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 ±17.3% (19.39–27.52) · ATM IV 78.4% · P/C open interest 1.35
| 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 | |
| 9.35 | 12.70 | 171.8% | 0.96 | 0.0097 | -0.014 | 13 | 0 | 0.4000 | 143.8% | -0.04 | 0.0097 | -0.014 | ||||
| 8.75 | 11.70 | 174.0% | 0.95 | 0.0121 | -0.015 | 14 | 0 | 0.7500 | 150.9% | -0.05 | 0.0122 | -0.015 | ||||
| 8.05 | 10.05 | 139.9% | 0.94 | 0.0152 | -0.015 | 15 | 0 | 0.9500 | 144.7% | -0.06 | 0.0152 | -0.015 | ||||
| 7.10 | 9.05 | 126.3% | 0.93 | 0.0192 | -0.016 | 16 | 0 | 0.7500 | 119.8% | -0.07 | 0.0193 | -0.016 | ||||
| 6.35 | 8.10 | 122.7% | 0.92 | 0.0247 | -0.017 | 17 | 0.0600 | 0.2500 | 1 | 42 | 83.0% | -0.08 | 0.0247 | -0.017 | ||
| 5.05 | 7.20 | 100.3% | 0.89 | 0.0321 | -0.018 | 18 | 0 | 0.3800 | 75.2% | -0.11 | 0.0322 | -0.019 | ||||
| 3.90 | 6.35 | 86.0% | 0.86 | 0.0417 | -0.022 | 19 | 0.1800 | 0.5100 | 1 | 151 | 76.2% | -0.14 | 0.0418 | -0.022 | ||
| 3.00 | 5.55 | 6 | 80.6% | 0.81 | 0.0522 | -0.026 | 20 | 0.3800 | 0.7300 | 34 | 135 | 76.2% | -0.20 | 0.0525 | -0.026 | |
| 3.20 | 4.45 | 3 | 92.1% | 0.74 | 0.0620 | -0.030 | 21 | 0.6400 | 1.56 | 183 | 88.4% | -0.26 | 0.0623 | -0.030 | ||
| 2.66 | 3.40 | 29 | 40 | 83.8% | 0.67 | 0.0697 | -0.034 | 22 | 1.18 | 1.39 | 3 | 91 | 79.6% | -0.33 | 0.0701 | -0.034 |
| 2.12 | 2.53 | 77.2% | 0.59 | 0.0747 | -0.036 | 23 | 1.43 | 2.05 | 118 | 79.6% | -0.41 | 0.0752 | -0.036 | |||
| 1.68 | 2.01 | 6 | 24 | 76.7% | 0.52 | 0.0768 | -0.037 | 24 | 2.00 | 2.65 | 106 | 81.7% | -0.48 | 0.0774 | -0.037 | |
| 1.30 | 1.81 | 1 | 18 | 80.7% | 0.45 | 0.0761 | -0.037 | 25 | 2.64 | 3.20 | 10 | 81.2% | -0.56 | 0.0768 | -0.037 | |
| 0.9800 | 1.31 | 6 | 98 | 77.3% | 0.38 | 0.0730 | -0.035 | 26 | 3.15 | 4.25 | 5 | 35 | 85.5% | -0.63 | 0.0738 | -0.036 |
| 0.5800 | 1.16 | 2 | 99 | 76.7% | 0.31 | 0.0681 | -0.033 | 27 | 3.65 | 4.85 | 12 | 78.0% | -0.69 | 0.0690 | -0.033 | |
| 0.6000 | 0.8700 | 11 | 74 | 80.2% | 0.26 | 0.0620 | -0.030 | 28 | 4.55 | 5.80 | 28 | 84.3% | -0.75 | 0.0630 | -0.030 | |
| 0.4100 | 0.7100 | 4 | 35 | 80.0% | 0.21 | 0.0552 | -0.027 | 29 | 4.55 | 7.20 | 7 | 77.8% | -0.80 | 0.0563 | -0.027 | |
| 0.3500 | 0.5900 | 15 | 105 | 82.7% | 0.17 | 0.0483 | -0.024 | 30 | 5.45 | 7.55 | 56.9% | -0.84 | 0.0495 | -0.024 | ||
| 0.0600 | 0.6000 | 3 | 14 | 80.6% | 0.14 | 0.0418 | -0.021 | 31 | 5.80 | 9.15 | 2 | 58.9% | -0.87 | 0.0431 | -0.022 | |
| 0.0100 | 0.6300 | 121 | 86.2% | 0.12 | 0.0362 | -0.019 | 32 | 7.15 | 9.50 | -0.89 | 0.0375 | -0.020 | ||||
| 0.0900 | 0.2400 | 131 | 46 | 88.7% | 0.08 | 0.0243 | -0.015 | 35 | 10.05 | 12.10 | -0.93 | 0.0256 | -0.016 | |||
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 — Nov 13, 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.