Tour v533
AUR
AURORA INNOVATION IN A
$4.27 +0.95%
$4.30 (+0.70%)🌙
as of 11/03 06:16 PM
◀ 11/3 18:16 ▶

Option Volume

Detail
ℹ
Current (11/03) 11,119
Calls: 10,456 (94%)
Puts: 663 (6%)
Prior (11/02) 7,910
Calls: 7,047 (89%)
Puts: 863 (11%)
Current vs Prior +40.57%
Calls: +48.38% (Calls)
Puts: -23.17% (Puts)
Prior 7-Day Total 108,727
Calls: 75,686 (70%)
Puts: 33,041 (30%)
Prior 7-Day Average 15,532
Calls: 10,812 (70%)
Puts: 4,720 (30%)
Current vs Prior 7-Day Avg -28.41%
Calls: -3.30%
Puts: -85.95%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/03) $2.18M
Calls: $2.02M (93%)
Puts: $154.4K (7%)
Prior (11/02) $1.26M
Calls: $1.09M (87%)
Puts: $163.7K (13%)
Current vs Prior +73.09%
Calls: +84.86%
Puts: -5.65%
Prior 7-Day Total $7.08M
Calls: $5.51M (78%)
Puts: $1.57M (22%)
Prior 7-Day Average $1.01M
Calls: $786.6K (78%)
Puts: $224.5K (22%)
Current vs Prior 7-Day Avg +115.35%
Calls: +157.20%
Puts: -31.23%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 0.06
Prior (11/02) 0.12
Current vs Prior -48.22%
Prior 7-Day Average 0.52
Current vs Prior 7-Day Avg -87.81%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/03) 247,317
Calls: 237,445 (96%)
Puts: 9,872 (4%)
Prior (11/02) 212,970
Calls: 193,862 (91%)
Puts: 19,108 (9%)
Current vs Prior +16.13%
Prior 7-Day Total 2,873,424
Calls: 2,563,245 (89%)
Puts: 310,179 (11%)
Prior 7-Day Average 410,489
Calls: 366,177 (89%)
Puts: 44,311 (11%)
Current vs Prior 7-Day Avg -39.75%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 8.20% | 10.54%14.05% | 20.37%
Prior 8.98% | 10.64%16.55% | 20.57%
Current vs Prior -8.76% | -0.94%-15.09% | -0.94%
Prior 7-Day Avg 9.17% | 12.88%16.08% | 21.70%
Current vs 7-Day Avg -10.57% | -18.20%-12.62% | -6.13%
Prior 7-Day Eod 8.98% | 10.64%16.55% | 20.57%
Current vs 7-Day Eod -8.76% | -0.94%-15.09% | -0.94%
Sentiment BULLISHBULLISH

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 48.84% | 49.15%
Calls: 39.73% | 27.29%
Puts: 57.96% | 71.02%
Current vs 7-Day Avg -2.12% | +17.61%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 93% of dollar volume in calls ($2.02M) vs puts ($154.4K). Elevated premium activity with dollar volume up 73% vs prior. Dollar volume significantly above 7-day average (115% higher). Extreme bullish P/C ratio of 0.06 - heavy call buying (10,456 calls vs 663 puts).

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 $0.77, cheapest $0.77)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Nov 200.700.85$0.7719.5%430.80825

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 12 found (avg delta 0.74, highest 0.93)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$3.50Nov 60.600.95$0.7745.5%80.931
$4.00Nov 60.050.40$0.23152.2%20.8035
$4.00Nov 130.150.45$0.30100.0%50.7410
$4.00Nov 200.200.50$0.3585.7%10.69213
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Nov 60.600.90$0.7540.0%60.91--
$5.00Nov 200.700.85$0.7719.5%430.80825
$4.50Nov 60.200.40$0.3066.7%60.73555
$5.00Dec 110.600.95$0.7745.5%10.70--
$5.00Dec 180.801.00$0.9022.2%360.68960

Most actively traded options today. High liquidity = easy entry/exit. 28 active (total vol 1.3K, top 286)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Nov 60.000.10$0.05200.0%2860.28805
$5.00Nov 200.050.10$0.0862.5%2760.201.9K
$5.00Dec 40.100.40$0.25120.0%1040.36--
$4.50Nov 130.050.15$0.10100.0%790.33106
$4.50Nov 200.150.25$0.2050.0%750.4238
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Nov 200.350.45$0.4025.0%1210.58--
$4.00Nov 200.100.20$0.1566.7%1160.30--
$5.00Nov 200.700.85$0.7719.5%430.80825
$5.00Dec 180.801.00$0.9022.2%360.68960
$4.00Nov 130.050.15$0.10100.0%190.29474

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 39.1%, max 51.3%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.00Nov 6Nov 20109.1%76.3%43.0%3248
$4.50Nov 6Nov 2776.2%62.0%22.9%325805
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.00Nov 6Dec 18109.1%72.1%51.3%32.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 8 found (best R:R 2.33, avg 1.56)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$4.00$4.50Nov 20$0.15$0.35$0.1570%2.33$4.15
$4.00$4.50Nov 6$0.18$0.32$0.1880%1.78$4.18
$4.00$4.50Nov 13$0.20$0.30$0.2074%1.50$4.20
$4.50$5.00Nov 20$0.12$0.38$0.1242%3.17$4.62
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$4.50$4.00Nov 13$0.25$0.25$0.2566%1.00$4.25
$4.50$4.00Nov 6$0.25$0.25$0.2573%1.00$4.25
$4.50$4.00Nov 20$0.25$0.25$0.2558%1.00$4.25
$5.00$4.00Dec 18$0.60$0.40$0.6068%0.67$4.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 1 found (best R:R 0.32, avg 0.32)

BEAR CALL (1)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$4.50$5.00Nov 20$0.12$0.12$0.3858%0.32$4.62
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 6.56% of stock, avg 10.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$4.00Nov 6$0.23$0.05$0.28$3.72$4.286.56%
$4.50Nov 6$0.05$0.30$0.35$4.15$4.858.20%
$4.00Nov 13$0.30$0.10$0.40$3.60$4.409.37%
$4.50Nov 13$0.10$0.35$0.45$4.05$4.9510.54%
$4.00Nov 20$0.35$0.15$0.50$3.50$4.5011.71%
$4.50Nov 20$0.20$0.40$0.60$3.90$5.1014.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 9 found (cheapest 1.87% of stock, avg 5.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$5.00$4.00Nov 6$0.03$0.05$0.08$3.92$5.08
$4.50$4.00Nov 6$0.05$0.05$0.10$3.90$4.60
$5.00$4.00Nov 13$0.05$0.10$0.15$3.85$5.15
$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
$5.00$4.00Nov 27$0.10$0.18$0.28$3.72$5.28
$4.50$4.00Nov 27$0.18$0.18$0.36$3.64$4.86
$4.50$4.00Nov 20$0.20$0.15$0.35$3.65$4.85
$5.00$4.00Dec 18$0.20$0.30$0.50$3.50$5.50

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. 5 found (best R:R 2.12, cheapest $0.12)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$4.00$4.50$5.00Nov 6$0.16$0.3469%2.12
$4.00$4.50$5.00Nov 13$0.15$0.3558%2.33
$3.50$4.00$4.50Nov 6$0.36$0.1464%0.39
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$4.00$4.50$5.00Nov 6$0.20$0.3070%1.50
$4.00$4.50$5.00Nov 20$0.12$0.3849%3.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 9 found (best net $-0.05, 1 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$4.00$4.501:2Nov 20-$0.05$0.45
$3.50$4.001:2Nov 6$0.31$0.19
$4.00$4.501:2Nov 13$0.10$0.40
$4.00$4.501:2Nov 6$0.13$0.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$5.00$4.501:2Nov 6$0.15$0.35
$5.00$4.001:2Dec 18$0.30$0.70
$4.50$4.001:2Nov 20$0.10$0.40
$4.50$4.001:2Nov 13$0.15$0.35
$4.50$4.001:2Nov 6$0.20$0.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 4 found (best yield 3.51%, avg 2.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.00Dec 18$0.150.3117.1%3.51%20.61%45356
$5.00Dec 4$0.100.3617.1%2.34%19.44%104--
$5.00Dec 11$0.100.3017.1%2.34%19.44%12
$4.50Nov 20$0.150.425.4%3.51%8.90%7538

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 10,456
Total Puts 663
Put/Call Ratio 0.06
Net Difference 9,793

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 75,686
Total Puts 33,041
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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