.39%+27.69% | -10.53%
Prior 7-Day Avg 9.16% | 13.93%15.06% | 22.87%
Current vs 7-Day Avg +2.34% | -11.67%+27.12% | -5.22%
Prior 7-Day Eod 9.45% | 14.37%14.99% | 24.23%
Current vs 7-Day Eod -0.75% | -14.39%+27.69% | -10.53%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 32.81% | 34.28%
Calls: 15.62% | 28.57%
Puts: 50.00% | 40.00%
Prior 58.93% | 39.28%
Calls: 100.00% | 50.00%
Puts: 17.86% | 28.57%
Current vs Prior -44.32% | -12.73%
Prior 7-Day Avg 58.93% | 39.28%
Calls: 100.00% | 50.00%
Puts: 17.86% | 28.57%
Current vs 7-Day Avg -44.32% | -12.73%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($973.4K) vs puts ($26.5K). Massive premium surge with dollar volume up 332% vs prior. Unusually high activity with volume up 483% vs prior - elevated interest. Volume explosion - 196% above 7-day average (19,009 vs avg 6,431).

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 $0.38, cheapest $0.38)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Nov 60.350.40$0.3813.2%13.0K0.5942
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 15 found (avg delta 0.69, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Oct 300.400.95$0.6880.9%--0.9111
$4.50Nov 200.651.10$0.8851.1%--0.7810
$4.50Nov 130.200.95$0.57131.6%--0.7735
$5.00Nov 60.350.40$0.3813.2%13.0K0.5942
$5.00Nov 270.450.60$0.5328.3%200.595
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Oct 300.651.15$0.9055.6%60.9086
$6.00Nov 130.651.35$1.0070.0%10.7815
$6.00Nov 200.801.25$1.0244.1%20.732.0K
$5.50Oct 300.101.05$0.58163.8%--0.69535
$5.50Nov 130.350.85$0.6083.3%--0.6457

Most actively traded options today. High liquidity = easy entry/exit. 24 active (total vol 15.4K, top 13.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Nov 60.350.40$0.3813.2%13.0K0.5942
$5.00Nov 200.450.55$0.5020.0%9290.56441
$5.50Oct 300.100.15$0.1338.5%5020.301.9K
$5.00Oct 300.200.35$0.2853.6%3220.59688
$6.00Oct 300.000.05$0.03166.7%1450.092.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Oct 300.000.10$0.05200.0%1440.15196
$4.50Nov 60.050.15$0.10100.0%200.2099
$5.00Oct 300.150.25$0.2050.0%120.42156
$5.00Nov 200.350.60$0.4852.1%120.44879
$5.00Nov 60.200.30$0.2540.0%110.41296

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 85.3%, max 97.8%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.00Oct 30Dec 4130.7%66.1%97.8%324688
$5.50Oct 30Dec 4153.2%87.8%74.3%5051.9K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$5.50Oct 30Nov 27153.2%79.0%93.9%--547
$5.00Oct 30Nov 27130.7%74.6%75.1%12179

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 16 found (best R:R 1.86, avg 1.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$4.50$5.50Nov 13$0.35$0.65$0.3577%1.86$4.85
$5.00$5.50Nov 27$0.20$0.30$0.2059%1.50$5.20
$5.00$5.50Nov 6$0.18$0.32$0.1859%1.78$5.18
$5.00$5.50Oct 30$0.15$0.35$0.1559%2.33$5.15
$5.50$6.00Nov 6$0.12$0.38$0.1237%3.17$5.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$6.00$5.50Oct 30$0.32$0.18$0.3290%0.56$5.68
$6.00$5.00Nov 20$0.54$0.46$0.5473%0.85$5.46
$5.00$4.50Nov 6$0.15$0.35$0.1541%2.33$4.85
$5.50$5.00Nov 27$0.27$0.23$0.2757%0.85$5.23
$5.50$5.00Nov 6$0.30$0.20$0.3063%0.67$5.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 7 found (best R:R 1.50, avg 0.61)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$5.50$6.00Nov 27$0.20$0.20$0.3057%0.67$5.70
$5.50$6.00Oct 30$0.10$0.10$0.4070%0.25$5.60
$5.50$6.00Nov 6$0.12$0.12$0.3863%0.32$5.62
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$5.00$4.50Nov 20$0.30$0.30$0.2056%1.50$4.70
$5.00$4.50Nov 27$0.20$0.20$0.3059%0.67$4.80
$5.00$4.50Oct 30$0.15$0.15$0.3558%0.43$4.85
$5.00$4.50Nov 6$0.15$0.15$0.3559%0.43$4.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.09, cheapest $0.07)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.50Oct 30Nov 6$0.07153.2%102.6%
$5.00Oct 30Nov 6$0.10130.7%91.9%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 9.38% of stock, avg 15.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$5.00Oct 30$0.28$0.20$0.48$4.52$5.489.38%
$5.00Nov 6$0.38$0.25$0.63$4.37$5.6312.30%
$5.50Oct 30$0.13$0.58$0.71$4.79$6.2113.87%
$5.50Nov 6$0.20$0.55$0.75$4.75$6.2514.65%
$5.50Nov 13$0.22$0.60$0.82$4.68$6.3216.02%
$5.00Nov 27$0.53$0.38$0.91$4.09$5.9117.77%
$5.00Nov 20$0.50$0.48$0.98$4.02$5.9819.14%
$5.50Nov 27$0.33$0.65$0.98$4.52$6.4819.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 21 found (cheapest 1.56% of stock, avg 7.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$6.00$4.50Oct 30$0.03$0.05$0.08$4.42$6.08
$6.00$4.50Nov 6$0.08$0.10$0.18$4.32$6.18
$5.50$4.50Oct 30$0.13$0.05$0.18$4.32$5.68
$6.00$4.50Nov 27$0.13$0.18$0.31$4.19$6.31
$6.00$4.50Nov 20$0.15$0.18$0.33$4.17$6.33
$6.00$5.00Oct 30$0.03$0.20$0.23$4.77$6.23
$5.50$4.50Nov 6$0.20$0.10$0.30$4.20$5.80
$5.50$5.00Oct 30$0.13$0.20$0.33$4.67$5.83
$5.50$4.50Nov 20$0.18$0.18$0.36$4.14$5.86
$6.00$5.00Nov 6$0.08$0.25$0.33$4.67$6.33

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. 9 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$5.00$5.50$6.00Oct 30$0.05$0.4549%9.00
$4.50$5.00$5.50Nov 20$0.06$0.4445%7.33
$5.00$5.50$6.00Nov 6$0.06$0.4441%7.33
$4.50$5.00$5.50Oct 30$0.25$0.2561%1.00
$5.00$5.50$6.00Nov 20$0.29$0.2131%0.72
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$4.50$5.00$5.50Nov 27$0.07$0.4334%6.14
$4.50$5.00$5.50Nov 6$0.15$0.3544%2.33
$4.50$5.00$5.50Oct 30$0.23$0.2754%1.17
$4.50$5.00$5.50Nov 13$0.44$0.0638%0.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 20 found (best net $-0.12, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$4.50$5.001:2Nov 20-$0.12$0.38
$5.00$5.501:2Nov 27-$0.13$0.37
$5.50$6.001:2Nov 13-$0.14$0.36
$5.50$6.001:2Nov 20-$0.12$0.38
$5.00$5.501:2Dec 4-$0.32$0.18
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.00$5.501:2Nov 13-$0.20$0.30
$6.00$5.501:2Oct 30-$0.26$0.24
$5.50$5.001:2Nov 27-$0.11$0.39
$5.00$4.501:2Nov 13-$0.37$0.13
$6.00$5.001:2Nov 20$0.06$0.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 5.86%, avg 3.42%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.50Dec 4$0.300.437.4%5.86%13.28%352
$5.50Nov 27$0.250.437.4%4.88%12.30%713
$5.50Nov 13$0.150.447.4%2.93%10.35%378
$6.00Nov 20$0.100.2417.2%1.95%19.14%1024.3K
$5.50Nov 6$0.150.377.4%2.93%10.35%14200
$5.50Oct 30$0.100.307.4%1.95%9.37%5021.9K

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 18,222
Total Puts 787
Put/Call Ratio 0.04
Net Difference 17,435

Prior's Put/Call Breakdown

Total Calls 2,757
Total Puts 501
Put/Call Ratio 0.18
Net Difference 2,256

Prior 7-Day Put/Call Summary

Total Calls 35,110
Total Puts 9,911
Average Put/Call Ratio 0.23
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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