UPST catena di opzioni Upstart Holdings, Inc.
Ogni riga corrisponde a uno strike. La metà sinistra è la call, la metà destra è la put. Bid/ask sono le quotazioni attuali di acquirenti e venditori; il volume indica i contratti scambiati in questa sessione; l'open interest indica i contratti aperti. La riga evidenziata è quella più vicina al prezzo del titolo.
Questa scadenza prezza una mossa di circa ±18.7% (19.36–28.24) · ATM IV 69.0% · P/C open interest 0.36
| CALL | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Chiedi | 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 | Chiedi | Vol | OI | IV | Δ | Γ | Θ | |
| 8.30 | 11.50 | 112.5% | 0.94 | 0.0131 | -0.013 | 14 | 0 | 0.7500 | 123.7% | -0.06 | 0.0131 | -0.013 | ||||
| 6.90 | 10.55 | 77.5% | 0.93 | 0.0163 | -0.013 | 15 | 0 | 0.7500 | 110.6% | -0.07 | 0.0163 | -0.013 | ||||
| 5.85 | 9.60 | 67.2% | 0.92 | 0.0203 | -0.014 | 16 | 0 | 0.9500 | 10 | 105.6% | -0.08 | 0.0204 | -0.014 | |||
| 5.50 | 8.20 | 72.1% | 0.90 | 0.0256 | -0.015 | 17 | 0 | 0.7500 | 44 | 86.5% | -0.10 | 0.0257 | -0.015 | |||
| 5.10 | 7.35 | 86.7% | 0.87 | 0.0323 | -0.016 | 18 | 0.0100 | 1.15 | 1 | 87.5% | -0.13 | 0.0325 | -0.016 | |||
| 4.60 | 6.45 | 89.1% | 0.84 | 0.0403 | -0.018 | 19 | 0.0100 | 0.9800 | 71.0% | -0.17 | 0.0406 | -0.018 | ||||
| 3.45 | 6.10 | 71.0% | 0.81 | 0.0446 | -0.019 | 19.5 | 0.2500 | 1.00 | 71.8% | -0.19 | 0.0449 | -0.019 | ||||
| 3.10 | 5.20 | 59.1% | 0.79 | 0.0489 | -0.021 | 20 | 0.3100 | 1.20 | 1 | 11 | 71.7% | -0.21 | 0.0492 | -0.021 | ||
| 3.60 | 5.40 | 88.3% | 0.76 | 0.0530 | -0.022 | 20.5 | 0.4500 | 1.30 | 1 | 1 | 70.4% | -0.24 | 0.0533 | -0.022 | ||
| 2.43 | 5.05 | 71.5% | 0.73 | 0.0568 | -0.023 | 21 | 0.9100 | 1.37 | 1 | 17 | 74.2% | -0.27 | 0.0572 | -0.023 | ||
| 3.15 | 3.75 | 44 | 72.3% | 0.70 | 0.0602 | -0.024 | 21.5 | 0.9900 | 1.52 | 1 | 14 | 71.5% | -0.30 | 0.0607 | -0.024 | |
| 2.70 | 3.65 | 44 | 72.9% | 0.67 | 0.0631 | -0.025 | 22 | 1.10 | 1.90 | 5 | 72.9% | -0.34 | 0.0636 | -0.025 | ||
| 2.62 | 3.15 | 6 | 72.4% | 0.63 | 0.0655 | -0.026 | 22.5 | 1.61 | 1.90 | 1 | 4 | 73.9% | -0.37 | 0.0660 | -0.026 | |
| 1.74 | 2.98 | 2 | 11 | 63.7% | 0.60 | 0.0672 | -0.027 | 23 | 1.54 | 2.27 | 3 | 70.9% | -0.41 | 0.0678 | -0.027 | |
| 2.16 | 2.69 | 3 | 73.5% | 0.56 | 0.0684 | -0.027 | 23.5 | 1.56 | 2.65 | 21 | 69.1% | -0.44 | 0.0691 | -0.027 | ||
| 1.45 | 2.44 | 65.4% | 0.53 | 0.0690 | -0.027 | 24 | 2.06 | 2.93 | 5 | 72.7% | -0.47 | 0.0698 | -0.028 | |||
| 1.74 | 2.10 | 12 | 71.1% | 0.50 | 0.0691 | -0.027 | 24.5 | 2.30 | 3.40 | 74.6% | -0.51 | 0.0699 | -0.028 | |||
| 1.51 | 2.20 | 2 | 24 | 75.0% | 0.46 | 0.0687 | -0.027 | 25 | 2.35 | 3.45 | 66.4% | -0.54 | 0.0695 | -0.028 | ||
| 1.33 | 1.75 | 70.6% | 0.43 | 0.0678 | -0.027 | 25.5 | 2.91 | 4.10 | 75.3% | -0.57 | 0.0687 | -0.028 | ||||
| 1.19 | 1.60 | 10 | 11 | 71.1% | 0.40 | 0.0665 | -0.027 | 26 | 3.10 | 4.20 | 1 | 1 | 69.0% | -0.60 | 0.0675 | -0.027 |
| 0.9200 | 1.49 | 3 | 69.6% | 0.37 | 0.0649 | -0.026 | 26.5 | 3.75 | 4.55 | 8 | 73.8% | -0.63 | 0.0660 | -0.027 | ||
| 0.9400 | 1.31 | 11 | 16 | 71.4% | 0.34 | 0.0630 | -0.025 | 27 | 3.30 | 5.45 | 13 | 69.0% | -0.66 | 0.0641 | -0.026 | |
| 0.6700 | 1.73 | 173 | 78.2% | 0.32 | 0.0609 | -0.025 | 27.5 | 3.90 | 5.95 | 75.0% | -0.69 | 0.0621 | -0.025 | |||
| 0.2400 | 1.10 | 12 | 62.8% | 0.29 | 0.0586 | -0.024 | 28 | 4.00 | 6.05 | 64.0% | -0.71 | 0.0598 | -0.025 | |||
| 0.5000 | 1.11 | 16 | 17 | 71.7% | 0.27 | 0.0561 | -0.023 | 28.5 | 4.35 | 6.35 | 60.2% | -0.74 | 0.0574 | -0.024 | ||
| 0.2000 | 1.42 | 18 | 75.4% | 0.25 | 0.0535 | -0.022 | 29 | 4.70 | 7.15 | 2 | 66.9% | -0.76 | 0.0549 | -0.023 | ||
| 0 | 1.11 | 15 | 71.3% | 0.21 | 0.0484 | -0.021 | 30 | 5.55 | 7.70 | 57.6% | -0.80 | 0.0499 | -0.021 | |||
| 0.0100 | 0.9600 | 10 | 73.9% | 0.18 | 0.0433 | -0.019 | 31 | 6.40 | 8.75 | 2 | 59.5% | -0.83 | 0.0449 | -0.020 | ||
| 0.0100 | 0.8300 | 30 | 76.0% | 0.16 | 0.0387 | -0.018 | 32 | 7.30 | 9.70 | 57.1% | -0.85 | 0.0404 | -0.018 | |||
| 0.0100 | 0.5100 | 1 | 1 | 80.1% | 0.11 | 0.0279 | -0.015 | 35 | 10.30 | 12.10 | -0.90 | 0.0297 | -0.015 | |||
Strike mostrati: entro ±50% del prezzo del sottostante. Valore intrinseco = max(0, prezzo − strike) per le call, max(0, strike − prezzo) per le put; estrinseco = prezzo dell'opzione − intrinseco. Greche e IV calcolate dal feed della borsa.
Volatility smile — Nov 27, 2026
Pagina della volatilità →Volatilità implicita per strike per questa scadenza. I put out-of-the-money prezzano solitamente una IV più alta rispetto alle call — lo skew.