UPST option chain Upstart Holdings, Inc.
Cboe delayed options data · as of 21:55 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±2.9% (27.90–29.59) · ATM IV 66.8% · P/C open interest 0.77
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 10.00 | 11.15 | 44 | 38 | 1.00 | 0.0001 | 0.000 | 18 | 0 | 0.1000 | 445.8% | -0.00 | 0.0001 | -0.000 | |||
| 8.90 | 10.15 | 44 | 34 | 1.00 | 0.0002 | 0.000 | 19 | 0 | 0.1000 | 33 | 400.5% | -0.00 | 0.0002 | -0.000 | ||
| 7.85 | 9.05 | 2 | 2 | 1.00 | 0.0003 | 0.000 | 20 | 0 | 0.1000 | 16 | 357.1% | -0.00 | 0.0003 | -0.000 | ||
| 6.95 | 7.90 | 3 | 34 | 1.00 | 0.0006 | 0.000 | 21 | 0 | 0.2700 | 54 | 382.6% | -0.00 | 0.0006 | -0.000 | ||
| 5.90 | 6.90 | 1 | 35 | 1.00 | 0.0012 | 0.000 | 22 | 0 | 0.1700 | 1 | 69 | 304.3% | -0.00 | 0.0012 | -0.001 | |
| 4.95 | 6.00 | 1 | 2 | 1.00 | 0.0024 | 0.000 | 23 | 0 | 0.3100 | 5 | 300.7% | -0.00 | 0.0024 | -0.001 | ||
| 3.90 | 4.95 | 4 | 1.00 | 0.0052 | 0.000 | 24 | 0 | 0.5000 | 51 | 291.8% | -0.00 | 0.0052 | -0.002 | |||
| 2.95 | 3.95 | 19 | 0.99 | 0.0120 | -0.002 | 25 | 0 | 0.0500 | 7 | 1,547 | 141.2% | -0.01 | 0.0120 | -0.004 | ||
| 2.44 | 3.40 | 20 | 0.99 | 0.0190 | -0.004 | 25.5 | 0 | 0.0800 | 11 | 25 | 135.9% | -0.01 | 0.0190 | -0.006 | ||
| 1.98 | 2.88 | 4 | 21 | 0.98 | 0.0309 | -0.007 | 26 | 0 | 0.0200 | 204 | 1,654 | 92.2% | -0.02 | 0.0309 | -0.009 | |
| 1.54 | 2.33 | 4 | 39 | 0.97 | 0.0527 | -0.013 | 26.5 | 0 | 0.0300 | 44 | 383 | 82.5% | -0.03 | 0.0527 | -0.014 | |
| 1.14 | 1.86 | 81 | 171 | 0.95 | 0.0956 | -0.025 | 27 | 0.0200 | 0.0300 | 192 | 791 | 73.6% | -0.05 | 0.0956 | -0.026 | |
| 0.9300 | 1.41 | 38 | 56 | 0.89 | 0.1758 | -0.055 | 27.5 | 0.0400 | 0.0700 | 22 | 386 | 68.5% | -0.11 | 0.1759 | -0.056 | |
| 0.8600 | 0.9600 | 564 | 997 | 69.8% | 0.78 | 0.2894 | -0.128 | 28 | 0.1100 | 0.1800 | 380 | 886 | 69.5% | -0.22 | 0.2894 | -0.129 |
| 0.4600 | 0.5700 | 259 | 368 | 60.2% | 0.61 | 0.3822 | -0.269 | 28.5 | 0.2200 | 0.4400 | 11 | 154 | 73.5% | -0.39 | 0.3828 | -0.269 |
| 0.2500 | 0.3300 | 614 | 762 | 64.3% | 0.41 | 0.3878 | -0.281 | 29 | 0.5000 | 0.6100 | 39 | 451 | 69.1% | -0.59 | 0.3909 | -0.281 |
| 0.1400 | 0.1500 | 609 | 915 | 66.3% | 0.25 | 0.3064 | -0.145 | 29.5 | 0.7600 | 1.08 | 88 | 1,802 | 74.0% | -0.76 | 0.3132 | -0.145 |
| 0.0500 | 0.0700 | 2,155 | 2,237 | 66.2% | 0.13 | 0.2015 | -0.070 | 30 | 1.21 | 1.68 | 86 | 374 | 103.1% | -0.87 | 0.2082 | -0.073 |
| 0.0200 | 0.0400 | 69 | 807 | 71.1% | 0.07 | 0.1225 | -0.037 | 30.5 | 1.69 | 2.01 | 11 | 34 | 100.6% | -0.93 | 0.1253 | -0.042 |
| 0.0100 | 0.0500 | 225 | 1,492 | 86.0% | 0.04 | 0.0750 | -0.021 | 31 | 2.17 | 2.63 | 5 | 108 | 133.7% | -0.96 | 0.0743 | -0.028 |
| 0 | 0.0300 | 17 | 371 | 88.6% | 0.03 | 0.0478 | -0.014 | 31.5 | 2.64 | 3.15 | 5 | 6 | 150.7% | -0.98 | 0.0454 | -0.022 |
| 0 | 0.0400 | 101 | 583 | 106.0% | 0.02 | 0.0316 | -0.009 | 32 | 3.15 | 3.65 | 77 | 48 | 169.7% | -0.99 | 0.0285 | -0.019 |
| 0 | 0.0300 | 27 | 297 | 113.3% | 0.01 | 0.0216 | -0.007 | 32.5 | 3.65 | 4.40 | 77 | 14 | 222.5% | -0.99 | 0.0184 | -0.017 |
| 0 | 0.0500 | 47 | 635 | 135.6% | 0.01 | 0.0151 | -0.005 | 33 | 4.10 | 4.95 | 6 | 2 | 240.3% | -0.99 | 0.0121 | -0.016 |
| 0 | 0.2500 | 1 | 147 | 203.9% | 0.01 | 0.0108 | -0.004 | 33.5 | 4.55 | 5.45 | 7 | 3 | 250.2% | -1.00 | 0.0081 | -0.015 |
| 0 | 0.1200 | 44 | 380 | 186.3% | 0.01 | 0.0079 | -0.003 | 34 | 5.15 | 5.95 | 77 | 22 | 280.9% | -1.00 | 0.0056 | -0.015 |
| 0 | 0.6200 | 42 | 295.7% | 0.00 | 0.0058 | -0.002 | 34.5 | 5.60 | 6.75 | 58 | 22 | 330.7% | -1.00 | 0.0038 | -0.014 | |
| 0 | 0.0100 | 32 | 682 | 147.1% | 0.00 | 0.0044 | -0.002 | 35 | 6.10 | 6.90 | 4 | 2 | 297.4% | -1.00 | 0.0027 | -0.014 |
| 0 | 0.3600 | 14 | 282.5% | 0.00 | 0.0034 | -0.001 | 35.5 | 6.60 | 7.30 | 9 | 2 | 295.1% | -1.00 | 0.0019 | -0.014 | |
| 0 | 0.3600 | 3 | 212 | 296.1% | 0.00 | 0.0026 | -0.001 | 36 | 7.05 | 7.75 | 7 | 1 | 289.4% | -1.00 | 0.0014 | -0.014 |
| 0 | 0.3600 | 10 | 309.3% | 0.00 | 0.0021 | -0.001 | 36.5 | 7.65 | 8.65 | 3 | 387.0% | -1.00 | 0.0010 | -0.014 | ||
| 0 | 0.0700 | 26 | 235.7% | 0.00 | 0.0016 | -0.001 | 37 | 7.30 | 10.10 | 2 | 415.7% | -1.00 | 0.0008 | -0.014 | ||
| 0 | 0.2300 | 303.9% | 0.00 | 0.0013 | -0.001 | 37.5 | 8.25 | 10.05 | 415.9% | -1.00 | 0.0006 | -0.014 | ||||
| 0 | 0.6500 | 72 | 401.4% | 0.00 | 0.0011 | -0.001 | 38 | 9.00 | 10.35 | 437.2% | -1.00 | 0.0004 | -0.014 | |||
| 0 | 0.7500 | 2 | 430.8% | 0.00 | 0.0009 | -0.000 | 38.5 | 9.45 | 10.90 | 2 | 1 | 450.9% | -1.00 | 0.0003 | -0.014 | |
| 0 | 0.5100 | 16 | 402.2% | 0.00 | 0.0007 | -0.000 | 39 | 10.05 | 11.25 | 2 | 456.8% | -1.00 | 0.0002 | -0.014 | ||
| 0 | 0.5700 | 425.6% | 0.00 | 0.0006 | -0.000 | 39.5 | 10.65 | 11.65 | 4 | 2 | 469.8% | -1.00 | 0.0002 | -0.014 | ||
| 0 | 0.0100 | 63 | 232.1% | 0.00 | 0.0005 | -0.000 | 40 | 11.05 | 12.35 | 2 | 2 | 498.0% | -1.00 | 0.0002 | -0.014 | |
| 0 | 0.0200 | 1 | 1 | 266.4% | 0.00 | 0.0004 | -0.000 | 41 | 12.00 | 12.95 | 443.2% | -1.00 | 0.0001 | -0.014 | ||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs