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Aurinia Pharmaceuticals Inc Ordinary Shares AUPH

i

Market dataready · fetched 2026-11-11T03:54:19.032Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T21:00:01.176249742Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T03:54:18.788124+00:00

Share price$16.30
1D-1.9%
AH$16.21$16.33$16.45$16.56$16.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAUPH
Sold putSold callAH

Aurinia Pharmaceuticals Inc Ordinary Shares options

Live interpolated AUPH call and put midpoint premiums by absolute delta.Aurinia Pharmaceuticals Inc Ordinary Shares$0.29$0.97$1.66$2.34$3.03$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAUPH PRICE$2.52$2.83$0.36$0.43$0.50$0.52$0.54$0.56$0.58
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ15.4566.6%7.5%
35Δ15.7263.7%6.2%
40Δ15.9860.8%5.0%
45Δ16.0956.7%4.5%
50Δ16.1952.6%4.0%
55Δ16.2948.4%3.5%
60Δ15.90217.6%13.0%16.3944.3%3.0%
65Δ15.16213.2%10.4%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.45
IV
66.6%
B/E move
7.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.72
IV
63.7%
B/E move
6.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.98
IV
60.8%
B/E move
5.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.09
IV
56.7%
B/E move
4.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.19
IV
52.6%
B/E move
4.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.29
IV
48.4%
B/E move
3.5%

60Δ

Calls
Pseudo strike
15.90
IV
217.6%
B/E move
13.0%
Puts
Pseudo strike
16.39
IV
44.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
15.16
IV
213.2%
B/E move
10.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend40.98%
Daily EOD
AUPH39.5%50.4%61.2%2026-10-19: 57.16%2026-10-20: 57.63%2026-10-21: 57.06%2026-10-22: 46.37%2026-10-23: 58.66%2026-10-26: 46.88%2026-10-27: 46.39%2026-10-28: 59.74%2026-10-29: 54.15%2026-10-30: 40.98%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.16%
57.63%
57.06%
46.37%
58.66%
46.88%
46.39%
59.74%
54.15%
40.98%