How often does Aurinia Pharmaceuticals move more than the options market prices?

0 of the last 8 reports moved at least as far as the implied move.

AUPHNasdaqPharmaceutical Preparations

Aurinia Pharmaceuticals Inc. (AUPH) earnings date, market-implied expected move, and options open interest by expiry

16.57

+0.43 · +2.66%

post 16.57 0.00%

Closed16:00 ET

Open16.15Volume1.6MMkt cap$2.2BP/E7.02EPS2.36

Day16.15 – 16.7274%52-wk12.79 – 19.2559%

AUPH

Aurinia Pharmaceuticals Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 25

before open · in 113 days

est.Q4 FY26

Calendar

Next report

Last report

−3.25%

vs ±8.3% implied · ×0.39

shaded = implied · ▲▼ = realized

Oct 30 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

Largest filed tie

13F top-10 QoQ

+14.47%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

282 managers

Top fund weight

0.06%

AUPH weight · IWM

N-PORTJun 30 '26

2 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Aurinia Pharmaceuticals (AUPH) is expected to report on Feb 25 before open (estimated date).

Implied vs realized

8 reports

0 of 8≥ implied

avg implied: ±10.5%
avg realized: ±4.6%

Feb 27 '25Feb 27 '25confirmed±14.7%▼−5.03%×0.34

May 12 '25May 12 '25confirmed±11.0%▲+1.50%×0.14

Jul 31 '25Jul 31 '25confirmed±8.9%▲+2.15%×0.24

Q3 FY25Nov 4 '25confirmed±12.8%▲+8.35%×0.65

Q1 FY26Feb 26 '26confirmed±10.8%▼−3.19%×0.30

May 7 '26May 7 '26confirmed±7.5%▼−6.80%×0.91

Q2 FY26Aug 6 '26confirmed±10.2%▲+6.19%×0.60

Q3 FY26Oct 30 '26confirmed±8.3%▼−3.25%×0.39

quarterimplied−15%0+15%realized×

Q3 FY26±8.3%▼−3.25%×0.39

Q2 FY26±10.2%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 4 expiries · Nov 3 close

0.26OI · 4 expiries · Nov 3 closeP/C open interest · Apr 16 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

1,083+98%Nov 2016d0.551,978+2%0.55

67+18%Dec 1844d0.19357+123%0.19

11,8040%Jan 1572d0.8014,832−1%0.80

report · Feb 25 · before open · est.

1260%Apr 16163d484−2%

ExpiryPutsCallsP/C

Nov 2016d1,083+98%1,978+2%0.55

Dec 1844d67+18%357+123%0.19

Jan 1572d11,8040%14,832−1%0.80

report · Feb 25 · before open · est.

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

37.88%as filednet margin · revenue +0.58% QoQ · +13.93% YoY

Revenue

$84M+0.58% QoQ

Gross profit

$75M−1.66% QoQ

90.08% margin

Operating income

$35M−23.69% QoQ

42.25% margin

Pre-tax income

$39M−20.64% QoQ

Net income

$32M−15.26% QoQ

37.88% margin

Cost of revenue

$8M+26.71% QoQ

Operating expenses

$40M+32.01% QoQ

SG&A $25M

R&D $17M

Tax

$7M−38.34% QoQ

Other income

$3M+37.10% QoQ

Revenue$84M+0.58%

Gross profit

$75M−1.66%

90.08% margin

Operating income

$35M−23.69%

42.25% margin

Pre-tax income

$39M−20.64%

Net income

$32M−15.26%

37.88% margin

Cost of revenue

$8M+26.71%

Operating expenses

$40M+32.01%

SG&A $25M

R&D $17M

Other income$3M+37.10%

Tax$7M−38.34%

flow · deduction · inflow · signed % = QoQSource: SEC filings · standardized · QE Sep 30 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.19· ±2.4% vs ±2.0% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.4%9 of 24×1.19

GDPgross domestic product±1.8%6 of 19×0.88

PCEpersonal income & outlays±1.8%8 of 19×0.88

CPROFcorporate profits±1.7%4 of 12×0.83

NFPjobs report±1.3%2 of 10×0.65

PPIproducer prices±1.1%6 of 10×0.57

CPIconsumer prices±0.8%4 of 10×0.39

Bar = avg |move| to ±3% · tick = ±2.0% avg day · ×base = |move| ÷ ±2.0% · min 6 releases

Earnings history

EPS 0.23 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 30 '26 · confirmed	0.23	—
Q2 FY26	Aug 6 '26 · confirmed	0.28	—
Q1 FY26	Feb 26 '26 · confirmed	0.25	—
Q3 FY25	Nov 4 '25 · confirmed	0.23	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod