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Aurora Innovation AUR 4.41 0.38 9.43%

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ATM IV
0.984
Put Call Ratio (OI)
0.17
Put Call Ratio (Vol)
0.641
IV Rank
61.8
IV Percentile
93.5
Max pain
4

Delta exposure (2026-11-06)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
0.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-15.6
15.6
View values by strike
AUR · Delta exposure · 2026-11-06. Delta-weighted share equivalents.
StrikeCallsPuts
0.50 13.7 K 0
1.00 65.4 K 0
1.50 84.2 K -5.16
2.00 58 K -25 K
2.50 4.56 K -1.51 K
3.00 865 K -202 K
3.50 21.2 K -41.3 K
4.00 507 K -530 K
4.50 132 K -359 K
5.00 2.48 M -738 K
5.50 250 K -382 K
6.00 208 K -428 K
6.50 9.95 K -300
7.00 3.46 M -533 K
7.50 137 -1.79 K
8.00 702 K -118 K
8.50 23.5 -1.17 K
9.00 324 K -1.97 K
9.50 0 -549
10.00 2.53 M -116 K
10.50 0 -252
11.00 213 K -798
12.00 575 K -1.16 K
13.00 6.32 K -162
14.00 3.82 K 0
15.00 114 K -157
16.00 2.89 K -237
17.00 44.7 K -82.3
20.00 73.5 K 0