Tour v531
AUR
AURORA INNOVATION IN A
$4.36 -1.02%
$4.39 (+0.69%)🌙
as of 10/30 06:12 PM
◀ 10/30 18:12 ▶

Option Volume

Detail
ℹ
Current (10/30) 12,626
Calls: 10,175 (81%)
Puts: 2,451 (19%)
Prior (10/29) 45,559
Calls: 27,340 (60%)
Puts: 18,219 (40%)
Current vs Prior -72.29%
Calls: -62.78% (Calls)
Puts: -86.55% (Puts)
Prior 7-Day Total 97,980
Calls: 66,493 (68%)
Puts: 31,487 (32%)
Prior 7-Day Average 13,997
Calls: 9,499 (68%)
Puts: 4,498 (32%)
Current vs Prior 7-Day Avg -9.80%
Calls: +7.12%
Puts: -45.51%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/30) $1.32M
Calls: $939.4K (71%)
Puts: $375.8K (29%)
Prior (10/29) $1.92M
Calls: $1.26M (66%)
Puts: $653.3K (34%)
Current vs Prior -31.34%
Calls: -25.58%
Puts: -42.47%
Prior 7-Day Total $6.66M
Calls: $5.05M (76%)
Puts: $1.61M (24%)
Prior 7-Day Average $952.1K
Calls: $721.9K (76%)
Puts: $230.3K (24%)
Current vs Prior 7-Day Avg +38.14%
Calls: +30.13%
Puts: +63.22%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/30) 0.24
Prior (10/29) 0.67
Current vs Prior -63.85%
Prior 7-Day Average 0.52
Current vs Prior 7-Day Avg -53.95%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/30) 336,666
Calls: 301,057 (89%)
Puts: 35,609 (11%)
Prior (10/29) 372,368
Calls: 333,180 (89%)
Puts: 39,188 (11%)
Current vs Prior -9.59%
Prior 7-Day Total 2,882,317
Calls: 2,610,475 (91%)
Puts: 271,842 (9%)
Prior 7-Day Average 411,759
Calls: 372,925 (91%)
Puts: 38,834 (9%)
Current vs Prior 7-Day Avg -18.24%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 4.13% | 9.86%14.22% | 20.18%
Prior 4.08% | 8.62%12.47% | 22.00%
Current vs Prior +141.63% | +49.06%+14.02% | -8.24%
Prior 7-Day Avg 8.64% | 13.38%16.10% | 22.44%
Current vs 7-Day Avg +14.17% | -4.02%-11.70% | -10.05%
Prior 7-Day Eod 4.08% | 8.62%12.47% | 22.00%
Current vs 7-Day Eod +141.63% | +49.06%+14.02% | -8.24%
Sentiment BEARISHBEARISH

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 52.02% | 43.86%
Calls: 63.84% | 37.12%
Puts: 40.21% | 50.61%
Current vs 7-Day Avg -8.10% | +31.81%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($939.4K). Below-average activity with volume down 72% vs prior. Extreme bullish P/C ratio of 0.24 - heavy call buying (10,175 calls vs 2,451 puts). P/C ratio dropping 64% - 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. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 15 found (avg delta 0.72, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Oct 300.200.65$0.43104.7%10.888
$3.50Oct 300.651.30$0.9866.3%20.77--
$4.00Nov 60.150.60$0.38118.4%180.7413
$4.00Nov 270.400.75$0.5761.4%50.73--
$4.00Nov 200.400.55$0.4831.3%120.72202
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Oct 300.550.90$0.7347.9%330.891.3K
$5.00Nov 60.100.90$0.50160.0%120.88331
$5.00Nov 130.500.95$0.7361.6%70.78--
$5.00Nov 200.700.95$0.8330.1%250.75848
$4.50Oct 300.000.30$0.15200.0%5370.75636

Most actively traded options today. High liquidity = easy entry/exit. 33 active (total vol 2.3K, top 537)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Nov 60.000.05$0.03166.7%3480.113.9K
$4.50Nov 60.100.15$0.1338.5%2530.39277
$5.00Nov 130.050.10$0.0862.5%1140.2038
$4.50Nov 270.150.50$0.33106.1%630.52--
$5.00Nov 200.050.15$0.10100.0%370.231.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Oct 300.000.30$0.15200.0%5370.75636
$4.50Nov 60.250.35$0.3033.3%3290.61330
$3.50Nov 270.000.15$0.08187.5%2010.131.1K
$4.50Nov 200.300.50$0.4050.0%950.554.3K
$4.00Nov 200.100.20$0.1566.7%390.29621

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 299.2%, max 553.3%)

CALLS (0)
No calls found
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.50Oct 30Nov 27472.1%72.3%553.3%552728
$4.00Nov 6Dec 4111.1%76.5%45.1%1214

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 12 found (best R:R 1.50, avg 1.79)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$4.00$4.50Nov 27$0.24$0.26$0.2473%1.08$4.24
$4.50$5.00Nov 27$0.13$0.37$0.1352%2.85$4.63
$4.00$5.00Dec 4$0.40$0.60$0.4070%1.50$4.40
$4.00$4.50Nov 20$0.26$0.24$0.2672%0.92$4.26
$4.00$4.50Nov 6$0.25$0.25$0.2574%1.00$4.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$5.00$4.50Nov 6$0.20$0.30$0.2088%1.50$4.80
$4.50$4.00Nov 6$0.17$0.33$0.1761%1.94$4.33
$4.50$4.00Nov 27$0.20$0.30$0.2050%1.50$4.30
$4.50$4.00Nov 13$0.25$0.25$0.2558%1.00$4.25
$4.50$4.00Nov 20$0.25$0.25$0.2555%1.00$4.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 0.25, avg 0.31)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$4.50$5.00Nov 6$0.10$0.10$0.4061%0.25$4.60
$4.50$5.00Nov 20$0.12$0.12$0.3856%0.32$4.62
$4.50$5.00Nov 27$0.13$0.13$0.3748%0.35$4.63
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. 9 found (cheapest 4.13% of stock, avg 13.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$4.50Oct 30$0.03$0.15$0.18$4.32$4.684.13%
$4.50Nov 6$0.13$0.30$0.43$4.07$4.939.86%
$4.00Nov 6$0.38$0.13$0.51$3.49$4.5111.70%
$4.50Nov 13$0.18$0.38$0.56$3.94$5.0612.84%
$4.50Nov 20$0.22$0.40$0.62$3.88$5.1214.22%
$4.00Nov 20$0.48$0.15$0.63$3.37$4.6314.45%
$4.50Nov 27$0.33$0.38$0.71$3.79$5.2116.28%
$4.00Nov 27$0.57$0.18$0.75$3.25$4.7517.20%
$4.00Dec 4$0.55$0.22$0.77$3.23$4.7717.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 10 found (cheapest 3.67% of stock, avg 7.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$5.00$4.00Nov 6$0.03$0.13$0.16$3.84$5.16
$5.00$4.00Nov 13$0.08$0.13$0.21$3.79$5.21
$5.00$4.00Nov 20$0.10$0.15$0.25$3.75$5.25
$4.50$4.00Nov 6$0.13$0.13$0.26$3.74$4.76
$5.00$3.50Nov 27$0.20$0.08$0.28$3.22$5.28
$4.50$4.00Nov 13$0.18$0.13$0.31$3.69$4.81
$5.00$4.00Dec 4$0.15$0.22$0.37$3.63$5.37
$5.00$4.00Nov 27$0.20$0.18$0.38$3.62$5.38
$4.50$4.00Nov 20$0.22$0.15$0.37$3.63$4.87
$5.00$4.50Nov 27$0.20$0.38$0.58$3.92$5.58

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. 8 found (best R:R 2.33, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$4.00$4.50$5.00Nov 6$0.15$0.3563%2.33
$4.00$4.50$5.00Nov 20$0.14$0.3649%2.57
$3.50$4.00$4.50Oct 30$0.15$0.3550%2.33
$4.00$4.50$5.00Nov 27$0.11$0.3939%3.55
$4.00$4.50$5.00Oct 30$0.40$0.1076%0.25
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$4.00$4.50$5.00Nov 13$0.10$0.4050%4.00
$3.50$4.00$4.50Nov 27$0.10$0.4037%4.00
$4.00$4.50$5.00Nov 20$0.18$0.3246%1.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $-0.10, 3 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$4.00$4.501:2Nov 27-$0.09$0.41
$4.50$5.001:2Nov 27-$0.07$0.43
$3.50$4.001:2Oct 30$0.12$0.38
$4.00$5.001:2Dec 4$0.25$0.75
$4.00$4.501:2Nov 6$0.12$0.38
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$5.00$4.501:2Nov 6-$0.10$0.40
$4.50$4.001:2Nov 20$0.10$0.40
$4.50$4.001:2Nov 13$0.12$0.38
$5.00$4.501:2Oct 30$0.43$0.07

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 2.29%, avg 2.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.00Dec 11$0.100.3614.7%2.29%16.97%2--
$5.00Dec 4$0.100.3014.7%2.29%16.97%1--
$4.50Nov 27$0.150.523.2%3.44%6.65%63--
$4.50Nov 20$0.150.443.2%3.44%6.65%15--
$4.50Nov 13$0.100.413.2%2.29%5.50%1659
$4.50Nov 6$0.100.393.2%2.29%5.50%253277

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 10,175
Total Puts 2,451
Put/Call Ratio 0.24
Net Difference 7,724

Prior's Put/Call Breakdown

Total Calls 27,340
Total Puts 18,219
Put/Call Ratio 0.67
Net Difference 9,121

Prior 7-Day Put/Call Summary

Total Calls 66,493
Total Puts 31,487
Average Put/Call Ratio 0.52
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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