AUPH · Expected Move
Aurinia Pharmaceuticals Inc
The expected move for AUPH is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
AUPH straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current AUPH Expected Move
30-Day Straddle
$1.95
7-Day Straddle
$1.95
30-Day ATM IV
50.8%
IV Rank
64%
Implied one-standard-deviation move through the next 30 days. Compare to AUPH's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
AUPH Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.95 | $1.95 | 50.8% | 64% |
| 20261021 | $1.68 | $1.68 | 53.8% | 72% |
| 20261020 | $1.90 | $1.90 | 48.8% | 51% |
| 20261019 | $1.92 | $1.92 | 47.8% | 48% |
| 20261016 | $1.82 | $7.53 | 44.7% | 41% |
| 20261015 | $1.92 | $0.53 | 55.9% | 67% |
| 20261014 | $2.05 | $0.78 | 47.9% | 48% |
| 20261013 | $2.05 | $0.95 | 47.8% | 48% |
| 20261012 | $2.00 | $0.90 | 44.9% | 41% |
| 20261009 | $2.10 | $1.10 | 46.3% | 45% |
| 20261008 | $2.05 | $0.73 | 46.5% | 45% |
| 20261007 | $2.30 | $0.75 | 50.6% | 55% |
| 20261006 | $1.82 | $0.88 | 42.3% | 35% |
| 20261005 | $2.12 | $0.95 | 46.7% | 45% |
| 20261002 | $1.05 | $1.05 | 46.2% | 44% |
| 20261001 | $1.08 | $1.08 | 42.7% | 36% |
| 20260930 | $1.10 | $1.10 | 49.8% | 53% |
| 20260929 | $0.97 | $0.97 | 42.1% | 34% |
| 20260928 | $2.27 | $2.27 | 42.1% | 35% |
| 20260925 | $1.25 | $1.25 | 42.7% | 36% |
| 20260924 | $1.45 | $1.45 | 38.7% | 26% |
| 20260923 | $1.32 | $1.32 | — | — |
| 20260922 | $1.27 | $1.27 | 39.7% | 29% |
| 20260921 | $1.23 | $1.23 | — | — |
| 20260918 | $1.27 | $0.93 | 34.3% | 16% |
| 20260917 | $1.52 | $0.68 | 40.0% | 29% |
| 20260916 | $1.68 | $0.78 | 43.3% | 37% |
| 20260915 | $1.67 | $0.80 | — | — |
| 20260914 | $1.75 | $0.90 | 44.1% | 39% |
| 20260911 | $1.35 | $0.57 | 42.2% | 14% |
| 20260910 | $1.35 | $0.75 | 35.0% | 7% |
| 20260909 | $1.45 | $0.78 | — | — |
| 20260908 | $1.45 | $1.15 | 36.7% | 8% |
| 20260904 | $1.70 | $0.85 | 38.4% | 10% |
| 20260903 | $1.82 | $1.17 | 40.3% | 12% |
| 20260902 | $0.93 | $0.93 | 36.5% | 8% |
| 20260901 | $0.75 | $0.75 | 27.6% | 0% |
| 20260831 | $0.80 | $0.80 | 33.2% | 2% |
| 20260828 | $1.23 | $1.23 | 41.2% | 10% |
| 20260827 | $1.60 | $1.60 | 43.6% | 12% |
| 20260826 | $1.27 | $1.27 | 38.6% | 7% |
| 20260825 | $1.05 | $1.05 | 36.1% | 5% |
| 20260824 | $1.12 | $1.12 | 31.3% | 0% |
| 20260821 | $1.42 | $0.50 | 39.5% | 7% |
| 20260820 | $1.62 | $0.57 | 41.1% | 9% |
| 20260819 | $1.50 | $0.47 | 44.7% | 12% |
| 20260818 | $1.23 | $0.47 | — | — |
| 20260817 | $1.30 | $0.53 | 35.7% | 4% |
| 20260814 | $1.40 | $0.75 | 38.6% | 6% |
| 20260813 | $1.20 | $0.62 | 36.0% | 4% |
| 20260812 | $1.60 | $1.25 | 43.1% | 11% |
| 20260811 | $1.75 | $1.40 | 60.0% | 27% |
| 20260810 | $1.95 | $1.15 | 47.7% | 15% |
| 20260807 | — | — | 43.2% | 11% |
| 20260806 | $2.17 | $1.58 | 54.0% | 21% |
| 20260805 | $1.38 | $1.38 | 55.0% | 22% |
| 20260804 | $1.60 | $1.60 | 58.6% | 26% |
| 20260803 | $1.38 | $1.38 | 52.3% | 20% |
| 20260731 | $1.80 | $1.80 | 59.0% | 26% |
| 20260730 | $1.17 | $1.17 | 44.5% | 12% |
More on AUPH
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.