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 ±16.5% (24.00–33.49) · ATM IV 60.1% · P/C open interest 0.70
| 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 | |
| 11.70 | 15.25 | 30 | 0.98 | 0.0044 | 0.000 | 15 | 0 | 0.1900 | 564 | 104.2% | -0.02 | 0.0044 | -0.005 | |||
| 9.25 | 12.10 | 4 | 0.97 | 0.0080 | 0.000 | 17.5 | 0.0100 | 0.2100 | 1,834 | 84.7% | -0.03 | 0.0080 | -0.006 | |||
| 8.10 | 9.30 | 154 | 0.95 | 0.0148 | -0.002 | 20 | 0.0500 | 0.2600 | 550 | 69.9% | -0.05 | 0.0149 | -0.008 | |||
| 5.90 | 7.00 | 19 | 45.2% | 0.90 | 0.0288 | -0.008 | 22.5 | 0.2100 | 0.4200 | 1 | 545 | 61.8% | -0.10 | 0.0289 | -0.013 | |
| 4.25 | 4.80 | 1 | 2,262 | 55.3% | 0.79 | 0.0483 | -0.017 | 25 | 0.7900 | 0.8300 | 22 | 1,920 | 60.9% | -0.21 | 0.0486 | -0.020 |
| 2.91 | 3.15 | 45 | 369 | 59.1% | 0.63 | 0.0625 | -0.024 | 27.5 | 1.68 | 1.76 | 49 | 1,340 | 61.0% | -0.37 | 0.0630 | -0.025 |
| 1.87 | 1.98 | 85 | 1,521 | 60.8% | 0.47 | 0.0660 | -0.026 | 30 | 3.00 | 3.20 | 25 | 1,530 | 62.3% | -0.53 | 0.0668 | -0.026 |
| 1.15 | 1.20 | 145 | 1,234 | 61.9% | 0.33 | 0.0592 | -0.025 | 32.5 | 4.75 | 4.90 | 488 | 62.9% | -0.68 | 0.0603 | -0.023 | |
| 0.6800 | 0.7200 | 81 | 1,342 | 62.9% | 0.22 | 0.0474 | -0.021 | 35 | 6.75 | 6.95 | 5 | 414 | 64.0% | -0.79 | 0.0488 | -0.017 |
| 0.3300 | 0.4400 | 12 | 544 | 62.7% | 0.14 | 0.0355 | -0.016 | 37.5 | 8.65 | 10.40 | 27 | 83.4% | -0.87 | 0.0372 | -0.011 | |
| 0.2500 | 0.2800 | 67 | 1,336 | 66.4% | 0.09 | 0.0256 | -0.012 | 40 | 11.15 | 12.40 | 3 | 132 | 85.5% | -0.92 | 0.0273 | -0.005 |
| 0.1400 | 0.1800 | 226 | 67.6% | 0.06 | 0.0182 | -0.009 | 42.5 | 13.70 | 15.50 | 4 | 26 | 108.8% | -0.95 | 0.0193 | -0.000 | |
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 — Oct 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
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