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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

Gamma exposure (2026-11-06)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
0.0
805.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-15.6
15.6
View values by strike
AUR · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
0.50 13.4 0
1.00 170 0
1.50 175 -0.471
2.00 441 -2.21 K
2.50 61 -97
3.00 6.39 K -29.8 K
3.50 478 -10.1 K
4.00 29.5 K -80.9 K
4.50 40.1 K -78.9 K
5.00 185 K -62.9 K
5.50 29.6 K -26.5 K
6.00 28.8 K -21.5 K
6.50 2.4 K -8.87
7.00 254 K -21 K
7.50 25.3 -24.3
8.00 111 K -3.66 K
8.50 3.76 -10.5
9.00 51.2 K -34.4
9.50 0 -11.4
10.00 223 K -2.78 K
10.50 0 -3.47
11.00 19.5 K -17.7
12.00 50.9 K -33.3
13.00 544 -2.88
14.00 351 0
15.00 10.2 K -2.73
16.00 274 -3.93
17.00 4.16 K -1.19
20.00 7.96 K 0