Tour v536
AUR
AURORA INNOVATION IN A
$4.03 -1.23%
$4.00 (-0.74%)🌙
as of 11/05 06:15 PM
◀ 11/5 18:15 ▶

Option Volume

Detail
ℹ
Current (11/05) 12,031
Calls: 7,262 (60%)
Puts: 4,769 (40%)
Prior (11/04) 7,055
Calls: 5,217 (74%)
Puts: 1,838 (26%)
Current vs Prior +70.53%
Calls: +39.20% (Calls)
Puts: +159.47% (Puts)
Prior 7-Day Total 115,792
Calls: 82,494 (71%)
Puts: 33,298 (29%)
Prior 7-Day Average 16,541
Calls: 11,784 (71%)
Puts: 4,756 (29%)
Current vs Prior 7-Day Avg -27.27%
Calls: -38.38%
Puts: +0.26%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/05) $1.03M
Calls: $726.3K (70%)
Puts: $307.4K (30%)
Prior (11/04) $594.5K
Calls: $470.4K (79%)
Puts: $124.1K (21%)
Current vs Prior +73.90%
Calls: +54.40%
Puts: +147.82%
Prior 7-Day Total $8.63M
Calls: $6.90M (80%)
Puts: $1.73M (20%)
Prior 7-Day Average $1.23M
Calls: $986.3K (80%)
Puts: $246.6K (20%)
Current vs Prior 7-Day Avg -16.15%
Calls: -26.36%
Puts: +24.69%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 0.66
Prior (11/04) 0.35
Current vs Prior +86.40%
Prior 7-Day Average 0.51
Current vs Prior 7-Day Avg +28.10%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/05) 413,326
Calls: 361,363 (87%)
Puts: 51,963 (13%)
Prior (11/04) 306,170
Calls: 284,182 (93%)
Puts: 21,988 (7%)
Current vs Prior +35.00%
Prior 7-Day Total 2,580,044
Calls: 2,315,721 (90%)
Puts: 264,323 (10%)
Prior 7-Day Average 368,577
Calls: 330,817 (90%)
Puts: 37,760 (10%)
Current vs Prior 7-Day Avg +12.14%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 6.20% | 9.93%14.89% | 19.35%
Prior 4.90% | 9.31%12.99% | 19.61%
Current vs Prior +26.55% | +6.57%+14.61% | -1.29%
Prior 7-Day Avg 7.61% | 11.71%15.19% | 20.75%
Current vs 7-Day Avg -18.47% | -15.21%-1.98% | -6.71%
Prior 7-Day Eod 4.90% | 9.31%12.99% | 19.61%
Current vs 7-Day Eod +26.55% | +6.57%+14.61% | -1.29%
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 45.67% | 54.45%
Calls: 15.62% | 17.47%
Puts: 75.71% | 91.43%
Current vs 7-Day Avg +4.69% | +6.17%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($726.3K). Elevated premium activity with dollar volume up 74% vs prior. Above-average activity with volume up 71% vs prior. Bullish P/C ratio of 0.66.

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 0.66, highest 0.88)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$3.50Nov 60.150.95$0.55145.5%70.884
$3.50Nov 130.300.65$0.4872.9%20.81104
$3.50Nov 200.400.70$0.5554.5%10.75--
$3.50Dec 40.450.85$0.6561.5%400.74--
$4.00Dec 180.350.50$0.4334.9%140.58120
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Nov 130.500.80$0.6546.2%10.8118
$4.50Nov 200.550.85$0.7042.9%10.77--
$4.50Nov 60.400.70$0.5554.5%1260.71556
$4.50Nov 270.500.90$0.7057.1%130.71101
$4.00Nov 60.050.25$0.15133.3%1570.5480

Most actively traded options today. High liquidity = easy entry/exit. 33 active (total vol 2.6K, top 456)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Nov 60.000.25$0.13192.3%4410.28970
$4.00Nov 60.050.15$0.10100.0%2380.4740
$4.00Nov 130.150.25$0.2050.0%2290.5231
$4.00Nov 200.250.35$0.3033.3%2030.53224
$4.00Dec 40.250.40$0.3345.5%1450.5235
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.00Dec 180.200.50$0.3585.7%4560.442.3K
$4.00Nov 60.050.25$0.15133.3%1570.5480
$4.50Nov 60.400.70$0.5554.5%1260.71556
$3.50Nov 200.000.30$0.15200.0%1190.241
$3.50Dec 40.100.25$0.1883.3%160.271

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 249.1%, max 410.5%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.50Nov 6Dec 11391.1%88.7%340.7%443970
$4.00Nov 6Dec 18152.4%68.5%122.6%252160
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.50Nov 6Nov 27391.1%76.6%410.5%139657
$4.00Nov 6Dec 18152.4%68.5%122.6%6132.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 12 found (best R:R 1.00, avg 1.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$3.50$4.00Nov 20$0.25$0.25$0.2575%1.00$3.75
$3.50$4.00Nov 13$0.28$0.22$0.2881%0.79$3.78
$4.00$4.50Dec 11$0.17$0.33$0.1757%1.94$4.17
$4.00$4.50Dec 4$0.15$0.35$0.1552%2.33$4.15
$3.50$4.00Dec 4$0.32$0.18$0.3274%0.56$3.82
BEAR PUT (4)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$4.00$3.50Nov 20$0.15$0.35$0.1546%2.33$3.85
$4.00$3.50Dec 4$0.20$0.30$0.2048%1.50$3.80
$4.00$3.50Dec 11$0.20$0.30$0.2044%1.50$3.80
$4.00$3.50Nov 27$0.20$0.30$0.2046%1.50$3.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 4 found (best R:R 0.67, avg 0.61)

BEAR CALL (0)
No bear call found
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$4.00$3.50Nov 27$0.20$0.20$0.3054%0.67$3.80
$4.00$3.50Dec 11$0.20$0.20$0.3056%0.67$3.80
$4.00$3.50Dec 4$0.20$0.20$0.3052%0.67$3.80
$4.00$3.50Nov 20$0.15$0.15$0.3554%0.43$3.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.08, cheapest $0.05)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$4.00Nov 6Nov 13$0.10152.4%84.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$4.00Nov 6Nov 13$0.05152.4%84.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 6.20% of stock, avg 15.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$4.00Nov 6$0.10$0.15$0.25$3.75$4.256.20%
$4.00Nov 13$0.20$0.20$0.40$3.60$4.409.93%
$4.00Nov 20$0.30$0.30$0.60$3.40$4.6014.89%
$4.00Nov 27$0.33$0.33$0.66$3.34$4.6616.38%
$4.00Dec 4$0.33$0.38$0.71$3.29$4.7117.62%
$4.00Dec 18$0.43$0.35$0.78$3.22$4.7819.35%
$4.00Dec 11$0.45$0.40$0.85$3.15$4.8521.09%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 11 found (cheapest 4.47% of stock, avg 9.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$4.50$3.50Nov 6$0.13$0.05$0.18$3.32$4.68
$4.00$3.50Nov 6$0.10$0.05$0.15$3.35$4.15
$4.50$3.50Nov 20$0.08$0.15$0.23$3.27$4.73
$4.50$3.50Nov 27$0.13$0.13$0.26$3.24$4.76
$4.50$4.00Nov 13$0.05$0.20$0.25$3.75$4.75
$4.50$3.50Dec 4$0.18$0.18$0.36$3.14$4.86
$4.50$4.00Nov 20$0.08$0.30$0.38$3.62$4.88
$4.50$4.00Nov 27$0.13$0.33$0.46$3.54$4.96
$4.50$3.50Dec 11$0.28$0.20$0.48$3.02$4.98
$4.50$4.00Dec 4$0.18$0.38$0.56$3.44$5.06

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. 6 found (best R:R 2.85, cheapest $0.13)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$3.50$4.00$4.50Nov 13$0.13$0.3762%2.85
$3.50$4.00$4.50Dec 4$0.17$0.3342%1.94
$3.50$4.00$4.50Nov 6$0.48$0.0259%0.04
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$3.50$4.00$4.50Nov 27$0.17$0.3348%1.94
$3.50$4.00$4.50Nov 20$0.25$0.2552%1.00
$3.50$4.00$4.50Nov 6$0.30$0.2054%0.67

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 $-0.11, 2 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$4.00$4.501:2Dec 11-$0.11$0.39
$4.00$4.501:2Nov 6-$0.16$0.34
$3.50$4.001:2Nov 13$0.08$0.42
$4.00$4.501:2Nov 27$0.07$0.43
$4.00$4.501:2Nov 13$0.10$0.40
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$4.50$4.001:2Nov 20$0.10$0.40
$4.50$4.001:2Nov 13$0.25$0.25
$4.50$4.001:2Nov 6$0.25$0.25
$4.00$3.501:2Nov 27$0.07$0.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 3.72%, avg 3.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$4.50Dec 11$0.150.4011.7%3.72%15.38%2--
$4.50Dec 4$0.100.3211.7%2.48%14.14%3--

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 7,262
Total Puts 4,769
Put/Call Ratio 0.66
Net Difference 2,493

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 82,494
Total Puts 33,298
Average Put/Call Ratio 0.51
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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