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Aurora Innovation, Inc. Class A Common Stock AUR

i

Market dataready · fetched 2026-11-10T22:27:59.627Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:15:57.063813642Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:20:43.748994+00:00

Share price$4.52
1D-0.7%
AH$4.40$4.46$4.53$4.59$4.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAUR
Sold putSold callAH

Aurora Innovation, Inc. Class A Common Stock options

Live interpolated AUR call and put midpoint premiums by absolute delta.Aurora Innovation, Inc. Class A Common Stock$0.04$0.15$0.26$0.37$0.49$4.15$4.33$4.51$4.69$4.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive AUR spot · $4.52AUR PRICE$0.08$0.09$0.11$0.12$0.14$0.16$0.20$0.25$0.29$0.33$0.38$0.05$0.07$0.08$0.09$0.11$0.12$0.18$0.25$0.32$0.39$0.45
Puts——
Calls——
Skew——
Implied moveBearish±$0.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.13106.4%9.7%
25Δ4.20101.9%8.5%
30Δ4.7991.9%7.8%4.2797.4%7.2%
35Δ4.7390.5%6.7%4.3492.9%6.0%
40Δ4.6789.1%5.7%4.4288.5%4.7%
45Δ4.6187.7%4.7%4.4984.0%3.5%
50Δ4.5586.3%3.7%4.5690.3%3.0%
55Δ4.4985.0%2.8%4.6599.3%2.7%
60Δ4.4383.6%2.5%4.73108.2%2.5%
65Δ4.3782.2%2.2%4.81117.2%2.2%
70Δ4.3180.8%1.8%4.89126.2%1.9%
75Δ4.2679.4%1.5%
80Δ4.2078.1%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.13
IV
106.4%
B/E move
9.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.20
IV
101.9%
B/E move
8.5%

30Δ

Calls
Pseudo strike
4.79
IV
91.9%
B/E move
7.8%
Puts
Pseudo strike
4.27
IV
97.4%
B/E move
7.2%

35Δ

Calls
Pseudo strike
4.73
IV
90.5%
B/E move
6.7%
Puts
Pseudo strike
4.34
IV
92.9%
B/E move
6.0%

40Δ

Calls
Pseudo strike
4.67
IV
89.1%
B/E move
5.7%
Puts
Pseudo strike
4.42
IV
88.5%
B/E move
4.7%

45Δ

Calls
Pseudo strike
4.61
IV
87.7%
B/E move
4.7%
Puts
Pseudo strike
4.49
IV
84.0%
B/E move
3.5%

50Δ

Calls
Pseudo strike
4.55
IV
86.3%
B/E move
3.7%
Puts
Pseudo strike
4.56
IV
90.3%
B/E move
3.0%

55Δ

Calls
Pseudo strike
4.49
IV
85.0%
B/E move
2.8%
Puts
Pseudo strike
4.65
IV
99.3%
B/E move
2.7%

60Δ

Calls
Pseudo strike
4.43
IV
83.6%
B/E move
2.5%
Puts
Pseudo strike
4.73
IV
108.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
4.37
IV
82.2%
B/E move
2.2%
Puts
Pseudo strike
4.81
IV
117.2%
B/E move
2.2%

70Δ

Calls
Pseudo strike
4.31
IV
80.8%
B/E move
1.8%
Puts
Pseudo strike
4.89
IV
126.2%
B/E move
1.9%

75Δ

Calls
Pseudo strike
4.26
IV
79.4%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.20
IV
78.1%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend77.79%
Daily close
AUR45.3%168.9%292.4%2026-08-12: 139.72%2026-08-13: 116.00%2026-08-14: 99.60%2026-08-17: 73.58%2026-08-18: 127.30%2026-08-21: 89.34%2026-08-24: 139.44%2026-08-25: 97.42%2026-08-26: 195.15%2026-08-28: 142.74%2026-09-01: 102.24%2026-09-02: 246.66%2026-09-03: 183.87%2026-09-04: 95.85%2026-09-08: 107.02%2026-09-09: 81.29%2026-09-10: 235.48%2026-09-11: 62.37%2026-09-14: 76.24%2026-09-17: 83.97%2026-09-18: 171.19%2026-09-21: 82.75%2026-09-22: 79.88%2026-09-23: 106.70%2026-09-24: 159.38%2026-09-25: 134.56%2026-09-28: 104.12%2026-09-29: 229.45%2026-09-30: 226.88%2026-10-01: 118.14%2026-10-02: 143.71%2026-10-05: 191.84%2026-10-06: 150.54%2026-10-07: 221.50%2026-10-09: 93.14%2026-10-12: 123.46%2026-10-13: 123.06%2026-10-14: 150.73%2026-10-16: 159.34%2026-10-19: 101.39%2026-10-20: 187.37%2026-10-21: 193.78%2026-10-23: 92.48%2026-10-26: 171.71%2026-10-27: 202.65%2026-10-28: 275.33%2026-10-30: 77.79%Aug 12Sep 23Oct 30
47 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
139.72%
116.00%
99.60%
73.58%
127.30%
89.34%
139.44%
97.42%
195.15%
142.74%
102.24%
246.66%
183.87%
95.85%
107.02%
81.29%
235.48%
62.37%
76.24%
83.97%
171.19%
82.75%
79.88%
106.70%
159.38%
134.56%
104.12%
229.45%
226.88%
118.14%
143.71%
191.84%
150.54%
221.50%
93.14%
123.46%
123.06%
150.73%
159.34%
101.39%
187.37%
193.78%
92.48%
171.71%
202.65%
275.33%
77.79%