Aurora Innovation Inc. (AUR)
NASDAQ: AUR
· Real-Time Price · USD
5.77
0.05 (0.87%)
At close: Aug 28, 2025, 3:59 PM
5.78
0.17%
After-hours: Aug 28, 2025, 07:59 PM EDT
AUR Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for AUR across all expirations is 59,863.5 shares per 1% move, with 114,668.8 from calls and 54,805.3 from puts. The put-call GEX ratio of 0.48 shows call-heavy positioning, potentially creating volatility as market makers hedge by selling into strength and buying weakness. The highest gamma concentration is at the Jan 16, 26 expiration with 22,779.23 net GEX, which may act as a magnet point for price action. Near-term exposure for Sep 5, 25 suggests possible volatility from negative gamma effects.
AUR GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Sep 5, 25 | 4,513.04 | -6,140.06 | -1,627.02 | 1.36 |
| Sep 12, 25 | 1,537.47 | -1,876.19 | -338.72 | 1.22 |
| Sep 19, 25 | 39,282.09 | -17,370.89 | 21,911.2 | 0.44 |
| Sep 26, 25 | 1,175.77 | -736.92 | 438.85 | 0.63 |
| Oct 3, 25 | 89.4 | -65.12 | 24.28 | 0.73 |
| Oct 17, 25 | 1,017.41 | -965.39 | 52.02 | 0.95 |
| Dec 19, 25 | 14,486.61 | -11,198.15 | 3,288.46 | 0.77 |
| Jan 16, 26 | 29,202.01 | -6,422.78 | 22,779.23 | 0.22 |
| Mar 20, 26 | 3,429.06 | -1,071.65 | 2,357.41 | 0.31 |
| Jan 15, 27 | 19,935.94 | -8,958.15 | 10,977.79 | 0.45 |