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AURU

Options Analysis Report
Market Cap: --
● 2026-02-20$11.71
BEARISH
Analysis: 2026-02-19 EOD data
1Y -56.3%YTD +6.4%7D +0.0%
540
30D
±22.9%
28%

AURU Options Overview

bearish flow. No clear edge detected.

REWARDS

RISK ANALYSIS

5.7VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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AURU Gamma Walls

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Value

Is IV priced right?

5.5
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 50.0% — elevated vs history

<1.05x

IV/HV 1.00x — IV ≤ HV

Sector Relative≤50%

Sector percentile 50% — below sector median

<1.1x

Front/Back 2.29x — backwardation

<1.25x

Put/Call IV 1.00x — normal

<80%

ATM IV 0.0% — normal range

<80%

Effective IV 183.8% (ATM 0.0% + spread 91.9% + bias) — expensive

<3.0%

Total drag 135.31% (spread 91.89% + slippage 43.42%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 91.89%) — spread drag

Sentiment

Bullish or bearish?

6.8
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Moderate signal (Conviction: +95%, Raw: +86%)
|net sentiment| ≥25%

Conviction-weighted: +95% (strong bullish) — Raw: +86%

≥15%

|OI skew| 94.6% — put-heavy

Same sign, |vol skew| ≥10%

Vol skew -92.6%, OI skew -94.6% — aligned

≥2/3 conditions

0-DTE 63%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +0%, ATM: +0%, OTM: +86% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 98% — very bearish vs sector

Activity

Unusual activity?

4.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks4/9 checks passed
≥1.5x

Volume 0.2x avg — normal

≥15%

Vol/OI 5.5% — normal turnover

≥60%

Top 3 strikes = 50% — dispersed

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +7638.9% (5d) — building

Sector Relative≥60%

Sector activity percentile 74% — active vs sector

≥30%

Large trade volume 20% — mixed

≥60%

Aggressive execution 114% — highly urgent

≥30

Conviction +95 (bullish) — strong conviction

Liquidity

Can I trade efficiently?

4.0
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks4/8 checks passed
≤5.0%

Spread 91.9% — wide

≥10,000

OI 9,751 — thin

≥500

Volume 540/day — adequate

≤$0.50

$4.59 to cross — expensive

≥5 strikes

10 liquid strikes — good coverage

Sector Relative≤40%

Sector spread percentile 0% — much tighter than sector

≥100 contracts

Depth 189.39999999999998 contracts (bid:33.3 ask:156.1) — adequate

<1.0%

Avg slippage 43.42% — poor

Timing

Is now a good time?

7.6
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks7/9 checks passed
|slope| ≥5%

Slope +129.3% — backwardation

<30 or >70

IV percentile 50% — neutral

≥10pts kink

IV kink 26.6pts — event priced

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No earnings detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +95% @ 97% consistency — STRONG directional (bullish)

≥40 composite score

Score 50 (ITM 20% + inst 20%) — moderate institutional

Directional Strategy Fit

Option Buyers
Long Calls6.0
bullishIV fair, bullish flow
Long Puts4.8
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.7
bullishIV fair, bullish flow
Covered Call4.4
bearishIV fair, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

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