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Aurinia Pharmaceuticals Inc AUPH

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T03:39:10.816Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T21:44:31.531305194Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T03:39:09.485005+00:00

Share price$17.02
1D+0.3%
AH$16.61$16.71$16.82$16.92$17.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAUPH
Sold putSold callAH

Aurinia Pharmaceuticals Inc options

Live interpolated AUPH call and put midpoint premiums by absolute delta.Aurinia Pharmaceuticals Inc$0.25$1.30$2.35$3.40$4.45$12.10$14.57$17.04$19.51$21.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AUPH spot · $17.02AUPH PRICE$0.46$0.37$0.53$0.45$1.37$1.19$1.01$1.09$2.04$2.81$2.72$2.63$3.17$1.53$0.94$0.44$0.55$0.67$0.78$2.03$2.55$2.63$2.71$3.19$3.67$4.15
PutsExpensive2.03×
CallsExpensive1.85×
SkewBullish-0.76 pp
Implied moveBearish±$3.04
TiltBearish13.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.5997.8%35.4%12.31209.9%36.7%
25Δ19.1653.7%14.7%14.52114.1%20.2%
30Δ19.3466.0%16.8%16.1043.9%8.0%
35Δ18.0242.0%8.6%16.3843.8%7.0%
40Δ20.97132.5%31.3%16.6743.7%6.0%
45Δ19.54100.3%21.8%16.9543.5%5.0%
50Δ18.1168.1%12.4%17.7284.9%7.8%
55Δ16.8951.5%5.6%18.2694.2%7.7%
60Δ16.4089.1%8.4%18.6385.0%6.0%
65Δ15.93116.5%10.1%19.0175.9%4.2%
70Δ15.5397.6%7.2%19.6375.0%3.4%
75Δ15.1478.7%4.4%20.2574.2%2.6%
80Δ14.3677.5%3.0%20.8773.4%1.8%

20Δ

Calls
Pseudo strike
22.59
IV
97.8%
B/E move
35.4%
Puts
Pseudo strike
12.31
IV
209.9%
B/E move
36.7%

25Δ

Calls
Pseudo strike
19.16
IV
53.7%
B/E move
14.7%
Puts
Pseudo strike
14.52
IV
114.1%
B/E move
20.2%

30Δ

Calls
Pseudo strike
19.34
IV
66.0%
B/E move
16.8%
Puts
Pseudo strike
16.10
IV
43.9%
B/E move
8.0%

35Δ

Calls
Pseudo strike
18.02
IV
42.0%
B/E move
8.6%
Puts
Pseudo strike
16.38
IV
43.8%
B/E move
7.0%

40Δ

Calls
Pseudo strike
20.97
IV
132.5%
B/E move
31.3%
Puts
Pseudo strike
16.67
IV
43.7%
B/E move
6.0%

45Δ

Calls
Pseudo strike
19.54
IV
100.3%
B/E move
21.8%
Puts
Pseudo strike
16.95
IV
43.5%
B/E move
5.0%

50Δ

Calls
Pseudo strike
18.11
IV
68.1%
B/E move
12.4%
Puts
Pseudo strike
17.72
IV
84.9%
B/E move
7.8%

55Δ

Calls
Pseudo strike
16.89
IV
51.5%
B/E move
5.6%
Puts
Pseudo strike
18.26
IV
94.2%
B/E move
7.7%

60Δ

Calls
Pseudo strike
16.40
IV
89.1%
B/E move
8.4%
Puts
Pseudo strike
18.63
IV
85.0%
B/E move
6.0%

65Δ

Calls
Pseudo strike
15.93
IV
116.5%
B/E move
10.1%
Puts
Pseudo strike
19.01
IV
75.9%
B/E move
4.2%

70Δ

Calls
Pseudo strike
15.53
IV
97.6%
B/E move
7.2%
Puts
Pseudo strike
19.63
IV
75.0%
B/E move
3.4%

75Δ

Calls
Pseudo strike
15.14
IV
78.7%
B/E move
4.4%
Puts
Pseudo strike
20.25
IV
74.2%
B/E move
2.6%

80Δ

Calls
Pseudo strike
14.36
IV
77.5%
B/E move
3.0%
Puts
Pseudo strike
20.87
IV
73.4%
B/E move
1.8%

Options history

No recorded observations