AUR Moves

Aurora Innovation AUR 4.03 -0.05 -1.23%

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Expected move

November 05, 2026 close · $3.95

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±4.1% ±$0.16	$3.79 – $4.11	$3.75 – $4.15	$3.60 – $4.30
2 sessions	±5.7% ±$0.23	$3.72 – $4.18	$3.68 – $4.22	$3.46 – $4.44
3 sessions	±7.2% ±$0.29	$3.66 – $4.24	$3.61 – $4.29	$3.34 – $4.56
1 week	±9.2% ±$0.36	$3.59 – $4.31	$3.51 – $4.39	$3.18 – $4.72
2 weeks	±12.9% ±$0.51	$3.44 – $4.46	$3.32 – $4.58	$2.86 – $5.04
3 weeks	±15.0% ±$0.59	$3.36 – $4.54	$3.21 – $4.69	$2.70 – $5.20
1 month	±17.0% ±$0.67	$3.28 – $4.62	$3.11 – $4.79	$2.53 – $5.37

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 →