AUR Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete AUR options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around AUR.

Latest Data: 2026-03-25 (EDT)

Max Pain Price

5.5

Exp: 2026-03-27

Gamma Flip

N/A

Gamma Flip (≈60 days)

Put/Call OI Ratio

0.321

Shows put vs call positioning

IV Skew

-4.11

Put–call IV difference

Max Pain Price Volatility

σ = 5.00

low volatility

Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. Options Chian

On the put side, the bearish positioning looks mainly like hedging. This reflects caution and short-term protection rather than a true bearish call. Confidence: 67%

Current DPI is 0.674(neutral). ⏳ Neutral accumulation, DPI neutral, but makers are actively building positions.

Options Terrain Outlook (3-Month)

Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Directional moves may struggle to sustain follow-through. Structural sensitivity is elevated around the 2027-01-15 options expiry. 100% confidence

The support levels for AUR are at 4.27, 4.20, and 3.76, while the resistance levels are at 4.37, 4.44, and 4.88. The pivot point, a key reference price for traders, is at 5.50.

Short-Term Options-Implied Price Range & Flow Structure (DTE: 2)

Based on the latest options positioning (DTE 2), the ATM straddle implies a standardized 4.50% 1-day move.

The expected range for the next 2 days is 4.10 — 4.90 , corresponding to +13.34% / -5.06% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.

Bullish flow suggests upside interest toward 5.35 (23.91% above spot).

Bearish positioning points to downside pressure toward 4.00 (7.41% below spot).

Options flow strength: 0.42 (0–1 scale). ATM Strike: 4.50, Call: 0.05, Put: 0.22, Straddle Cost: 0.27.

Market signals are mixed and less reliable. The short-term gamma flip is near 4.19 .