Aurinia Pharmaceuticals Inc

AUPHNASDAQ · USD
16.46USD+0.25 (+1.55%)
959

Aurinia Pharmaceuticals Inc (AUPH) Historical Volatility

AUPH's 30 day historical volatility is 31.41%, in the 21st percentile of readings over the past year. This is a low percentile, meaning Aurinia Pharmaceuticals Inc shares have been calmer than usual. AUPH's 30 day implied volatility sits at 75.35%, with an IV Rank of 91.67%, leaving IV 43.94 points above historical volatility. This means options are pricing in more movement than the stock has actually delivered, as of Nov 5, 2026.

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Tracking AUPH historical volatility helps you see how much Aurinia Pharmaceuticals Inc's stock price has actually moved, giving you a baseline for whether option premiums look fair, cheap, or expensive. While implied volatility shows what the market expects, AUPH's HV, also known as realized volatility, shows what actually happened. Use our scanner to monitor AUPH 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of a stock's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. AUPH's 30 day historical volatility, or AUPH HV, is one of the most widely watched readings because it balances responsiveness with stability. Comparing AUPH's HV to its implied volatility reveals the volatility risk premium. When IV sits well above HV, options are pricing in more movement than the stock has actually delivered, giving option sellers an edge. When HV runs hot relative to IV, options are pricing in less movement than the stock has delivered, and buyers may be underpaying for it.

Aurinia Pharmaceuticals Inc., a commercial-stage biopharmaceutical company, focuses on developing and commercializing therapies to treat various diseases with unmet medical need in the United States and internationally. The company offers LUPKYNIS for the treatment of adult patients with active lupus nephritis. It has a collaboration and license agreement with Otsuka Pharmaceutical Co., Ltd. The company is headquartered in Victoria, Canada.

Historical Volatility

HV Percentile
21stHV Percentile
Low

Historical movement is subdued versus the past year. The stock has been unusually quiet.

Historical Volatility (30d)31.41%

HV Percentile21st

Implied Volatility (30d)75.35%

IV Rank91.67%

IV Minus HV+43.94%

As of Nov 5, 2026

IV vs HV
Implied Volatility (IV) vs Historical Volatility (HV) over the past month.

As of Nov 5, 2026

IV - HV Difference
Difference between IV and HV over time. Positive values indicate IV > HV.

As of Nov 5, 2026

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