Tour v536
AUR
AURORA INNOVATION IN A
$4.08 -4.45%
◀ 11/4 18:19 ▶

Option Volume

Detail
ℹ
Current (11/04) 7,055
Calls: 5,217 (74%)
Puts: 1,838 (26%)
Prior (11/03) 11,119
Calls: 10,456 (94%)
Puts: 663 (6%)
Current vs Prior -36.55%
Calls: -50.11% (Calls)
Puts: +177.22% (Puts)
Prior 7-Day Total 111,995
Calls: 80,034 (71%)
Puts: 31,961 (29%)
Prior 7-Day Average 15,999
Calls: 11,433 (71%)
Puts: 4,565 (29%)
Current vs Prior 7-Day Avg -55.90%
Calls: -54.37%
Puts: -59.74%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04) $594.5K
Calls: $470.4K (79%)
Puts: $124.1K (21%)
Prior (11/03) $2.18M
Calls: $2.02M (93%)
Puts: $154.4K (7%)
Current vs Prior -72.70%
Calls: -76.75%
Puts: -19.66%
Prior 7-Day Total $8.27M
Calls: $6.60M (80%)
Puts: $1.67M (20%)
Prior 7-Day Average $1.18M
Calls: $942.7K (80%)
Puts: $238.4K (20%)
Current vs Prior 7-Day Avg -49.66%
Calls: -50.09%
Puts: -47.95%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 0.35
Prior (11/03) 0.06
Current vs Prior +455.62%
Prior 7-Day Average 0.49
Current vs Prior 7-Day Avg -27.85%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/04) 306,170
Calls: 284,182 (93%)
Puts: 21,988 (7%)
Prior (11/03) 247,317
Calls: 237,445 (96%)
Puts: 9,872 (4%)
Current vs Prior +23.80%
Prior 7-Day Total 2,560,191
Calls: 2,308,536 (90%)
Puts: 251,655 (10%)
Prior 7-Day Average 365,741
Calls: 329,790 (90%)
Puts: 35,950 (10%)
Current vs Prior 7-Day Avg -16.29%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 4.90% | 9.31%12.99% | 19.61%
Prior 8.20% | 10.54%14.05% | 20.37%
Current vs Prior -40.20% | -11.62%-7.55% | -3.76%
Prior 7-Day Avg 8.26% | 12.43%15.47% | 21.41%
Current vs 7-Day Avg -40.64% | -25.06%-16.05% | -8.41%
Prior 7-Day Eod 8.20% | 10.54%14.05% | 20.37%
Current vs 7-Day Eod -40.20% | -11.62%-7.55% | -3.76%
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 47.26% | 51.80%
Calls: 27.67% | 22.38%
Puts: 66.84% | 81.22%
Current vs 7-Day Avg +1.17% | +11.60%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($470.4K) vs puts ($124.1K). Light premium activity with dollar volume down 73% vs prior. Extreme bullish P/C ratio of 0.35 - heavy call buying (5,217 calls vs 1,838 puts). P/C ratio rising 456% - increased hedging/bearish 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. 2 found (avg $0.44, cheapest $0.28)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Dec 40.250.30$0.2817.9%40.4011
$4.50Dec 40.550.65$0.6016.7%60.62--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 12 found (avg delta 0.69, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$3.50Nov 60.400.80$0.6066.7%10.90--
$3.50Nov 200.550.80$0.6836.8%10.87--
$3.50Nov 130.350.75$0.5572.7%1050.773
$4.00Nov 60.100.20$0.1566.7%210.6735
$4.00Dec 40.350.50$0.4334.9%150.6120
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Nov 60.300.65$0.4872.9%190.86557
$4.50Nov 270.350.65$0.5060.0%60.67--
$4.50Dec 40.550.65$0.6016.7%60.62--

Most actively traded options today. High liquidity = easy entry/exit. 29 active (total vol 2.1K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Nov 60.000.05$0.03166.7%2270.141.1K
$4.00Dec 180.400.50$0.4522.2%1150.5812
$3.50Nov 130.350.75$0.5572.7%1050.773
$4.50Nov 200.050.15$0.10100.0%870.2989
$4.50Nov 130.050.10$0.0862.5%430.2596
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Dec 180.300.40$0.3528.6%1.1K0.422.9K
$4.00Nov 200.150.25$0.2050.0%1830.40722
$4.00Nov 60.000.10$0.05200.0%630.3328
$4.00Nov 130.100.20$0.1566.7%220.41492
$4.50Nov 60.300.65$0.4872.9%190.86557

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 7.1%, max 7.1%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.00Nov 6Dec 1874.7%69.7%7.1%13647
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.00Nov 6Dec 1874.7%69.7%7.1%1.2K2.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 11 found (best R:R 2.33, avg 1.87)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$4.00$4.50Nov 27$0.15$0.35$0.1557%2.33$4.15
$4.00$4.50Dec 4$0.20$0.30$0.2061%1.50$4.20
$3.50$4.00Nov 13$0.32$0.18$0.3277%0.56$3.82
$4.00$4.50Nov 13$0.15$0.35$0.1558%2.33$4.15
$4.00$4.50Nov 6$0.12$0.38$0.1267%3.17$4.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$4.00$3.50Dec 11$0.10$0.40$0.1041%4.00$3.90
$4.50$4.00Nov 27$0.27$0.23$0.2767%0.85$4.23
$4.00$3.50Nov 20$0.15$0.35$0.1540%2.33$3.85
$4.00$3.50Dec 4$0.18$0.32$0.1840%1.78$3.82
$4.50$4.00Dec 4$0.32$0.18$0.3262%0.56$4.18

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 3 found (best R:R 0.56, avg 0.41)

BEAR CALL (0)
No bear call found
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$4.00$3.50Dec 4$0.18$0.18$0.3260%0.56$3.82
$4.00$3.50Nov 20$0.15$0.15$0.3560%0.43$3.85
$4.00$3.50Dec 11$0.10$0.10$0.4059%0.25$3.90

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
$4.00Nov 6Nov 13$0.0874.7%73.0%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$4.00Nov 6Nov 13$0.1074.7%73.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 4.90% of stock, avg 12.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$4.00Nov 6$0.15$0.05$0.20$3.80$4.204.90%
$4.00Nov 13$0.23$0.15$0.38$3.62$4.389.31%
$4.00Nov 20$0.33$0.20$0.53$3.47$4.5312.99%
$4.00Nov 27$0.30$0.23$0.53$3.47$4.5312.99%
$4.00Dec 4$0.43$0.28$0.71$3.29$4.7117.40%
$4.00Dec 18$0.45$0.35$0.80$3.20$4.8019.61%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 10 found (cheapest 1.47% of stock, avg 7.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$4.50$3.50Nov 6$0.03$0.03$0.06$3.44$4.56
$4.50$4.00Nov 6$0.03$0.05$0.08$3.92$4.58
$4.50$3.50Nov 20$0.10$0.05$0.15$3.35$4.65
$4.50$4.00Nov 13$0.08$0.15$0.23$3.77$4.73
$4.50$4.00Nov 20$0.10$0.20$0.30$3.70$4.80
$4.50$3.50Dec 4$0.23$0.10$0.33$3.17$4.83
$4.50$4.00Nov 27$0.15$0.23$0.38$3.62$4.88
$4.50$3.50Dec 11$0.20$0.23$0.43$3.07$4.93
$4.50$4.00Dec 4$0.23$0.28$0.51$3.49$5.01
$4.50$4.00Dec 11$0.20$0.33$0.53$3.47$5.03

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 3.17, cheapest $0.12)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$3.50$4.00$4.50Nov 20$0.12$0.3858%3.17
$3.50$4.00$4.50Nov 13$0.17$0.3352%1.94
$3.50$4.00$4.50Nov 6$0.33$0.1776%0.52
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$3.50$4.00$4.50Dec 4$0.14$0.3643%2.57
$3.50$4.00$4.50Nov 6$0.41$0.0977%0.22

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 $-0.13, 1 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$3.50$4.001:2Nov 13$0.09$0.41
$3.50$4.001:2Nov 6$0.30$0.20
$4.00$4.501:2Nov 13$0.07$0.43
$4.00$4.501:2Nov 20$0.13$0.37
$4.00$4.501:2Nov 6$0.09$0.41
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$4.00$3.501:2Dec 11-$0.13$0.37
$4.00$3.501:2Dec 4$0.08$0.42
$4.00$3.501:2Nov 20$0.10$0.40
$4.50$4.001:2Nov 6$0.38$0.12

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 3.68%, avg 3.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$4.50Dec 11$0.150.3810.3%3.68%13.97%5--
$4.50Nov 27$0.100.3310.3%2.45%12.75%7115

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 5,217
Total Puts 1,838
Put/Call Ratio 0.35
Net Difference 3,379

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 80,034
Total Puts 31,961
Average Put/Call Ratio 0.49
Ratio Trend Rising

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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