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Aurinia Pharmaceuticals Inc AUPH 16.65 -0.56 -3.25%

Previous-day view · Fri Oct 30 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

No chain in the last ten days can size a move for AUPH.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±9.62%
Average actual move
4.15%
Beyond the implied move
0 / 2
Median IV change
-19.63%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±8.62% -6.80% 0.79× —
May 12, 2025 ±10.63% +1.50% 0.14× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →