UPST cadena de opciones Upstart Holdings, Inc.
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±15.3% (24.49–33.34) · ATM IV 60.8% · P/C interés abierto 5.33
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 9.95 | 12.05 | 0.97 | 0.0088 | -0.003 | 18 | 0 | 0.2000 | 86.9% | -0.03 | 0.0089 | -0.008 | |||||
| 9.00 | 11.95 | 112.8% | 0.96 | 0.0110 | -0.004 | 19 | 0 | 0.7500 | 106.0% | -0.04 | 0.0111 | -0.008 | ||||
| 8.00 | 9.70 | 0.95 | 0.0140 | -0.005 | 20 | 0 | 0.7500 | 50 | 95.8% | -0.05 | 0.0140 | -0.009 | ||||
| 7.05 | 8.55 | 0.94 | 0.0180 | -0.007 | 21 | 0 | 0.7500 | 86.1% | -0.06 | 0.0181 | -0.010 | |||||
| 6.15 | 7.65 | 0.92 | 0.0236 | -0.009 | 22 | 0.0100 | 0.6700 | 4 | 74.4% | -0.08 | 0.0237 | -0.012 | ||||
| 5.25 | 6.75 | 0.90 | 0.0309 | -0.011 | 23 | 0.0500 | 0.7500 | 5 | 68.8% | -0.10 | 0.0311 | -0.014 | ||||
| 4.60 | 6.00 | 52.6% | 0.86 | 0.0396 | -0.015 | 24 | 0.1500 | 0.8800 | 4 | 65.2% | -0.14 | 0.0399 | -0.017 | |||
| 3.80 | 4.95 | 47.9% | 0.81 | 0.0489 | -0.019 | 25 | 0.3500 | 1.09 | 24 | 64.1% | -0.19 | 0.0492 | -0.021 | |||
| 3.10 | 4.35 | 52.7% | 0.75 | 0.0575 | -0.022 | 26 | 0.6500 | 1.38 | 105 | 64.1% | -0.25 | 0.0579 | -0.024 | |||
| 2.45 | 3.60 | 52.0% | 0.68 | 0.0647 | -0.026 | 27 | 1.01 | 1.75 | 16 | 64.2% | -0.32 | 0.0652 | -0.027 | |||
| 2.64 | 3.20 | 1 | 12 | 66.1% | 0.61 | 0.0696 | -0.028 | 28 | 1.47 | 2.20 | 11 | 64.9% | -0.39 | 0.0703 | -0.029 | |
| 1.65 | 2.47 | 1 | 56.0% | 0.54 | 0.0722 | -0.029 | 29 | 1.99 | 2.74 | 4 | 65.6% | -0.46 | 0.0729 | -0.030 | ||
| 1.25 | 2.00 | 3 | 55.8% | 0.47 | 0.0722 | -0.030 | 30 | 2.35 | 3.55 | 4 | 66.0% | -0.53 | 0.0730 | -0.029 | ||
| 0.9100 | 1.65 | 5 | 56.1% | 0.41 | 0.0700 | -0.029 | 31 | 3.05 | 4.20 | 51 | 67.2% | -0.60 | 0.0710 | -0.029 | ||
| 0.6500 | 1.39 | 1 | 57.1% | 0.34 | 0.0660 | -0.028 | 32 | 3.80 | 4.95 | 1 | 69.0% | -0.66 | 0.0671 | -0.027 | ||
| 0.4500 | 1.18 | 4 | 58.2% | 0.29 | 0.0608 | -0.026 | 33 | 4.60 | 5.70 | 70.2% | -0.72 | 0.0620 | -0.025 | |||
| 0.2700 | 1.00 | 8 | 58.7% | 0.24 | 0.0550 | -0.024 | 34 | 5.25 | 6.70 | 71.8% | -0.77 | 0.0563 | -0.022 | |||
| 0.4800 | 0.8800 | 3 | 16 | 66.5% | 0.20 | 0.0490 | -0.022 | 35 | 6.15 | 7.55 | 74.1% | -0.81 | 0.0504 | -0.020 | ||
| 0.0700 | 0.7500 | 3 | 61.0% | 0.17 | 0.0432 | -0.020 | 36 | 7.05 | 8.45 | 76.5% | -0.84 | 0.0446 | -0.018 | |||
| 0.0300 | 0.7500 | 1 | 65.0% | 0.14 | 0.0379 | -0.018 | 37 | 7.95 | 9.40 | 79.2% | -0.87 | 0.0394 | -0.016 | |||
| 0.0100 | 0.7500 | 69.3% | 0.12 | 0.0332 | -0.017 | 38 | 8.90 | 10.30 | 81.3% | -0.89 | 0.0347 | -0.014 | ||||
| 0.0100 | 0.7500 | 73.8% | 0.11 | 0.0292 | -0.015 | 39 | 9.85 | 11.25 | 84.1% | -0.91 | 0.0306 | -0.012 | ||||
| 0.0100 | 0.7200 | 77.3% | 0.09 | 0.0258 | -0.014 | 40 | 10.35 | 12.70 | 9 | 87.6% | -0.92 | 0.0271 | -0.011 | |||
| 0.0100 | 0.6600 | 79.7% | 0.08 | 0.0229 | -0.013 | 41 | 11.35 | 13.65 | 90.8% | -0.93 | 0.0241 | -0.009 | ||||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Oct 09, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.