Pre-market
⌘K
Sign in Sign up

Aurora Innovation AUR 4.03 -0.05 -1.23%

Previous-day view · Thu Nov 5 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
ATM IV
0.684
Put Call Ratio (OI)
0.166
Put Call Ratio (Vol)
0.61
IV Rank
19.1
IV Percentile
15.4
Max pain
4.5

Gamma exposure (2026-11-05)

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}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-16.1
16.1
View values by strike
AUR · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
1.00 434 0
1.50 468 -0.499
2.00 603 -2.3 K
2.50 529 -102
3.00 18.6 K -29.1 K
3.50 2.9 K -12.5 K
4.00 23.1 K -89.7 K
4.50 15.7 K -39.1 K
5.00 130 K -46.1 K
5.50 20.6 K -21.1 K
6.00 20.4 K -2.15 K
6.50 1.68 K -4.57
7.00 200 K -13.7 K
7.50 19 -40.6
8.00 84.9 K -2.44 K
8.50 13.2 -13.4
9.00 40.4 K -20.1
9.50 0 -9.4
10.00 180 K -619
10.50 0 -1.43
11.00 16 K -12.5
12.00 41.4 K -1.83
13.00 454 0
14.00 295 0
15.00 8.37 K 0
16.00 233 1.35e-8
17.00 3.55 K -0.801
20.00 6.89 K 0