Share price$6.29
1D
Price history unavailable.
Aura Biosciences Inc AURA
HEALTHCARE · BIOTECHNOLOGYi
Market dataready · fetched 2026-10-28T12:20:19.752Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-28T09:35:02.868674343Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-28T12:20:20.201860+00:00
Aura Biosciences Inc options
PutsExpensive3.00×
CallsExpensive4.54×
SkewBullish-98.17 pp
Implied move——
TiltBearish71.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | 8.18 | 205.8% | 11.5% | |||
| 65Δ | 8.47 | 192.2% | 9.7% | |||
| 70Δ | 8.76 | 178.6% | 8.0% | |||
| 75Δ | 9.05 | 165.0% | 6.3% | |||
| 80Δ | 4.66 | 276.8% | 13.9% | 9.35 | 151.3% | 4.5% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.18
- IV
- 205.8%
- B/E move
- 11.5%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.47
- IV
- 192.2%
- B/E move
- 9.7%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 8.76
- IV
- 178.6%
- B/E move
- 8.0%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 9.05
- IV
- 165.0%
- B/E move
- 6.3%
80Δ
- Pseudo strike
- 4.66
- IV
- 276.8%
- B/E move
- 13.9%
- Pseudo strike
- 9.35
- IV
- 151.3%
- B/E move
- 4.5%
Options history
No recorded observations