Tour v531
AUR
AURORA INNOVATION IN A
$5.12 +5.03%
◀ 10/27 14:05 ▶

Option Volume

Detail
ℹ
Current (10/27 2:05pm) 4,424
Calls: 3,892 (88%)
Puts: 532 (12%)
Prior (09/29) 10,576
Calls: 4,402 (42%)
Puts: 6,174 (58%)
Current vs Prior -58.17%
Calls: -11.59% (Calls)
Puts: -91.38% (Puts)
Prior 7-Day Total 132,505
Calls: 107,260 (81%)
Puts: 25,245 (19%)
Prior 7-Day Average 18,929
Calls: 15,322 (81%)
Puts: 3,606 (19%)
Current vs Prior 7-Day Avg -76.63%
Calls: -74.60%
Puts: -85.25%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/27 2:05pm) $357.6K
Calls: $337.2K (94%)
Puts: $20.4K (6%)
Prior (09/29) $732.5K
Calls: $270.6K (37%)
Puts: $461.8K (63%)
Current vs Prior -51.18%
Calls: +24.60%
Puts: -95.58%
Prior 7-Day Total $11.62M
Calls: $10.09M (87%)
Puts: $1.53M (13%)
Prior 7-Day Average $1.66M
Calls: $1.44M (87%)
Puts: $218.9K (13%)
Current vs Prior 7-Day Avg -78.46%
Calls: -76.61%
Puts: -90.68%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/27 2:05pm) 0.14
Prior (09/29) 1.40
Current vs Prior -90.25%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg -75.36%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/27 2:05pm) 545,143
Calls: 476,082 (87%)
Puts: 69,061 (13%)
Prior (09/29) 570,180
Calls: 497,882 (87%)
Puts: 72,298 (13%)
Current vs Prior -4.39%
Prior 7-Day Total 3,377,496
Calls: 2,918,948 (86%)
Puts: 458,548 (14%)
Prior 7-Day Average 482,499
Calls: 416,992 (86%)
Puts: 65,506 (14%)
Current vs Prior 7-Day Avg +12.98%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 10.16% | 11.72%16.60% | 21.09%
Prior 6.61% | 8.14%15.05% | 25.35%
Current vs Prior +53.76% | +43.94%+10.28% | -16.78%
Prior 7-Day Avg 10.42% | 11.90%14.08% | 23.23%
Current vs 7-Day Avg -2.57% | -1.49%+17.87% | -9.20%
Prior 7-Day Eod 6.61% | 8.14%14.99% | 24.23%
Current vs 7-Day Eod +53.76% | +43.94%+10.75% | -12.94%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 32.81% | 34.28%
Calls: 15.62% | 28.57%
Puts: 50.00% | 40.00%
Prior 62.77% | 59.82%
Calls: 17.86% | 62.50%
Puts: 107.69% | 57.14%
Current vs Prior -47.73% | -42.69%
Prior 7-Day Avg 37.16% | 29.69%
Calls: 17.49% | 30.60%
Puts: 56.83% | 28.78%
Current vs 7-Day Avg -11.70% | +15.47%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 94% of dollar volume in calls ($337.2K) vs puts ($20.4K). Light premium activity with dollar volume down 51% vs prior. Below-average activity with volume down 58% vs prior. Extreme bullish P/C ratio of 0.14 - heavy call buying (3,892 calls vs 532 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:05BULLISHBULLISHBULLISH
10:35BEARISHBEARISHBEARISH
10:30BEARISHBEARISHBEARISH
10:25BULLISHBULLISHBULLISH
10:20BULLISHBULLISHBULLISH
10:15BULLISHBULLISHBULLISH
10:10BULLISHBULLISHBULLISH
10:05BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH
09:55BULLISHNEUTRALMIXED
09:50BEARISHBEARISHBEARISH
09:45BULLISHBEARISHBEARISH
09:40BEARISHBEARISHBEARISH
09:35BEARISHBEARISHBEARISH

📈 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. 4 found (avg $0.57, cheapest $0.32)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Oct 300.300.35$0.3215.6%2270.60688
$4.50Nov 200.750.85$0.8012.5%--0.7810
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.50Nov 60.500.60$0.5518.2%--0.65243
$5.50Nov 130.550.65$0.6016.7%--0.6257

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 13 found (avg delta 0.70, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Oct 300.400.95$0.6880.9%--0.8311
$4.50Nov 200.750.85$0.8012.5%--0.7810
$4.50Nov 130.200.95$0.57131.6%--0.7735
$5.00Oct 300.300.35$0.3215.6%2270.60688
$5.00Nov 200.450.55$0.5020.0%8140.59441
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6.00Oct 300.801.35$1.0850.9%10.9086
$6.00Nov 200.951.10$1.0214.7%20.772.0K
$6.00Nov 130.901.15$1.0224.5%10.7615
$5.50Oct 300.450.55$0.5020.0%--0.69535
$5.50Nov 60.500.60$0.5518.2%--0.65243

Most actively traded options today. High liquidity = easy entry/exit. 20 active (total vol 1.7K, top 814)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$5.00Nov 200.450.55$0.5020.0%8140.59441
$5.50Oct 300.100.15$0.1338.5%4060.311.9K
$5.00Oct 300.300.35$0.3215.6%2270.60688
$5.50Nov 200.200.30$0.2540.0%460.4049
$6.00Nov 200.100.15$0.1338.5%390.244.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$4.50Oct 300.050.10$0.0862.5%370.17196
$4.50Nov 60.050.15$0.10100.0%200.2099
$5.00Nov 60.200.30$0.2540.0%100.42296
$5.00Oct 300.150.25$0.2050.0%70.40156
$5.00Nov 200.300.40$0.3528.6%20.41879

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 95.4%, max 124.0%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.50Oct 30Nov 20161.4%78.9%104.6%--21
$5.50Oct 30Dec 4140.2%71.5%96.3%4061.9K
$5.00Oct 30Nov 20138.5%79.9%73.3%1.0K1.1K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$4.50Oct 30Dec 4161.4%72.1%124.0%37247
$5.50Oct 30Nov 27140.2%74.5%88.1%--547
$5.00Oct 30Nov 27138.5%74.4%86.2%7179

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 17 found (best R:R 1.94, avg 1.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$4.50$5.50Nov 13$0.34$0.66$0.3477%1.94$4.84
$4.50$5.00Nov 20$0.30$0.20$0.3078%0.67$4.80
$5.00$5.50Nov 6$0.17$0.33$0.1758%1.94$5.17
$5.50$6.00Nov 13$0.10$0.40$0.1038%4.00$5.60
$5.00$5.50Oct 30$0.19$0.31$0.1960%1.63$5.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$5.00$4.50Oct 30$0.12$0.38$0.1240%3.17$4.88
$5.00$4.50Nov 13$0.15$0.35$0.1541%2.33$4.85
$5.50$5.00Oct 30$0.30$0.20$0.3069%0.67$5.20
$5.00$4.50Nov 6$0.15$0.35$0.1542%2.33$4.85
$5.50$5.00Nov 6$0.30$0.20$0.3065%0.67$5.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 8 found (best R:R 0.67, avg 0.40)

BEAR CALL (3)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$5.50$6.00Oct 30$0.10$0.10$0.4069%0.25$5.60
$5.50$6.00Nov 20$0.12$0.12$0.3860%0.32$5.62
$5.50$6.00Nov 13$0.10$0.10$0.4062%0.25$5.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$5.00$4.50Nov 20$0.20$0.20$0.3059%0.67$4.80
$5.00$4.50Nov 27$0.18$0.18$0.3259%0.56$4.82
$5.00$4.50Nov 6$0.15$0.15$0.3558%0.43$4.85
$5.00$4.50Nov 13$0.15$0.15$0.3559%0.43$4.85
$5.00$4.50Oct 30$0.12$0.12$0.3860%0.32$4.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $0.05, cheapest $0.05)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$5.50Oct 30Nov 6$0.05140.2%96.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 10.16% of stock, avg 14.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$5.00Oct 30$0.32$0.20$0.52$4.48$5.5210.16%
$5.00Nov 6$0.35$0.25$0.60$4.40$5.6011.72%
$5.50Oct 30$0.13$0.50$0.63$4.87$6.1312.30%
$5.50Nov 6$0.18$0.55$0.73$4.77$6.2314.26%
$5.50Nov 13$0.23$0.60$0.83$4.67$6.3316.21%
$5.00Nov 20$0.50$0.35$0.85$4.15$5.8516.60%
$5.50Nov 27$0.30$0.68$0.98$4.52$6.4819.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 21 found (cheapest 2.15% of stock, avg 7.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$6.00$4.50Oct 30$0.03$0.08$0.11$4.39$6.11
$6.00$4.50Nov 6$0.08$0.10$0.18$4.32$6.18
$5.50$4.50Oct 30$0.13$0.08$0.21$4.29$5.71
$6.00$4.50Nov 13$0.13$0.15$0.28$4.22$6.28
$6.00$4.50Nov 20$0.13$0.15$0.28$4.22$6.28
$5.50$4.50Nov 6$0.18$0.10$0.28$4.22$5.78
$6.00$5.00Oct 30$0.03$0.20$0.23$4.77$6.23
$5.50$5.00Oct 30$0.13$0.20$0.33$4.67$5.83
$6.00$4.50Nov 27$0.20$0.20$0.40$4.10$6.40
$6.00$5.00Nov 6$0.08$0.25$0.33$4.67$6.33

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. 11 found (best R:R 4.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$5.00$5.50$6.00Oct 30$0.09$0.4151%4.56
$4.50$5.00$5.50Nov 20$0.05$0.4538%9.00
$5.00$5.50$6.00Nov 6$0.07$0.4340%6.14
$4.50$5.00$5.50Oct 30$0.17$0.3352%1.94
$5.00$5.50$6.00Nov 20$0.13$0.3736%2.85
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$4.50$5.00$5.50Nov 6$0.15$0.3545%2.33
$4.50$5.00$5.50Oct 30$0.18$0.3252%1.78
$5.00$5.50$6.00Nov 13$0.12$0.3834%3.17
$4.50$5.00$5.50Nov 27$0.12$0.3834%3.17
$4.50$5.00$5.50Nov 13$0.15$0.3539%2.33

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 $-0.18, 4 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$4.50$5.001:2Nov 20-$0.20$0.30
$5.50$6.001:2Nov 27-$0.10$0.40
$4.50$5.501:2Nov 13$0.11$0.89
$5.00$5.501:2Oct 30$0.06$0.44
$5.50$6.001:2Oct 30$0.07$0.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$6.00$5.501:2Nov 13-$0.18$0.32
$5.50$5.001:2Nov 27-$0.08$0.42
$6.00$5.501:2Oct 30$0.08$0.42
$6.00$5.001:2Nov 20$0.32$0.68
$5.50$5.001:2Nov 6$0.05$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 4.88%, avg 3.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$5.50Dec 4$0.250.437.4%4.88%12.30%--52
$5.50Nov 27$0.250.427.4%4.88%12.30%213
$6.00Nov 27$0.150.2917.2%2.93%20.12%64
$5.50Nov 20$0.200.407.4%3.91%11.33%4649
$5.50Nov 13$0.200.387.4%3.91%11.33%378
$6.00Nov 13$0.100.2417.2%1.95%19.14%--121
$6.00Nov 20$0.100.2417.2%1.95%19.14%394.3K
$5.50Nov 6$0.150.357.4%2.93%10.35%3200
$5.50Oct 30$0.100.317.4%1.95%9.37%4061.9K

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 3,892
Total Puts 532
Put/Call Ratio 0.14
Net Difference 3,360

Prior's Put/Call Breakdown

Total Calls 4,402
Total Puts 6,174
Put/Call Ratio 1.40
Net Difference -1,772

Prior 7-Day Put/Call Summary

Total Calls 107,260
Total Puts 25,245
Average Put/Call Ratio 0.55
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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