AURA · Expected Move
Aura Biosciences, Inc. Common Stock
The expected move for AURA 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).
AURA 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 AURA Expected Move
30-Day Straddle
$7.50
7-Day Straddle
$7.50
30-Day ATM IV
185.6%
IV Rank
26%
Implied one-standard-deviation move through the next 30 days. Compare to AURA'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.
AURA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $7.50 | $7.50 | 185.6% | 26% |
| 20261023 | $4.90 | $4.90 | 238.3% | 36% |
| 20261022 | $4.90 | $4.90 | 229.9% | 34% |
| 20261021 | $5.00 | $5.00 | 67.6% | 3% |
| 20261020 | $2.75 | $2.75 | 355.7% | 59% |
| 20261019 | $5.00 | $5.00 | — | — |
| 20261016 | $4.90 | $2.75 | 74.6% | 5% |
| 20261015 | $4.95 | $5.00 | — | — |
| 20261014 | $4.90 | $1.17 | — | — |
| 20261013 | $5.00 | $4.90 | — | — |
| 20261012 | $3.00 | $1.20 | — | — |
| 20261009 | $4.95 | $5.00 | 122.4% | 14% |
| 20261008 | $4.90 | $4.90 | 73.4% | 4% |
| 20261007 | $4.93 | $4.90 | 96.1% | 9% |
| 20261006 | $4.90 | $4.90 | 115.5% | 12% |
| 20261005 | $4.90 | $9.95 | — | — |
| 20261002 | $4.90 | $4.90 | 91.0% | 8% |
| 20261001 | $4.90 | $4.90 | 76.6% | 5% |
| 20260930 | $3.05 | $3.05 | 58.1% | 1% |
| 20260929 | $2.93 | $2.93 | 70.1% | 4% |
| 20260928 | $2.70 | $2.70 | — | — |
| 20260925 | $9.95 | $9.95 | 61.9% | 2% |
| 20260924 | $4.90 | $4.90 | 78.7% | 5% |
| 20260923 | $4.20 | $4.20 | — | — |
| 20260922 | $4.90 | $4.90 | 239.4% | 36% |
| 20260921 | $2.88 | $2.88 | 67.9% | 3% |
| 20260918 | $4.90 | $4.90 | 90.5% | 8% |
| 20260917 | $3.05 | $4.90 | — | — |
| 20260916 | $4.90 | $2.93 | 94.5% | 8% |
| 20260915 | $3.12 | $4.90 | — | — |
| 20260914 | $3.15 | $4.90 | — | — |
| 20260911 | $3.25 | $4.90 | 71.3% | 4% |
| 20260910 | $4.90 | $4.90 | 53.0% | 0% |
| 20260909 | $4.90 | $2.55 | — | — |
| 20260908 | $3.12 | $2.55 | — | — |
| 20260904 | $3.68 | $2.62 | — | — |
| 20260903 | $3.60 | $4.90 | 62.8% | 2% |
| 20260902 | $4.90 | $4.90 | 50.9% | 0% |
| 20260901 | $2.60 | $2.60 | 59.2% | 1% |
| 20260831 | $4.90 | $4.90 | 218.0% | 32% |
| 20260828 | $4.90 | $4.90 | 63.4% | 2% |
| 20260827 | $0.68 | $0.68 | 89.7% | 7% |
| 20260826 | $0.78 | $0.78 | 58.3% | 1% |
| 20260825 | $0.60 | $0.60 | 95.0% | 8% |
| 20260824 | $1.10 | $1.10 | — | — |
| 20260821 | $4.90 | $3.55 | 54.7% | 0% |
| 20260820 | $5.05 | $2.83 | 73.9% | 3% |
| 20260819 | $3.50 | $2.67 | 100.5% | 8% |
| 20260818 | $4.95 | $2.65 | — | — |
| 20260817 | $4.90 | $0.80 | — | — |
| 20260814 | $4.90 | $2.62 | — | — |
| 20260813 | $3.33 | $0.62 | 122.6% | 12% |
| 20260812 | $4.90 | $0.70 | 58.8% | 0% |
| 20260811 | $4.90 | $2.68 | 63.7% | 0% |
| 20260810 | $4.90 | $3.68 | — | — |
| 20260807 | — | — | 63.7% | 0% |
| 20260806 | $4.90 | $4.90 | 65.9% | 0% |
| 20260805 | $4.90 | $4.90 | 98.6% | 7% |
| 20260804 | $4.90 | $4.90 | 68.0% | 1% |
| 20260803 | $4.90 | $4.90 | — | — |
More on AURA
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.