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Aurora Innovation Inc AUR

CONSUMER CYCLICAL · AUTO PARTS

i

Share price$5.11

1D+1.1%

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Aurora Innovation Inc options

EXP

PutsExpensive6.13×

CallsExpensive4.46×

SkewBearish+15.37 pp

Implied moveBearish±$1.98

TiltBearish63.4% PUT

Table

Values and derived Greeks for the plotted delta buckets
Delta	Calls			Puts
Delta	Pseudo strike	IV	B/E move	Pseudo strike	IV	B/E move
20Δ	9.92	772.6%	99.2%	4.51	216.1%	13.7%
25Δ	9.19	794.2%	86.8%	4.65	181.8%	10.9%
30Δ	8.24	705.7%	68.3%	4.80	147.4%	8.0%
35Δ	7.76	615.2%	58.5%	4.94	113.0%	5.2%
40Δ	7.28	524.8%	48.7%	5.30	182.8%	5.8%
45Δ	6.81	434.4%	38.9%	5.78	317.0%	8.5%
50Δ	6.33	344.0%	29.1%	6.25	451.1%	11.2%
55Δ	5.85	253.6%	19.3%	6.73	585.3%	13.9%
60Δ	5.38	163.1%	9.5%	7.21	719.5%	16.7%
65Δ	4.93	122.1%	2.0%	7.81	800.0%	16.9%
70Δ	4.60	262.7%	3.3%	8.59	800.0%	13.4%
75Δ	4.28	403.3%	4.6%	9.37	800.0%	9.9%
80Δ	3.97	518.4%	5.4%	10.22	800.0%	10.9%

20Δ

Calls

Pseudo strike: 9.92
IV: 772.6%
B/E move: 99.2%

Puts

Pseudo strike: 4.51
IV: 216.1%
B/E move: 13.7%

25Δ

Calls

Pseudo strike: 9.19
IV: 794.2%
B/E move: 86.8%

Puts

Pseudo strike: 4.65
IV: 181.8%
B/E move: 10.9%

30Δ

Calls

Pseudo strike: 8.24
IV: 705.7%
B/E move: 68.3%

Puts

Pseudo strike: 4.80
IV: 147.4%
B/E move: 8.0%

35Δ

Calls

Pseudo strike: 7.76
IV: 615.2%
B/E move: 58.5%

Puts

Pseudo strike: 4.94
IV: 113.0%
B/E move: 5.2%

40Δ

Calls

Pseudo strike: 7.28
IV: 524.8%
B/E move: 48.7%

Puts

Pseudo strike: 5.30
IV: 182.8%
B/E move: 5.8%

45Δ

Calls

Pseudo strike: 6.81
IV: 434.4%
B/E move: 38.9%

Puts

Pseudo strike: 5.78
IV: 317.0%
B/E move: 8.5%

50Δ

Calls

Pseudo strike: 6.33
IV: 344.0%
B/E move: 29.1%

Puts

Pseudo strike: 6.25
IV: 451.1%
B/E move: 11.2%

55Δ

Calls

Pseudo strike: 5.85
IV: 253.6%
B/E move: 19.3%

Puts

Pseudo strike: 6.73
IV: 585.3%
B/E move: 13.9%

60Δ

Calls

Pseudo strike: 5.38
IV: 163.1%
B/E move: 9.5%

Puts

Pseudo strike: 7.21
IV: 719.5%
B/E move: 16.7%

65Δ

Calls

Pseudo strike: 4.93
IV: 122.1%
B/E move: 2.0%

Puts

Pseudo strike: 7.81
IV: 800.0%
B/E move: 16.9%

70Δ

Calls

Pseudo strike: 4.60
IV: 262.7%
B/E move: 3.3%

Puts

Pseudo strike: 8.59
IV: 800.0%
B/E move: 13.4%

75Δ

Calls

Pseudo strike: 4.28
IV: 403.3%
B/E move: 4.6%

Puts

Pseudo strike: 9.37
IV: 800.0%
B/E move: 9.9%

80Δ

Calls

Pseudo strike: 3.97
IV: 518.4%
B/E move: 5.4%

Puts

Pseudo strike: 10.22
IV: 800.0%
B/E move: 10.9%

Options history

Table

Date	IV
2026-07-23	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%