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 Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for AUR across all expirations is 106,596 shares per 1% move, with 142,108.16 from calls and 35,512.16 from puts. The put-call GEX ratio of 0.25 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness.
AUR GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Oct 3, 25 | 14,004 | -7,554.69 | 6,449.31 | 0.54 |
| Oct 10, 25 | 3,148.4 | -818.01 | 2,330.39 | 0.26 |
| Oct 17, 25 | 15,437.96 | -2,805.85 | 12,632.11 | 0.18 |
| Oct 24, 25 | 1,354.86 | -657.14 | 697.72 | 0.49 |
| Oct 31, 25 | 2,531.16 | -183.87 | 2,347.29 | 0.07 |
| Nov 7, 25 | 28.88 | -5.65 | 23.23 | 0.20 |
| Nov 21, 25 | 2,323.21 | -377.32 | 1,945.89 | 0.16 |
| Dec 19, 25 | 22,176.39 | -8,614.79 | 13,561.6 | 0.39 |
| Jan 16, 26 | 35,331.5 | -5,685.36 | 29,646.14 | 0.16 |
| Mar 20, 26 | 23,186.41 | -1,421.45 | 21,764.96 | 0.06 |
| May 15, 26 | 12.01 | -12.9 | -0.89 | 1.07 |
| Jan 15, 27 | 22,077.37 | -7,348.55 | 14,728.82 | 0.33 |
| Jan 21, 28 | 496.01 | -26.58 | 469.43 | 0.05 |