Aurora Innovation Inc. (AUR)
NASDAQ: AUR
· Real-Time Price · USD
5.50
-0.09 (-1.61%)
At close: Sep 26, 2025, 3:59 PM
5.51
0.09%
After-hours: Sep 26, 2025, 07:57 PM EDT
AUR Delta Exposure By Expiry
The total Delta Exposure (DEX) for AUR across all expirations shows 294,807.24 net shares that market makers must hedge, with 393,825.8 from calls and 99,018.56 from puts. The put-call delta ratio of 0.25 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks.
AUR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 3, 25 | 5,318.36 | -8,589 | -3,270.64 | 1.61 |
| Oct 10, 25 | 2,182.98 | -1,706.38 | 476.6 | 0.78 |
| Oct 17, 25 | 11,678.8 | -5,153.04 | 6,525.76 | 0.44 |
| Oct 24, 25 | 1,432.11 | -998.73 | 433.38 | 0.70 |
| Oct 31, 25 | 3,391.81 | -405.9 | 2,985.91 | 0.12 |
| Nov 7, 25 | 41.44 | -12.01 | 29.43 | 0.29 |
| Nov 21, 25 | 3,147.15 | -820.14 | 2,327.01 | 0.26 |
| Dec 19, 25 | 48,385.92 | -20,642.05 | 27,743.87 | 0.43 |
| Jan 16, 26 | 112,212.51 | -19,588.96 | 92,623.55 | 0.17 |
| Mar 20, 26 | 67,978.29 | -4,723.48 | 63,254.81 | 0.07 |
| May 15, 26 | 65.09 | -49.66 | 15.43 | 0.76 |
| Jan 15, 27 | 133,191.86 | -36,193.01 | 96,998.85 | 0.27 |
| Jan 21, 28 | 4,799.48 | -136.2 | 4,663.28 | 0.03 |