Quantchabot has detected a new Bear Call Spread trade opportunity for AURORA INNOVATION INC. CLASS A (AUR) for the 23-Oct-2026 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
AUR was recently trading at $5.92 and has an implied volatility of 69.27% for this period. Based on an analysis of the options available for AUR expiring on 23-Oct-2026, there is a 34.20% likelihood that the underlying will close within the analyzed range of $4.86-$5.95 at expiration. In this scenario, the average linear return for the trade would be 62.45%.
Big -8.28% Change: After closing the last trading session at $6.46, AURORA INNOVATION INC. CLASS A opened today at $6.46 and has reached a low of $5.89.
Trade approach: A movement as big as -8.28% is a significantly bearish indicator, so this trade is designed to be profitable if AUR maintains its current direction and does not revert back to pricing on the bullish side of $5.92 on 23-Oct-2026. If possible, the trade has been padded such that slight movement against the trade would still return a profit.
Upside potential: Using this bearish strategy, the trade would be profitable if AURORA INNOVATION INC. CLASS A closes at or below $6.20 on 23-Oct-2026. Based on our risk-neutral analysis, there is a 58.30% likelihood of this return.
Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.
To analyze this trade in depth, please visit the Quantcha Options Search Engine.
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