Aurora Innovation Inc. (AUR)
NASDAQ: AUR
· Real-Time Price · USD
5.63
-0.14 (-2.43%)
At close: Aug 29, 2025, 3:59 PM
AUR Delta Exposure By Expiry
The total Delta Exposure (DEX) for AUR across all expirations shows 161,229 net shares that market makers must hedge, with 303,153.93 from calls and 141,924.93 from puts. The put-call delta ratio of 0.47 shows bullish positioning with call dominance, potentially providing upward momentum but leaving the market vulnerable to sharp pullbacks. The largest delta concentration at Jan 15, 27 with 80,340.82 net DEX represents significant hedging pressure that may cap upside moves. The nearest expiration on Sep 5, 25 carries negative delta forcing market makers to buy shares, potentially providing support.
AUR DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Sep 5, 25 | 2,822.4 | -7,033.53 | -4,211.13 | 2.49 |
| Sep 12, 25 | 1,380.5 | -2,588.41 | -1,207.91 | 1.87 |
| Sep 19, 25 | 32,867.01 | -37,977 | -5,109.99 | 1.16 |
| Sep 26, 25 | 1,299.18 | -1,307.14 | -7.96 | 1.01 |
| Oct 3, 25 | 130.65 | -130.01 | 0.64 | 1.00 |
| Oct 10, 25 | 0 | -1.34 | -1.34 | n/a |
| Oct 17, 25 | 1,686.54 | -1,651.62 | 34.92 | 0.98 |
| Dec 19, 25 | 32,111.11 | -25,211.14 | 6,899.97 | 0.79 |
| Jan 16, 26 | 100,044.5 | -23,548.12 | 76,496.38 | 0.24 |
| Mar 20, 26 | 11,142.29 | -3,147.69 | 7,994.6 | 0.28 |
| Jan 15, 27 | 119,669.75 | -39,328.93 | 80,340.82 | 0.33 |