UPST option chain Upstart Holdings, Inc.
Cboe delayed options data · as of 15:45 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 ±31.9% (15.77–30.57) · ATM IV 70.1% · P/C open interest 0.37
| 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 | |
| 10.75 | 11.90 | 4 | 87.0% | 0.95 | 0.0099 | -0.003 | 12.5 | 0.1400 | 0.3300 | 41 | 75.1% | -0.05 | 0.0100 | -0.004 | ||
| 8.60 | 9.75 | 18 | 79.5% | 0.90 | 0.0180 | -0.006 | 15 | 0.5100 | 0.6300 | 157 | 73.0% | -0.10 | 0.0182 | -0.007 | ||
| 6.85 | 7.85 | 77.8% | 0.82 | 0.0271 | -0.009 | 17.5 | 1.00 | 1.25 | 134 | 70.9% | -0.18 | 0.0274 | -0.010 | |||
| 5.35 | 5.70 | 14 | 70.6% | 0.73 | 0.0349 | -0.012 | 20 | 1.82 | 2.15 | 347 | 70.0% | -0.28 | 0.0355 | -0.013 | ||
| 4.10 | 4.40 | 24 | 70.7% | 0.63 | 0.0402 | -0.014 | 22.5 | 2.95 | 3.35 | 100 | 69.5% | -0.38 | 0.0411 | -0.015 | ||
| 3.00 | 3.30 | 145 | 69.1% | 0.53 | 0.0424 | -0.015 | 25 | 4.35 | 4.80 | 222 | 68.8% | -0.48 | 0.0436 | -0.015 | ||
| 2.29 | 2.50 | 160 | 69.8% | 0.43 | 0.0418 | -0.015 | 27.5 | 6.00 | 6.55 | 190 | 68.8% | -0.58 | 0.0434 | -0.015 | ||
| 1.72 | 1.91 | 175 | 70.3% | 0.35 | 0.0392 | -0.014 | 30 | 8.05 | 8.35 | 150 | 69.4% | -0.66 | 0.0413 | -0.014 | ||
| 1.31 | 1.56 | 656 | 72.0% | 0.29 | 0.0356 | -0.013 | 32.5 | 10.00 | 10.55 | 93 | 70.1% | -0.74 | 0.0381 | -0.013 | ||
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs