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Aurora Innovation AUR 4.41 0.38 9.43%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 06, 2026 close · $4.42
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.4% ±$0.15 $4.27 – $4.57 $4.24 – $4.60 $4.10 – $4.74
2 sessions ±4.7% ±$0.21 $4.21 – $4.63 $4.17 – $4.67 $3.97 – $4.87
3 sessions ±6.0% ±$0.26 $4.16 – $4.68 $4.11 – $4.73 $3.86 – $4.98
1 week ±7.6% ±$0.33 $4.08 – $4.75 $4.01 – $4.83 $3.71 – $5.13
2 weeks ±10.6% ±$0.47 $3.95 – $4.89 $3.84 – $5.00 $3.42 – $5.42
3 weeks ±13.3% ±$0.59 $3.83 – $5.01 $3.69 – $5.15 $3.18 – $5.66
1 month ±16.2% ±$0.71 $3.70 – $5.13 $3.53 – $5.31 $2.90 – $5.94
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±12.54%
Average actual move
12.01%
Beyond the implied move
2 / 6
Median IV change
-25.07%
Reaction session Implied Actual Used ATM IV before → after
October 29, 2026 ±10.31% -13.46% 1.30× —
July 30, 2026 ±12.12% +4.35% 0.36× —
May 07, 2026 ±10.66% -1.79% 0.17× —
July 31, 2025 ±12.52% +0.35% 0.03× 97.6% → 69.5%
May 09, 2025 ±12.58% -6.06% 0.48× 114.5% → 90.0%
February 13, 2025 ±17.05% +46.05% 2.70× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →