UPST chaîne d'options Upstart Holdings, Inc.
Chaque ligne correspond à un strike. La moitié gauche concerne le call, la moitié droite le put. Le bid/ask correspond aux cotations actuelles des acheteurs et vendeurs ; le volume indique les contrats échangés lors de cette séance ; l'open interest représente les contrats en cours. La ligne mise en évidence est la plus proche du cours de l'action.
Cette échéance intègre un mouvement d'environ ±11.4% (25.45–32.03) · ATM IV 58.0% · P/C open interest 1.11
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Offre | Demander | 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 | Offre | Demander | Vol | OI | IV | Δ | Γ | Θ | |
| 9.70 | 12.20 | 118.4% | 0.98 | 0.0072 | -0.003 | 18 | 0 | 0.9500 | 158.0% | -0.02 | 0.0072 | -0.008 | ||||
| 8.85 | 11.10 | 110.2% | 0.97 | 0.0091 | -0.004 | 19 | 0 | 0.9500 | 143.7% | -0.03 | 0.0091 | -0.008 | ||||
| 7.15 | 10.00 | 1 | 0.97 | 0.0116 | -0.005 | 20 | 0 | 0.7500 | 4 | 121.2% | -0.03 | 0.0117 | -0.009 | |||
| 6.95 | 8.80 | 71.7% | 0.96 | 0.0152 | -0.006 | 21 | 0 | 0.1900 | 33 | 77.9% | -0.04 | 0.0152 | -0.010 | |||
| 5.95 | 7.50 | 0.95 | 0.0204 | -0.008 | 22 | 0 | 0.6800 | 32 | 93.7% | -0.05 | 0.0204 | -0.011 | ||||
| 5.05 | 6.50 | 0.93 | 0.0284 | -0.011 | 23 | 0.0900 | 0.2700 | 1 | 10 | 68.6% | -0.07 | 0.0285 | -0.013 | |||
| 4.25 | 5.20 | 0.90 | 0.0401 | -0.015 | 24 | 0.1400 | 0.3000 | 66 | 61.8% | -0.10 | 0.0403 | -0.017 | ||||
| 3.35 | 4.35 | 2 | 7 | 31.1% | 0.85 | 0.0547 | -0.021 | 25 | 0.2900 | 0.4200 | 5 | 307 | 60.3% | -0.15 | 0.0550 | -0.022 |
| 3.20 | 3.45 | 8 | 56.3% | 0.78 | 0.0698 | -0.027 | 26 | 0.5000 | 0.6500 | 4 | 180 | 60.0% | -0.22 | 0.0701 | -0.028 | |
| 2.51 | 2.76 | 1 | 56.9% | 0.70 | 0.0828 | -0.032 | 27 | 0.8100 | 0.9700 | 201 | 202 | 60.2% | -0.30 | 0.0832 | -0.033 | |
| 1.91 | 2.15 | 206 | 143 | 56.8% | 0.61 | 0.0917 | -0.036 | 28 | 1.19 | 1.38 | 111 | 59.9% | -0.39 | 0.0923 | -0.036 | |
| 1.37 | 1.64 | 1 | 11 | 56.1% | 0.51 | 0.0952 | -0.037 | 29 | 1.69 | 1.88 | 2 | 46 | 60.0% | -0.49 | 0.0959 | -0.038 |
| 0.9800 | 1.29 | 39 | 78 | 57.4% | 0.42 | 0.0931 | -0.037 | 30 | 2.28 | 2.48 | 203 | 60.1% | -0.58 | 0.0939 | -0.037 | |
| 0.6900 | 0.9000 | 13 | 57 | 56.6% | 0.34 | 0.0864 | -0.035 | 31 | 2.90 | 3.20 | 49 | 59.9% | -0.67 | 0.0874 | -0.034 | |
| 0.5400 | 0.6800 | 8 | 34 | 59.1% | 0.27 | 0.0769 | -0.031 | 32 | 3.70 | 3.95 | 5 | 60.9% | -0.74 | 0.0780 | -0.030 | |
| 0.3800 | 0.4900 | 8 | 55 | 59.6% | 0.20 | 0.0660 | -0.027 | 33 | 4.40 | 5.45 | 2 | 74.5% | -0.80 | 0.0672 | -0.026 | |
| 0.2300 | 0.3600 | 373 | 59.5% | 0.15 | 0.0549 | -0.023 | 34 | 5.05 | 7.30 | 5 | 94.1% | -0.85 | 0.0562 | -0.021 | ||
| 0.2200 | 0.2600 | 12 | 174 | 62.6% | 0.12 | 0.0447 | -0.019 | 35 | 5.90 | 8.20 | 6 | 96.9% | -0.89 | 0.0460 | -0.017 | |
| 0.1100 | 0.2100 | 53 | 62.3% | 0.09 | 0.0361 | -0.016 | 36 | 6.95 | 8.65 | 92.3% | -0.92 | 0.0372 | -0.013 | |||
| 0.0800 | 0.2100 | 45 | 66.4% | 0.07 | 0.0293 | -0.014 | 37 | 8.15 | 9.40 | 13 | 15 | 97.9% | -0.94 | 0.0301 | -0.011 | |
| 0.0400 | 0.2000 | 1 | 17 | 68.9% | 0.06 | 0.0240 | -0.012 | 38 | 9.10 | 10.15 | 14 | 14 | 95.5% | -0.95 | 0.0247 | -0.008 |
| 0 | 0.6500 | 6 | 92.7% | 0.05 | 0.0199 | -0.011 | 39 | 9.90 | 12.30 | 128.0% | -0.96 | 0.0222 | -0.006 | |||
| 0 | 0.7500 | 87 | 101.8% | 0.04 | 0.0168 | -0.009 | 40 | 10.30 | 13.35 | 3 | 119.6% | -0.97 | 0.0198 | -0.004 | ||
| 0 | 0.3500 | 18 | 89.7% | 0.03 | 0.0142 | -0.009 | 41 | 11.20 | 14.35 | 122.5% | -0.98 | 0.0177 | -0.004 | |||
Strikes affichés : dans une fourchette de ±50 % par rapport au prix du sous-jacent. Valeur intrinsèque = max(0, prix − strike) pour les calls, max(0, strike − prix) pour les puts ; valeur extrinsèque = prix de l'option − valeur intrinsèque. Greeks et IV tels que calculés par le flux de la bourse.
Smile de volatilité — Sep 25, 2026
Page volatilité →Volatilité implicite par strike pour cette échéance. Les puts hors de la monnaie affichent généralement une IV plus élevée que les calls — c'est le skew.