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AURAurora Innovation, Inc.
Next verified event unavailable · Earnings history
Past events · reconstructed
Historical reconstruction for AUR
Observed outcomes from 8 earnings events (Oct 30, 2024 – Jul 29, 2026). These events have already been reported · modeled strategy results.
Realized move versus what was implied
Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.
Updated Oct 7, 2026
Loading graph — the exact table is available below.
2024-10-30Realized move 21.762%Implied move 19.1751%Signed actual -21.762% · Reconstructed · 7 IV checkpointsUpdated Oct 7, 2026
Exact data table
AUR · Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 21.762% | 19.1751% | Signed actual -21.762% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 | |
| 46.0465% | 18.2143% | Signed actual 46.0465% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 | |
| 6.0645% | 13.6799% | Signed actual -6.0645% · Reconstructed · 8 IV checkpoints | Updated Oct 7, 2026 | |
| 0.3454% | 12.1441% | Signed actual 0.3454% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 | |
| 1.9231% | 12.8083% | Signed actual -1.9231% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 | |
| 3.211% | 12.8924% | Signed actual -3.211% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 | |
| 1.7882% | 11.4855% | Signed actual -1.7882% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 | |
| 4.3478% | 11.6747% | Signed actual 4.3478% · Reconstructed · 7 IV checkpoints | Updated Oct 7, 2026 |
Exact-contract strategy reconstruction
| Structure | Reconstructed runs | Profitable | Average return on max loss | Best | Worst |
|---|---|---|---|---|---|
| Calendar | 8 | 1 / 8 | -136.4% | 15.4% | -577.0% |
| Long Straddle | 8 | 1 / 8 | -26.5% | 71.8% | -63.0% |
| Long Strangle | 8 | 1 / 8 | -46.3% | 145.1% | -100.4% |
| Iron Condor | 6 | 0 / 6 | -47.3% | -29.1% | -63.2% |
| Bull Put Spread | 5 | 1 / 5 | -12.4% | 6.9% | -28.0% |
| Bear Call Spread | 4 | 0 / 4 | -19.8% | -14.9% | -23.8% |
Historical examples
Example trades, payoff and risk
Past structural simulations · modeled fills · not historical recommendations.
Bear Call Spread
Did not clear entry filters- Modeled entry credit
- $3.75
- Payoff max loss
- -$46.25
- Payoff max profit
- $3.75
- Modeled exit P&L
- -$10.10-23.8% on stored risk basis $42.50
Entry Jul 15, 2026 → Exit Jul 28, 2026. Payoff is a scenario; exit P&L uses the stored exit fills. Payoff uses modeled entry premiums before commissions.
Update time unavailable
Loading graph — the exact table is available below.
$3.01Expiration P/L $3.75Update time unavailable
Event / reference markers
- Entry spot: $6.02
- Expiry breakeven $7.0375: $7.0375
- sell call strike $7.00: $7.00
- buy call strike $7.50: $7.50
Exact data table
Strategy payoff · full stored dataset, independent of graph range/toggles
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
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| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Entry spot reference | Update time unavailable | |
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
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| $3.75 | Update time unavailable | ||
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| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $3.75 | Update time unavailable | ||
| $0.00 | Update time unavailable | ||
| -$0.59 | Update time unavailable | ||
| -$6.61 | Update time unavailable | ||
| -$12.63 | Update time unavailable | ||
| -$18.65 | Update time unavailable | ||
| -$24.67 | Update time unavailable | ||
| -$30.69 | Update time unavailable | ||
| -$36.71 | Update time unavailable | ||
| -$42.73 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable | ||
| -$46.25 | Update time unavailable |
Exact contracts and modeled fills · dollars per share
| Side / quantity | Contract | Strike / expiry | Entry fill | Exit fill |
|---|---|---|---|---|
| SELL × 1 | AUR260731C00007000 | $7.00 call · 2026-07-31 | $0.16 | $0.14 |
| BUY × 1 | AUR260731C00007500 | $7.50 call · 2026-07-31 | $0.13 | $0.03 |
Breakevens: $7.04. Short legs may carry assignment risk; expiry payoff excludes early exercise.
Stored costs: $0.65 / contract / side · slippage 25.0% of spread / fillExample methodology and limitations
9 quote gaps · Record hist_AUR_7a04e7c79d3469e9 · Historical methodology