Ticker Options Intelligence

AURA options intelligence

Aura Biosciences Inc options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 46 Market data through 31 Jul 2026 Checked 2 Aug 2026 12:58 · complete available chain

Put-side pressure

Bearish pressure

AURA currently carries bearish options pressure with a 46/100 conviction score. The nearest-chain expected move is 9.0%, with volume/open-interest participation at 0.06.

Options Intelligence Opportunities Bullish confirmation Risks Unusual flow Vol expansion Repeated pressure Compare Chart Weekly report
Primary read Bearish

Put-side pressure

Expected move 9.0%

Wider near-term move priced

Activity / OI 0.06

Current volume is quieter versus prior open interest

Put-call -

Balanced tape

Trend fit 7

Options are not fully confirming trend

Weekly backdrop -0.6%

RS 1.3

Expected move 9.0%
Put-call volume -
Volume / OI 0.06
Reference IV 0.37
Max pain 8.00
Underlying 7.01
Nearest expiry 21 Aug 2026
Contracts 114

Research Brief

AURA has a bearish chain read with 46/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 6.38–7.64; The largest call open-interest concentration is 8.00; the largest put concentration is 2.00. The most active strike by current volume is 3.00.

Priced range6.38–7.64
Call concentration8.00
Put concentration2.00
Max pain reference8.00
What would confirm it
  • Price remains weak while put-side concentration persists.
What would weaken it
  • Price recovers while put pressure fades or reverses toward calls.
  • Options and the weekly trend are not yet giving the same message.

Priced Move

Where the chain says movement becomes exceptional

Size, not direction · through 21 Aug

Options imply 6.38 to 7.64. Max pain at 8.00 lies outside the priced range, so it is a weak near-term anchor.

Spot Max pain
6.387.01 ± 0.637.64
Confirmation level

A close beyond 7.64 or below 6.38 at the 21 Aug expiry would exceed the move currently priced by this chain.

Important limitation

The range is a pricing reference, not a forecast; volatility can reprice sharply after news or as expiry approaches.

Score Construction

Why conviction is 46/100

Evidence alignment, not probability

Pressure is 89/100 toward puts; conviction uses its strength, while the signal label carries its direction.

Directional pressure89 × 42%
+37.4

How strongly activity leans toward calls or puts.

Participation1 × 22%
+0.3

Volume relative to existing open interest and contract-level activity.

Trend agreement7 × 26%
+1.8

How closely the chain read agrees with the underlying trend backdrop.

Volatility62 × 10%
+6.2

The intensity of implied volatility and the priced move.

Reconstructed score45.7Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 8.00; the largest put concentration is 2.00. The most active strike by current volume is 3.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
0
1.00-85.7%
0
50
2.00-71.5%
0
0
3.00-57.2%
0
0
4.00-42.9%
0
0
5.00-28.7%
0
2
6.00-14.4%
0
0
7.00-0.1%
0
1
8.0014.1%
651
0
9.0028.4%
1
0
10.0042.7%
0
0
11.0056.9%
0
0
12.0071.2%
0
0
13.0085.4%
0
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Back-loaded volatility

0.50× front/back

Longer-dated options carry more implied volatility than the front expiry, so risk is priced farther out.

0.37 21 Aug 21d
0.48 18 Sep 49d
0.38 16 Oct 77d
0.76 15 Jan 168d

Volatility by Strike

Downside protection premium

Nearest expiry, within 20% of spot

Out-of-the-money puts carry higher implied volatility than comparable calls, indicating richer downside protection.

6
7
8
Put IV Call IV

Historical Replay

How matured reads behaved through expiry

0 directional observations

Forward validation is building. The earliest eligible stored read expires 21 Aug 2026; its result will appear after the matched closing reference is stored.

Directional follow-through-
Moves contained by pricing-
Average expiry move-
Validation readiness
  • Versioned calculationv2 observations only
  • Independent entryone read per market session
  • Point-in-time referencerequired at entry
  • Matched expiry closereported only after maturity

Only v2 snapshots with a point-in-time market reference are eligible. Each observation uses one read per market session and the first weekly close on or immediately after expiry. It is an evidence audit, not an executable strategy or evidence of future performance.

Evidence Quality

High

A100/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
114 / 114
  • No material coverage gap was detected in the retained chain.

Aggregate chain data supports concentration, participation and pricing analysis. It does not identify trade aggressor, opening versus closing activity, multi-leg intent or dealer inventory.

Options Intent Radar

Earnings/event positioning

86/100
Primary intent Earnings/event positioning

Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.

Flow vs price divergence Bearish flow before price confirmation

Put-side pressure is present before a decisive weekly price breakdown.

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $200 of estimated gross traded notional, puts · 8-21 days · otm, and a bearish flow before price confirmation backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure-89
1W price-0.6%
Call premium0%
Put premium100%
Notional split C 0% / P 100% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.06 Volume divided by open interest across the visible chain.
Trend fit 7/100 Agreement between options pressure and Sharemaestro market context.
Event window 12 Aug Matched earnings event is 10 days away.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Conviction clusters Puts · 8-21 days · OTM
Puts · 8-21 days · OTM puts cluster with 50 contracts traded, $200 estimated gross traded notional, and 100% of visible notional.
$200

Setup Classification

Opportunity and risk frame

Context, not advice
Warning Volatility expansion

The tape is pricing or displaying unusually elevated activity.

Warning Event-risk setup

Expected move or upcoming earnings makes the setup more event-sensitive.

Negative Options disagreement

Options positioning is not confirming the underlying trend context.

Activity Anomaly

Warming up

-

3 of 10 completed market sessions are available. More session history is needed before activity can be compared with a reliable normal.

Baseline: 3 completed sessions

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close7.01
1W-0.6%
RS1.3
Fair value-6.4%
Options pressure-89
Speculation1
Volatility62
Trend fit7

Today Versus Normal

Stored-options context

View history
Expected move 9.0% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 0.37 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call - history building
30d avg - · 0/10 sessions -
90d avg - · 0/30 sessions -
180d avg - · 0/60 sessions -
Volume/OI 0.06 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:18 Bearish
Pressure -89
Move 8.9%
30 Jul 11:03 Mixed
Pressure 11
Move 10.5%
31 Jul 09:14 Bearish
Pressure -89
Move 9.3%
31 Jul 13:36 Bullish
Pressure 100
Move 19.1%
31 Jul 14:48 Volatility
Pressure 100
Move 19.1%
2 Aug 11:58 Bearish
Pressure -89
Move 9.0%

Strike Map

Where activity is clustering

Full strike map
Strike1.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike2.00
Calls · V 0 · OI 0
Puts · V 0 · OI 50
Strike3.00
Calls · V 0 · OI 0
Puts · V 50 · OI 0
Strike4.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike5.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike6.00
Calls · V 0 · OI 0
Puts · V 0 · OI 2
Strike7.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike8.00
Calls · V 0 · OI 651
Puts · V 0 · OI 1

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts26
Avg IV0.37
Put-call-
Expiry18 Sep 2026
Contracts28
Avg IV0.48
Put-call-
Expiry16 Oct 2026
Contracts30
Avg IV0.38
Put-call-
Expiry15 Jan 2027
Contracts30
Avg IV0.76
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Call IV premium
Call IV0.32
Put IV0.03
Skew-0.28
18 Sep 2026Call IV premium
Call IV0.20
Put IV0.02
Skew-0.18
16 Oct 2026Put IV premium
Call IV0.09
Put IV0.20
Skew0.11
15 Jan 2027Put IV premium
Call IV0.10
Put IV1.42
Skew1.32

Contract Tape

Most active contracts

Full contract tape
ContractAURA260821P00003000
SidePut
Expiry21 Aug 2026
Strike3.00
Volume50
OI-
IV1.64
ContractAURA260821C00008000
SideCall
Expiry21 Aug 2026
Strike8.00
Volume-
OI651
IV0.32
ContractAURA261016C00007500
SideCall
Expiry16 Oct 2026
Strike7.50
Volume-
OI101
IV0.09
ContractAURA260821P00002000
SidePut
Expiry21 Aug 2026
Strike2.00
Volume-
OI50
IV2.38
ContractAURA270115C00005000
SideCall
Expiry15 Jan 2027
Strike5.00
Volume-
OI12
IV0.82
ContractAURA270115P00008000
SidePut
Expiry15 Jan 2027
Strike8.00
Volume-
OI10
IV1.04
ContractAURA261016C00010000
SideCall
Expiry16 Oct 2026
Strike10.00
Volume-
OI5
IV0.37
ContractAURA260821P00006000
SidePut
Expiry21 Aug 2026
Strike6.00
Volume-
OI2
IV0.38