Aurora Innovation Inc. (AUR) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Aurora Innovation Inc.

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

Aurora Innovation Greeks

Delta, Gamma, Theta, and Vega Greek Charts for AUR options.

Delta Table

Strike Price Delta Gamma Theta Vega
1.00 0.9966 0.0026 -0.0033 0.0002
1.50 0.9810 0.0124 -0.0153 0.0004
2.00 0.9462 0.0300 -0.0369 0.0010
2.50 0.8918 0.0530 -0.0651 0.0018
3.00 0.8208 0.0782 -0.0959 0.0026
3.50 0.8283 0.0997 -0.0715 0.0025
4.00 0.8615 0.0781 -0.0449 0.0018
4.50 0.6957 0.2093 -0.0823 0.0038
5.00 0.6667 0.4022 -0.0446 0.0042
5.50 0.5608 0.8358 -0.0303 0.0049
6.00 0.0114 1.5201 -0.032 0.0066
6.50 -0.745 0.4643 -0.0153 0.0027
7.00 -0.8328 0.2776 -0.0155 0.0021
7.50 -0.446 0.3457 -0.0937 0.0053
8.00 -0.3283 0.2625 -0.1472 0.0058
8.50 -0.1333 0.1916 -0.2302 0.0065
9.00 -0.3581 0.2117 -0.1717 0.0058
9.50 -0.4476 0.2053 -0.1539 0.0055
10.00 -0.3317 0.1811 -0.2082 0.0061
10.50 -0.3652 0.1735 -0.2083 0.0059
11.00 -0.4062 0.1672 -0.2037 0.0058
12.50 -0.5272 0.1490 -0.1812 0.0052