Trading a AUR straddle lets you take a pure volatility position on Aurora Innovation Inc without committing to a direction. Aurora Innovation Inc's straddle involves buying (or selling) a call and a put at the same strike and expiration, profiting when the stock moves more (or less) than the combined premium implies. Use our scanner to evaluate AUR straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on AUR profits from large moves in either direction and is a classic play into binary events like earnings, product announcements, or macro releases. A short straddle profits when Aurora Innovation Inc stays range-bound and implied volatility contracts. The breakeven points are simple: strike plus total premium on the upside, strike minus total premium on the downside. Comparing the AUR straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
Aurora Innovation, Inc. operates as a self-driving technology company in the United States. It focuses on developing Aurora Driver, a platform that brings a suite of self-driving hardware, software, and data services together to adapt and interoperate passenger vehicles, light commercial vehicles, and trucks. The company was founded in 2017 and is headquartered in Pittsburgh, Pennsylvania.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the AUR straddle is the cleanest expression of that view. Our scanner prices every AUR straddle against historical realized moves, flags expirations where the market is overpaying or underpaying for vol, and ranks setups by breakeven width and IV rank. Whether you're long a AUR straddle into a catalyst or short a AUR straddle to harvest decay, the options straddle setups that matter are all in one place.
