Consumer Discretionary

Aurora Innovation, Inc. (AUR) options and signal

Figures as of 28 Sep 2026

AUR is Aurora Innovation, Inc., a Consumer Discretionary name the model ranks every trading day. The options figures are from the close on 28 Sep 2026. The model's figures are from 25 Sep 2026, one trading day behind the latest, as the Free plan shows them. Every model figure is paper trading.

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At a glance

Figure	Value	Date
IV rank	12 of 100	28 Sep
At the money IV	81.2%	28 Sep
Priced move to 30 Oct	24.0% down, 24.0% up	28 Sep
Call wall and put wall	7 and 6	28 Sep
Signal and the desk's view	No signal, view bullish	25 Sep
Last close	5.29	28 Sep
Next report	28 Oct 2026	28 Sep

Options Snapshot

AUR's IV rank is 12 of 100 on 28 Sep 2026.

Figure	Value
IV rank	12 of 100
At the money IV	81.2%, near month, 32 days
Put/call ratio, open interest	0.19
Call open interest, strikes captured near the price	250,000 contracts
Put open interest, strikes captured near the price	46,400 contracts
Cost to trade at the money	Wide, 80.0% of the option's mid price

IV rank is where the at the money IV sits among AUR's own weekly readings, 0 the lowest and 100 the highest.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Priced Range

On 28 Sep 2026, AUR options priced a move of 24.0 percent down and 24.0 percent up by 30 Oct 2026.

Expiry	Days	Down	Up	Range
2 Oct 2026	4	8.0%	11.8%	4.87 to 5.91
9 Oct 2026	11	11.4%	13.0%	4.69 to 5.98
23 Oct 2026	25	15.5%	15.7%	4.47 to 6.12
30 Oct 2026	32	24.0%	24.0%	4.02 to 6.56
20 Nov 2026	53	27.0%	28.2%	3.86 to 6.78
18 Dec 2026	81	30.8%	30.6%	3.66 to 6.91
19 Feb 2027	144	45.9%	46.5%	2.86 to 7.75

The range is one standard deviation either side of the close of 5.29, as the option prices imply it.

A priced move restates option prices at the close and says nothing certain about where the price goes.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Gamma Map

On 28 Sep 2026, AUR's call wall is the 7 strike and its put wall is the 6 strike.

Figure	Value
Call wall, most open call gamma	7
Put wall, most open put gamma	6
Net dollar gamma, calls minus puts	$680,771
Total dollar gamma, both sides	$1.2 million
Close	5.29

Dollar gamma is stated for a one percent move in the price.

Net is calls minus puts under the standard convention, not a record of who holds the contracts.

Net gamma changes sign at 2 strikes, so no single flip strike is named.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility History

On 28 Sep 2026, AUR's at the money IV is 81.2 percent against 20 day realized volatility of 69.4 percent.

Figure	Value
At the money IV	81.2%
Realized volatility, 20 trading days	69.4%
Realized volatility, 60 trading days	67.7%
IV against its own weekly record	Low, in the bottom fifth
Weekly readings on record	225, from 19 Nov 2021
Weeks the price moved more than the one week priced move	18.3% of 224 weeks

Realized volatility is worked out from the daily closes the desk holds, not from the option chain.

From the option chain at the close on 28 Sep 2026. Current on every plan.

Open Volatility History in RingMaster The Volatility History guide

Volatility Weather

On 28 Sep 2026, AUR's at the money IV runs from 112.5 percent at 4 days to 74.0 percent at 144 days.

Days to expiry	At the money IV
4	112.5%
11	71.1%
18	76.1%
25	59.8%
39	63.3%
53	73.8%
81	64.8%
144	74.0%

Near expiries price more volatility than far ones, an inverted term structure.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Surface

On 28 Sep 2026, AUR's surface spans 10 expiries out to 144 days, with IV from 53.5 to 92.0 percent near the price.

Figure	Value
Expiries captured	10
Nearest expiry	2 Oct 2026, 4 days
Farthest expiry	19 Feb 2027, 144 days
Points within 10% of the price, 7 days out or more	14
Lowest IV among them	53.5%
Highest IV among them	92.0%

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Expiry Ladder

On 28 Sep 2026, AUR has 10 captured expiries, from 2 Oct 2026 to 19 Feb 2027.

Expiry	Days	At the money IV	Call open interest	Put open interest
2 Oct 2026	4	112.5%	5,812	2,772
9 Oct 2026	11	71.1%	791	626
16 Oct 2026	18	76.1%	15,830	3,888
23 Oct 2026	25	59.8%	11,928	350
30 Oct 2026	32	81.2%	3,583	274
6 Nov 2026	39	63.3%	10	12
20 Nov 2026	53	73.8%	27,322	3,603
18 Dec 2026	81	64.8%	7,533	9,896
15 Jan 2027	109	70.2%	157,024	24,298
19 Feb 2027	144	74.0%	20,056	670

Open interest is summed over the strikes captured near the price on each expiry.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Strike Table

On 28 Sep 2026, AUR's largest open interest sits at the 8 strike, with 66,308 contracts across the captured expiries.

Strike	Call open interest	Put open interest	Total
8	62,352	3,956	66,308
10	63,690	1,664	65,354
7	58,016	6,927	64,943
9	28,260	22	28,282
6	9,395	8,401	17,796
5	10,721	6,418	17,139

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Since Yesterday

From 25 Sep 2026 to 28 Sep 2026, AUR's at the money IV moved from 74.4 percent to 81.2 percent.

Figure	25 Sep	28 Sep	Change
At the money IV	74.4%	81.2%	+6.8 points
Open interest, strikes captured near the price	326,360	296,278	-30,082
Put/call ratio, open interest	0.18	0.19	+0.00

Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

Open Since Yesterday in RingMaster The Since Yesterday guide

Changed Hands

On 28 Sep 2026, 24,716 AUR option contracts traded, 1.1 times its own recent average.

Figure	Value
Calls traded	12,952
Puts traded	11,764
Against its recent average	1.1 times
Busier than	16 of its last 20 trading days
Open interest, whole chain	371,276 contracts
Volume to open interest	0.07
Unusual volume flag	Yes, 3 contracts traded well above open interest
Largest flagged contract	The 6 call expiring 16 Oct, 2,154 traded against 604 open

Traded volume and open interest are shown side by side and never combined. Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Positioning Replay

The replay holds 33 trading days of AUR's option positioning, from 11 Aug 2026 to 28 Sep 2026.

Date	Close	Net dollar gamma	Top call strike	Top put strike
11 Aug 2026	6.95	$510,229	7	7
21 Sep 2026	6.51	$250,867	7	6
28 Sep 2026	5.29	$680,771	7	6

Each frame restates one nightly capture. Net is calls minus puts, a convention, not who holds the contracts.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Read-out

On 25 Sep 2026 the desk's view of AUR was bullish, paper trading.

Figure	Value
Side	Bullish at 45 trading days, no signal
Level above the close	6.24, the swing high of 16 Sep 2026
Level below the close	5.28, the swing low of 28 Sep 2026, a close past it runs against the view
The chart	Sits against the view
Strategy family	Bull call spread (buy a call spread)
Price target	None. The desk has no price model.

The levels are prices the shares turned at on the chart, with the date of each.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Rank by Timeframe

On 25 Sep 2026 AUR sat at the 85th percentile of the model's 45 trading day ranking, paper trading.

Timeframe	Percentile	Side
10 trading days	96 of 100	Bullish
20 trading days	76 of 100	Neutral
45 trading days	85 of 100	Bullish

100 is the top of the ranking. A name in the middle three fifths is neutral.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Timeframe Agreement

On 25 Sep 2026, 2 of 3 timeframes put AUR on the bullish side, paper trading.

Group	Timeframes	Side	On that side
Near	10 day, 20 day	Bullish	1 of 2
Long	45 day	Bullish	1 of 1

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

Open Timeframe Agreement in RingMaster The Timeframe Agreement guide

Signal History

On 25 Sep 2026 AUR had carried no signal for at least 18 trading days, paper trading.

Trading day	Signal	45 day percentile
25 Sep 2026	None	85 of 100
24 Sep 2026	None	81 of 100
23 Sep 2026	None	32 of 100
22 Sep 2026	None	41 of 100
21 Sep 2026	None	28 of 100
18 Sep 2026	None	37 of 100
17 Sep 2026	None	60 of 100
16 Sep 2026	None	67 of 100

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

Open Signal History in RingMaster The Signal History guide

Sector Split

On 25 Sep 2026, 27 of 106 Consumer Discretionary names were bullish and 33 were bearish, paper trading.

Sector	Names	Bullish	Bearish	Neutral
Consumer Discretionary	106	27	33	46

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Price Chart

AUR closed at 5.29 on 28 Sep 2026.

Figure	Value
Last close	5.29
Change over 5 trading days	-18.7%
Change over 21 trading days	-7.0%
Change over 63 trading days	-20.1%
Change over 252 trading days	-5.4%
52 week high	8.56
52 week low	3.60
20 day moving average	6.21
50 day moving average	6.31
200 day moving average	5.51
RSI, 14 days	31

Worked out from the desk's own daily bars, adjusted for share splits.

From the daily bars through 28 Sep 2026. Current on every plan.

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Earnings Radar

AUR reports next on 28 Oct 2026, a date worked out from past quarters.

Figure	Value
Next report	28 Oct 2026, after the close
Date	Worked out from past quarters
Move after the report of 29 Jul 2026	+4.3%
Move after the report of 11 Feb 2026	-3.2%
Move after the report of 28 Jan 2026	+0.2%
Move after the report of 28 Oct 2025	-1.9%

Earnings calendar as of 28 Sep 2026. Current on every plan.

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Company Events

AUR filed 1 current report in the 14 days to 28 Sep 2026, the latest on 23 Sep 2026.

Filed	Report	What it covers
23 Sep 2026	Current report	Regulation FD Disclosure

Filings as of 28 Sep 2026. Current on every plan.

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Seasonality

In the 5 Septembers on record, AUR's average change was plus 0.1 percent, and it rose in 60.0 percent of them.

Month	Average change	Middle change	Share of years up	Years
September	+0.1%	+0.8%	60.0%	5
October	-9.2%	-6.8%	20.0%	5
November	+4.3%	+24.5%	60.0%	5

Each figure is a month end to month end change in past years. A past month says nothing certain about the next one.

Monthly history through 28 Sep 2026. Current on every plan.

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Headlines

The desk's news feeds carried 3 headlines naming AUR in the 3 days to 28 Sep 2026.

Figure	Value
Headlines in the window	3
Latest	27 Sep 2026

The titles are in the Headlines window, with the time each was published.

Headlines as of 28 Sep 2026. Current on every plan.

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Questions

What is AUR's IV rank?: AUR's IV rank is 12 of 100 on 28 Sep 2026.
What move are AUR options pricing?: On 28 Sep 2026, AUR options priced a move of 24.0 percent down and 24.0 percent up by 30 Oct 2026.
Where are AUR's call wall and put wall?: On 28 Sep 2026, AUR's call wall is the 7 strike and its put wall is the 6 strike.
What was the desk's latest view of AUR on the Free plan?: On 25 Sep 2026 the desk's view of AUR was bullish, paper trading.
When does AUR report earnings next?: AUR reports next on 28 Oct 2026, a date worked out from past quarters.

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