How often does Aura Biosciences move more than the options market prices?

0 of the last 7 reports moved at least as far as the implied move.

AURANasdaqBiological Products, (No Diagnostic Substances)

Aura Biosciences, Inc. (AURA) earnings date, market-implied expected move, and options open interest by expiry

6.36

−0.29 · −4.31%

post 6.36 −0.03%

After hours16:00 ETdelayed

Open6.74Volume790,586Mkt cap$689.6MEPS-1.72

Day6.32 – 6.7411%52-wk4.73 – 9.5434%

AURA

Aura Biosciences, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Nov 12

before open · in 7 days

est.Q3 FY26

Calendar

Next report

Last report

+4.42%

vs ±83.3% implied · ×0.05

shaded = implied · ▲▼ = realized

Aug 11 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+48.03%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

148 managers

Top fund weight

0.49%

AURA weight · EVNT

N-PORTAug 31 '26

4 funds

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

Aura Biosciences (AURA) is expected to report on Nov 12 before open (estimated date).

Implied vs realized

8 reports

0 of 7≥ implied

avg implied: ±55.2%
avg realized: ±3.0%

Mar 24 '25Mar 24 '25confirmed±15.1%▲+1.14%×0.08

May 15 '25May 15 '25confirmed—▲+5.71%—

Aug 13 '25Aug 13 '25confirmed±58.5%▲+4.18%×0.07

Q3 FY25Nov 13 '25confirmed±71.4%▼−0.72%×0.01

Q1 FY26Mar 30 '26confirmed±64.1%▼−1.12%×0.02

May 4 '26May 4 '26confirmed±44.7%▲+6.59%×0.15

May 11 '26May 11 '26confirmed±49.3%▼−3.17%×0.06

Q2 FY26Aug 11 '26confirmed±83.3%▲+4.42%×0.05

quarterimplied−85%0+85%realized×

Q2 FY26±83.3%▲+4.42%×0.05

May '26±49.3%

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

Implied vs realized

Positioning

OI · 4 expiries · Nov 2 close

0.44OI · 4 expiries · Nov 2 closeP/C open interest · Nov 20 · first expiry after the report

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

301+30000%Nov 2015d6840%

0—Dec 1843d—0——

120%Jan 1571d12.0010%12.00

0—Apr 16162d—0——

ExpiryPutsCallsP/C

Nov 2015d301+30000%6840%0.44

Dec 1843d0—0——

Jan 1571d120%10%12.00

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

No filed income statement.

Revenue flow

Intraday

15m bars

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

Intraday

Event sensitivity

FOMC ×1.23· ±3.3% vs ±2.7% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.3%10 of 24×1.23

NFPjobs report±3.3%5 of 10×1.19

PCEpersonal income & outlays±2.7%10 of 19×0.97

GDPgross domestic product±2.2%9 of 19×0.80

PPIproducer prices±2.1%6 of 10×0.75

CPROFcorporate profits±2.0%5 of 12×0.75

CPIconsumer prices±1.4%4 of 10×0.50

Bar = avg |move| to ±4% · tick = ±2.7% avg day · ×base = |move| ÷ ±2.7% · min 6 releases

Earnings history

EPS -0.48 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 11 '26 · confirmed	-0.48	—
Q1 FY26	Mar 30 '26 · confirmed	-0.50	—
Q3 FY25	Nov 13 '25 · confirmed	-0.40	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod