AURA · Aura Biosciences, Inc.

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$6.98 -0.05 (-0.71%)

Market Cap

$717.50M

103.39M

Options Chain

15-min delayed Underlying $6.98 · today Options Calculator

Positioning

Aug 21, 2026 · 23 days to expiry · 26 contracts

Put / call OI

0.08

Call-heavy positioning

Open interest

705

contracts outstanding

Volume

870

traded today

Max pain

$8.00

$1.02 above spot

ATM implied vol

78.6%

market's expected move

Open interest by strike

Calls Puts

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 23d Sep 18 51d Oct 16 79d Jan 15 170d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	573.4%	0.981	—		$0.03	—	—	140	0
Call · $1 In the money Last — Breakeven — Implied vol 573.4% Delta 0.981 ≈98% ITM Gamma 0.005 Theta -0.01 Vega 0.001 Open interest 0 Model this call Put · $1 Last $0.03 Breakeven $0.97 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	365.9%	0.966	—		$0.03	—	—	80	50
Call · $2 In the money Last — Breakeven — Implied vol 365.9% Delta 0.966 ≈97% ITM Gamma 0.012 Theta -0.011 Vega 0.001 Open interest 0 Model this call Put · $2 Last $0.03 Breakeven $1.97 Implied vol — Delta — Gamma — Theta — Vega — Open interest 50 Model this put
0	—	255.3%	0.949	—		—	—	—	—	0
Call · $3 In the money Last — Breakeven — Implied vol 255.3% Delta 0.949 ≈95% ITM Gamma 0.023 Theta -0.01 Vega 0.002 Open interest 0 Model this call Put · $3 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	179.8%	0.928	—		—	—	—	—	0
Call · $4 In the money Last — Breakeven — Implied vol 179.8% Delta 0.928 ≈93% ITM Gamma 0.044 Theta -0.01 Vega 0.002 Open interest 0 Model this call Put · $4 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	215.3%	0.813	—		—	—	—	—	0
Call · $5 In the money Last — Breakeven — Implied vol 215.3% Delta 0.813 ≈81% ITM Gamma 0.071 Theta -0.022 Vega 0.005 Open interest 0 Model this call Put · $5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	112.3%	0.75	—		$0.35	-0.233	476.2%	2	2
Call · $6 In the money Last — Breakeven — Implied vol 112.3% Delta 0.75 ≈75% ITM Gamma 0.162 Theta -0.014 Vega 0.006 Open interest 0 Model this call Put · $6 Last $0.35 Breakeven $5.65 Implied vol 476.2% Delta -0.233 ≈23% ITM Gamma 0.036 Theta -0.056 Vega 0.005 Open interest 2 Model this put
Underlying $6.98
0	—	90.9%	0.541	—		—	-0.475	66.4%	—	0
Call · $7 Last — Breakeven — Implied vol 90.9% Delta 0.541 ≈54% ITM Gamma 0.254 Theta -0.014 Vega 0.007 Open interest 0 Model this call Put · $7 In the money Last — Breakeven — Implied vol 66.4% Delta -0.475 ≈47% ITM Gamma 0.35 Theta -0.01 Vega 0.007 Open interest 0 Model this put
651	646	80.3%	0.282	$0.35		$1.00	—	—	1	1
Call · $8 Last $0.35 Breakeven $8.35 Implied vol 80.3% Delta 0.282 ≈28% ITM Gamma 0.243 Theta -0.011 Vega 0.007 Open interest 651 Model this call Put · $8 In the money Last $1.00 Breakeven $7.00 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
1	1	436.4%	0.627	$0.05		—	-0.661	163%	—	0
Call · $9 Last $0.05 Breakeven $9.05 Implied vol 436.4% Delta 0.627 ≈63% ITM Gamma 0.049 Theta -0.063 Vega 0.007 Open interest 1 Model this call Put · $9 In the money Last — Breakeven — Implied vol 163% Delta -0.661 ≈66% ITM Gamma 0.129 Theta -0.022 Vega 0.007 Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $10 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $10 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $11 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $11 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $12 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $12 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $13 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $13 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1501796 CUSIP 05153U107 13F (30d) 18 filings 18 filers Visit website Investor relations