UPST option chain Upstart Holdings, Inc.
Cboe delayed options data · as of 12:41 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 ±29.5% (20.18–37.08) · ATM IV 70.2% · P/C open interest 0.54
| 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 | |
| 13.20 | 15.10 | 42 | 93.0% | 0.96 | 0.0072 | -0.001 | 15 | 0.1600 | 0.3200 | 715 | 79.8% | -0.04 | 0.0072 | -0.005 | ||
| 11.00 | 12.30 | 71 | 73.2% | 0.93 | 0.0122 | -0.004 | 17.5 | 0.3900 | 0.5500 | 255 | 75.5% | -0.07 | 0.0123 | -0.007 | ||
| 8.15 | 10.85 | 2 | 71 | 68.7% | 0.87 | 0.0188 | -0.008 | 20 | 0.7600 | 0.9800 | 538 | 72.9% | -0.13 | 0.0190 | -0.011 | |
| 7.30 | 8.15 | 29 | 69.9% | 0.80 | 0.0256 | -0.012 | 22.5 | 1.40 | 1.74 | 17 | 567 | 73.0% | -0.20 | 0.0258 | -0.014 | |
| 5.55 | 6.80 | 3 | 173 | 69.9% | 0.72 | 0.0312 | -0.016 | 25 | 2.27 | 2.64 | 6 | 679 | 71.8% | -0.29 | 0.0316 | -0.017 |
| 4.70 | 5.10 | 31 | 182 | 70.3% | 0.63 | 0.0350 | -0.018 | 27.5 | 3.10 | 4.00 | 10 | 328 | 70.1% | -0.38 | 0.0356 | -0.019 |
| 3.50 | 4.10 | 45 | 1,640 | 69.7% | 0.54 | 0.0367 | -0.019 | 30 | 4.65 | 5.25 | 68 | 1,478 | 69.8% | -0.47 | 0.0375 | -0.019 |
| 2.60 | 3.10 | 27 | 1,158 | 68.1% | 0.45 | 0.0365 | -0.019 | 32.5 | 6.35 | 6.75 | 36 | 1,314 | 69.3% | -0.55 | 0.0375 | -0.019 |
| 2.11 | 2.64 | 484 | 2,229 | 71.5% | 0.38 | 0.0348 | -0.019 | 35 | 7.80 | 8.95 | 72 | 274 | 69.4% | -0.63 | 0.0361 | -0.018 |
| 1.35 | 2.28 | 8 | 306 | 71.1% | 0.32 | 0.0322 | -0.018 | 37.5 | 10.20 | 10.55 | 8 | 157 | 70.0% | -0.70 | 0.0337 | -0.016 |
| 1.24 | 1.59 | 6 | 1,927 | 71.4% | 0.26 | 0.0292 | -0.017 | 40 | 11.80 | 13.20 | 1 | 500 | 70.8% | -0.75 | 0.0309 | -0.014 |
| 1.07 | 1.45 | 583 | 75.2% | 0.22 | 0.0262 | -0.015 | 42.5 | 14.00 | 15.45 | 13 | 72 | 71.8% | -0.80 | 0.0280 | -0.012 | |
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 — Dec 18, 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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