What move does the options market price into Aurora Innovation's report?

Implied ±28.6%, either direction · provisional.

AURNasdaqServices-Computer Integrated Systems Design

Aurora Innovation, Inc. (AUR) earnings date, market-implied expected move, and options open interest by expiry

4.26

+0.03 · +0.71%

Regular session14:37 ET

Open4.26Volume34.5MMkt cap$8.8BEPS-0.47

Day4.25 – 4.416%52-wk3.60 – 8.5713%

AUR

Aurora Innovation, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±28.6%implied · straddle

3.025.44

spot 4.23exp Feb 19ATM strike 4ATM straddle 1.42IV 80%

Nov 2 closeprovisional

Expected move

Inputs

Next report

Feb 10

after close · in 99 days

est.Q4 FY26

Calendar

Next report

Last report

−13.46%

vs ±6.7% implied · ×2.02

shaded = implied · ▲▼ = realized

Oct 28 '26 · confirmed

Implied vs realized

Linked news

1dAMZN · supplierBetterInvesting™ Magazine Update on Amazon.com and UnitedHealth Group

News

Largest filed tie

13F top-10 QoQ

−5.41%

shares held · 10 largest managers

13F · Jun 30 '26126d lag

Top fund weight

0.14%

AUR weight · IGPT

N-PORTJul 31 '26

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

Aurora Innovation (AUR) is expected to report on Feb 10 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 29 '26confirmed—▲+4.35%—

Q3 FY26Oct 28 '26confirmed±6.7%▼−13.46%×2.02

quarterimplied−15%0+15%realized×

Q3 FY26±6.7%▼−13.46%×2.02

Q2 FY26—▲+4.35%—

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

Implied vs realized

Positioning

OI · 10 expiries · Oct 30 close

0.04OI · 10 expiries · Oct 30 closeP/C open interest · Feb 19 · first expiry after the report

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

6 nearer expiries

941+34%Nov 63d0.165,838−53%0.16

652+1%Nov 1310d0.401,611+59%0.40

8,631+75%Nov 2017d0.2633,742−1%0.26

1,333+795%Nov 2724d1.52877+29%1.52

510%Dec 431d0.07685+1%0.07

0—Dec 1138d0.002—0.00

11,463+3%Dec 1845d0.8513,4700%0.85

29,4690%Jan 1573d0.15195,356−2%0.15

report · Feb 10 · after close · est.

8930%Feb 19108d21,1830%

22,414+81%Mar 19136d4.774,6970%4.77

ExpiryPutsCallsP/C

6 nearer expiries

Nov 63d941+34%5,838−53%0.16

Nov 1310d652+1%1,611+59%0.40

Nov 2017d8,631+75%33,742−1%0.26

Nov 2724d1,333+795%877+29%1.52

Dec 431d510%685+1%0.07

Dec 1138d0—2—0.00

Dec 1845d11,463+3%13,4700%0.85

Jan 1573d29,4690%195,356−2%0.15

report · Feb 10 · after close · est.

Feb 19108d8930%21,1830%0.04

Mar 19136d22,414+81%4,6970%4.77

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

Positioning

Linked exposure

scenario · straddle±28.6%

Funds 3

IGPT±0.0%

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ3 FY26

−7800.00%as filednet margin · revenue +50.00% QoQ · +200.00% YoY

Revenue$3M+50.00%

Gross profit−$5M−166.67%0.00%

Operating income−$257M−8566.67%+3.38%

Pre-tax income−$234M+13.33%

Net income−$234M−7800.00%+13.33%

Cost of revenue$8M+14.29%

Operating expenses$252M−3.45%

Tax$0—

Other income$23M+675.00%

Source: SEC filings · standardized · QE Sep 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 2 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 14:30 ET

Intraday

Event sensitivity

PPI ×1.13· ±4.2% vs ±3.7% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±4.2%3 of 10×1.13

FOMCrate decision±3.5%10 of 24×0.94

PCEpersonal income & outlays±3.5%8 of 19×0.94

GDPgross domestic product±3.2%11 of 19×0.85

NFPjobs report±2.9%5 of 10×0.77

CPROFcorporate profits±2.8%8 of 12×0.74

CPIconsumer prices±2.4%6 of 10×0.63

Bar = avg |move| to ±5% · tick = ±3.7% avg day · ×base = |move| ÷ ±3.7% · min 6 releases

Earnings history

EPS -0.12 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 28 '26 · confirmed	-0.12	—
Q2 FY26	Jul 29 '26 · confirmed	-0.14	—
Q1 FY26	—	-0.11	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod