Tour v533
AUR
AURORA INNOVATION IN A
$4.23 -2.98%
$4.25 (+0.49%)🌙
as of 11/02 06:12 PM
◀ 11/2 18:12 ▶

Option Volume

Detail
ℹ
Current (11/02) 7,910
Calls: 7,047 (89%)
Puts: 863 (11%)
Prior (10/30) 12,626
Calls: 10,175 (81%)
Puts: 2,451 (19%)
Current vs Prior -37.35%
Calls: -30.74% (Calls)
Puts: -64.79% (Puts)
Prior 7-Day Total 108,403
Calls: 74,739 (69%)
Puts: 33,664 (31%)
Prior 7-Day Average 15,486
Calls: 10,677 (69%)
Puts: 4,809 (31%)
Current vs Prior 7-Day Avg -48.92%
Calls: -34.00%
Puts: -82.06%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/02) $1.26M
Calls: $1.09M (87%)
Puts: $163.7K (13%)
Prior (10/30) $1.32M
Calls: $939.4K (71%)
Puts: $375.8K (29%)
Current vs Prior -4.35%
Calls: +16.50%
Puts: -56.45%
Prior 7-Day Total $7.46M
Calls: $5.55M (74%)
Puts: $1.91M (26%)
Prior 7-Day Average $1.07M
Calls: $793.4K (74%)
Puts: $272.8K (26%)
Current vs Prior 7-Day Avg +18.00%
Calls: +37.93%
Puts: -39.99%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 0.12
Prior (10/30) 0.24
Current vs Prior -49.16%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg -77.20%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/02) 212,970
Calls: 193,862 (91%)
Puts: 19,108 (9%)
Prior (10/30) 336,666
Calls: 301,057 (89%)
Puts: 35,609 (11%)
Current vs Prior -36.74%
Prior 7-Day Total 2,903,029
Calls: 2,603,615 (90%)
Puts: 299,414 (10%)
Prior 7-Day Average 414,718
Calls: 371,945 (90%)
Puts: 42,773 (10%)
Current vs Prior 7-Day Avg -48.65%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 8.98% | 10.64%16.55% | 20.57%
Prior 9.86% | 12.84%14.22% | 20.18%
Current vs Prior -8.91% | -17.17%+16.37% | +1.90%
Prior 7-Day Avg 8.76% | 13.42%15.63% | 22.47%
Current vs 7-Day Avg +2.50% | -20.73%+5.90% | -8.47%
Prior 7-Day Eod 9.86% | 12.84%14.22% | 20.18%
Current vs 7-Day Eod -8.91% | -17.17%+16.37% | +1.90%
Sentiment BULLISHBEARISH

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 50.43% | 46.51%
Calls: 51.78% | 32.20%
Puts: 49.08% | 60.82%
Current vs 7-Day Avg -5.20% | +24.30%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($1.09M) vs puts ($163.7K). Extreme bullish P/C ratio of 0.12 - heavy call buying (7,047 calls vs 863 puts). P/C ratio dropping 49% - sentiment shifting bullish. Call-heavy open interest (193,862 calls vs 19,108 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 -- 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 $0.32, cheapest $0.32)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Nov 60.300.35$0.3215.6%320.70532

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 13 found (avg delta 0.74, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$3.50Nov 60.651.25$0.9563.2%10.91--
$4.00Nov 60.050.55$0.30166.7%90.7331
$4.00Nov 130.250.45$0.3557.1%110.721
$4.00Nov 270.400.65$0.5347.2%50.685
$4.00Nov 200.350.75$0.5572.7%10.67--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Nov 130.400.85$0.6371.4%20.9182
$5.00Nov 60.501.05$0.7870.5%110.89329
$5.00Nov 200.700.90$0.8025.0%80.80829
$4.50Nov 60.300.35$0.3215.6%320.70532
$5.00Dec 40.651.05$0.8547.1%10.70--

Most actively traded options today. High liquidity = easy entry/exit. 27 active (total vol 2.4K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Nov 200.050.10$0.0862.5%1.1K0.191.1K
$4.50Nov 60.050.10$0.0862.5%5900.30344
$5.00Nov 130.000.05$0.03166.7%1290.11125
$4.50Nov 130.050.15$0.10100.0%980.3458
$5.00Nov 60.000.05$0.03166.7%480.104.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$3.50Nov 270.000.15$0.08187.5%2000.15--
$4.00Nov 200.100.20$0.1566.7%590.33626
$4.50Dec 40.300.90$0.60100.0%510.57107
$4.50Nov 60.300.35$0.3215.6%320.70532
$4.00Nov 60.050.10$0.0862.5%140.2615

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 31.4%, max 50.0%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.00Nov 6Nov 27100.6%75.1%34.0%1436
$4.50Nov 6Nov 2795.5%75.7%26.2%603407
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.00Nov 6Nov 20100.6%67.0%50.0%73641
$4.50Nov 6Dec 495.5%82.6%15.6%83639

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 9 found (best R:R 0.67, avg 1.11)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$4.00$4.50Nov 6$0.22$0.28$0.2274%1.27$4.22
$4.00$4.50Nov 13$0.25$0.25$0.2572%1.00$4.25
$4.00$4.50Nov 27$0.28$0.22$0.2868%0.79$4.28
$4.50$5.00Nov 27$0.15$0.35$0.1545%2.33$4.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$5.00$4.50Nov 13$0.30$0.20$0.3091%0.67$4.70
$5.00$4.50Dec 4$0.25$0.25$0.2570%1.00$4.75
$4.50$4.00Nov 13$0.23$0.27$0.2367%1.17$4.27
$4.50$4.00Nov 6$0.24$0.26$0.2470%1.08$4.26
$4.50$4.00Nov 20$0.30$0.20$0.3061%0.67$4.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 1 found (best R:R 0.43, avg 0.43)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$4.50$5.00Nov 27$0.15$0.15$0.3555%0.43$4.65
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. 6 found (cheapest 8.98% of stock, avg 11.78%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$4.00Nov 6$0.30$0.08$0.38$3.62$4.388.98%
$4.50Nov 6$0.08$0.32$0.40$4.10$4.909.46%
$4.50Nov 13$0.10$0.33$0.43$4.07$4.9310.17%
$4.00Nov 13$0.35$0.10$0.45$3.55$4.4510.64%
$4.50Nov 20$0.18$0.45$0.63$3.87$5.1314.89%
$4.00Nov 20$0.55$0.15$0.70$3.30$4.7016.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 10 found (cheapest 1.42% of stock, avg 4.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$5.00$3.50Nov 6$0.03$0.03$0.06$3.44$5.06
$5.00$4.00Nov 6$0.03$0.08$0.11$3.89$5.11
$4.50$3.50Nov 6$0.08$0.03$0.11$3.39$4.61
$5.00$4.00Nov 13$0.03$0.10$0.13$3.87$5.13
$4.50$4.00Nov 6$0.08$0.08$0.16$3.84$4.66
$5.00$3.50Nov 27$0.10$0.08$0.18$3.32$5.18
$4.50$4.00Nov 13$0.10$0.10$0.20$3.80$4.70
$5.00$4.00Nov 20$0.08$0.15$0.23$3.77$5.23
$4.50$4.00Nov 20$0.18$0.15$0.33$3.67$4.83
$4.50$3.50Nov 27$0.25$0.08$0.33$3.17$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. 9 found (best R:R 6.14, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$4.00$4.50$5.00Nov 6$0.17$0.3363%1.94
$4.00$4.50$5.00Nov 13$0.18$0.3262%1.78
$4.00$4.50$5.00Nov 27$0.13$0.3744%2.85
$4.00$4.50$5.00Nov 20$0.27$0.2348%0.85
$3.50$4.00$4.50Nov 6$0.43$0.0761%0.16
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$4.00$4.50$5.00Nov 13$0.07$0.4363%6.14
$4.00$4.50$5.00Nov 20$0.05$0.4547%9.00
$3.50$4.00$4.50Nov 6$0.19$0.3162%1.63
$4.00$4.50$5.00Nov 6$0.22$0.2863%1.27

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-0.10, 2 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$3.50$4.001:2Nov 6$0.35$0.15
$4.00$4.501:2Nov 13$0.15$0.35
$4.00$4.501:2Nov 6$0.14$0.36
$4.00$4.501:2Nov 20$0.19$0.31
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.00$4.501:2Nov 20-$0.10$0.40
$5.00$4.501:2Dec 4-$0.35$0.15
$5.00$4.501:2Nov 6$0.14$0.36
$4.50$4.001:2Nov 13$0.13$0.37
$4.50$4.001:2Nov 20$0.15$0.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 2.36%, avg 3.15%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.00Dec 4$0.100.2818.2%2.36%20.57%3--
$4.50Nov 27$0.150.456.4%3.55%9.93%1363
$4.50Nov 20$0.150.386.4%3.55%9.93%1631

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 7,047
Total Puts 863
Put/Call Ratio 0.12
Net Difference 6,184

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 74,739
Total Puts 33,664
Average Put/Call Ratio 0.54
Ratio Trend Falling

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