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Aurora Innovation Inc AUR

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-21T17:01:28.519Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:23.924265161Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:27.950515+00:00

Share price$5.13
1D+1.3%
$5.02$5.06$5.10$5.14$5.185:30 AM6:30 AM9:00 AM1:00 PMAUR
Sold putSold call

Aurora Innovation Inc options

Live interpolated AUR call and put midpoint premiums by absolute delta.Aurora Innovation Inc$0.00$1.44$2.89$4.33$5.77$3.00$4.09$5.17$6.26$7.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AUR spot · $5.13AUR PRICE$0.26$0.35$0.36$0.34$0.32$0.30$0.27$0.25$0.23$0.21$0.53$1.02$1.69$0.10$0.09$0.08$0.23$0.78$1.34$1.89$2.44$3.00$3.07$2.65$2.23$5.35
PutsExpensive5.71×
CallsExpensive4.50×
SkewBullish-24.51 pp
Implied moveBearish±$2.16
TiltBearish58.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.92763.4%98.6%4.52213.8%13.7%
25Δ9.19784.6%86.2%4.70166.7%10.1%
30Δ8.26699.7%68.2%4.87119.7%6.5%
35Δ7.81615.6%59.0%5.12120.7%4.6%
40Δ7.36531.5%49.9%5.55244.1%6.9%
45Δ6.92447.3%40.8%5.99367.5%9.3%
50Δ6.47363.2%31.6%6.42491.0%11.7%
55Δ6.03279.1%22.5%6.85614.4%14.0%
60Δ5.58194.9%13.4%7.28737.8%16.4%
65Δ5.14110.8%4.3%7.41739.6%15.2%
70Δ4.73206.9%2.7%7.24618.0%10.5%
75Δ4.33382.5%4.4%7.07496.4%5.7%
80Δ3.88596.7%8.6%9.78727.8%13.6%

20Δ

Calls
Pseudo strike
9.92
IV
763.4%
B/E move
98.6%
Puts
Pseudo strike
4.52
IV
213.8%
B/E move
13.7%

25Δ

Calls
Pseudo strike
9.19
IV
784.6%
B/E move
86.2%
Puts
Pseudo strike
4.70
IV
166.7%
B/E move
10.1%

30Δ

Calls
Pseudo strike
8.26
IV
699.7%
B/E move
68.2%
Puts
Pseudo strike
4.87
IV
119.7%
B/E move
6.5%

35Δ

Calls
Pseudo strike
7.81
IV
615.6%
B/E move
59.0%
Puts
Pseudo strike
5.12
IV
120.7%
B/E move
4.6%

40Δ

Calls
Pseudo strike
7.36
IV
531.5%
B/E move
49.9%
Puts
Pseudo strike
5.55
IV
244.1%
B/E move
6.9%

45Δ

Calls
Pseudo strike
6.92
IV
447.3%
B/E move
40.8%
Puts
Pseudo strike
5.99
IV
367.5%
B/E move
9.3%

50Δ

Calls
Pseudo strike
6.47
IV
363.2%
B/E move
31.6%
Puts
Pseudo strike
6.42
IV
491.0%
B/E move
11.7%

55Δ

Calls
Pseudo strike
6.03
IV
279.1%
B/E move
22.5%
Puts
Pseudo strike
6.85
IV
614.4%
B/E move
14.0%

60Δ

Calls
Pseudo strike
5.58
IV
194.9%
B/E move
13.4%
Puts
Pseudo strike
7.28
IV
737.8%
B/E move
16.4%

65Δ

Calls
Pseudo strike
5.14
IV
110.8%
B/E move
4.3%
Puts
Pseudo strike
7.41
IV
739.6%
B/E move
15.2%

70Δ

Calls
Pseudo strike
4.73
IV
206.9%
B/E move
2.7%
Puts
Pseudo strike
7.24
IV
618.0%
B/E move
10.5%

75Δ

Calls
Pseudo strike
4.33
IV
382.5%
B/E move
4.4%
Puts
Pseudo strike
7.07
IV
496.4%
B/E move
5.7%

80Δ

Calls
Pseudo strike
3.88
IV
596.7%
B/E move
8.6%
Puts
Pseudo strike
9.78
IV
727.8%
B/E move
13.6%

Options history

AUR51.32156.15260.982026-07-23: 152.74%2026-07-24: 89.06%2026-07-27: 103.31%2026-07-28: 111.21%2026-07-29: 179.11%2026-07-31: 71.50%2026-08-03: 75.36%2026-08-04: 76.60%2026-08-05: 156.21%2026-08-07: 125.26%2026-08-10: 79.82%2026-08-11: 69.25%2026-08-12: 158.22%2026-08-13: 191.10%2026-08-14: 97.38%2026-08-17: 84.48%2026-08-18: 131.06%2026-08-21: 89.48%2026-08-24: 130.94%2026-08-25: 104.35%2026-08-26: 195.13%2026-08-28: 142.73%2026-08-31: 161.43%2026-09-01: 105.44%2026-09-02: 246.52%2026-09-03: 172.03%2026-09-04: 100.00%2026-09-08: 111.17%2026-09-09: 87.11%2026-09-10: 235.32%2026-09-11: 65.78%2026-09-14: 80.63%2026-09-16: 96.95%2026-09-17: 89.67%2026-09-18: 169.97%2026-09-21: 107.74%2026-09-22: 79.88%2026-09-23: 76.06%2026-09-24: 165.05%2026-09-25: 130.48%2026-09-28: 81.30%2026-09-29: 231.75%2026-09-30: 202.45%2026-10-01: 113.88%2026-10-02: 143.71%2026-10-05: 192.09%2026-10-06: 150.54%2026-10-07: 215.93%2026-10-09: 95.13%2026-10-12: 117.33%2026-10-13: 123.48%2026-10-14: 170.00%2026-10-16: 103.29%2026-10-19: 103.34%2026-10-20: 175.07%Jul 23Oct 20
Table
DateIV
152.74%
89.06%
103.31%
111.21%
179.11%
71.50%
75.36%
76.60%
156.21%
125.26%
79.82%
69.25%
158.22%
191.10%
97.38%
84.48%
131.06%
89.48%
130.94%
104.35%
195.13%
142.73%
161.43%
105.44%
246.52%
172.03%
100.00%
111.17%
87.11%
235.32%
65.78%
80.63%
96.95%
89.67%
169.97%
107.74%
79.88%
76.06%
165.05%
130.48%
81.30%
231.75%
202.45%
113.88%
143.71%
192.09%
150.54%
215.93%
95.13%
117.33%
123.48%
170.00%
103.29%
103.34%
175.07%