UPST Optionskette Upstart Holdings, Inc.
Cboe delayed options data · Stand 18:45 UTC
Jede Zeile entspricht einem Strike. Die linke Hälfte zeigt den Call, die rechte den Put. Geld-/Briefkurs sind die aktuellen Quotes von Käufern und Verkäufern; Volumen sind die in dieser Sitzung gehandelten Kontrakte; Open Interest sind die offenen Kontrakte. Die hervorgehobene Zeile liegt dem Aktienkurs am nächsten.
Dieser Verfallstermin preist einen Move von etwa ±8.3% (22.23–26.25) · ATM IV 62.0% · P/C Open Interest 0.65
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Geldkurs | Fragen | 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 | Geldkurs | Fragen | Vol | OI | IV | Δ | Γ | Θ | |
| 10.40 | 11.85 | 2 | 0.99 | 0.0026 | -0.003 | 13 | 0 | 0.7500 | 285.9% | -0.01 | 0.0026 | -0.004 | ||||
| 8.55 | 10.80 | 0.99 | 0.0036 | -0.004 | 14 | 0 | 0.7500 | 257.8% | -0.01 | 0.0036 | -0.005 | |||||
| 7.55 | 9.60 | 1 | 0.99 | 0.0049 | -0.005 | 15 | 0 | 0.9500 | 40 | 247.9% | -0.01 | 0.0049 | -0.006 | |||
| 6.55 | 8.45 | 0.99 | 0.0069 | -0.006 | 16 | 0 | 0.9500 | 51 | 221.9% | -0.01 | 0.0069 | -0.007 | ||||
| 5.55 | 7.65 | 0.98 | 0.0098 | -0.007 | 17 | 0 | 0.9600 | 45 | 197.8% | -0.02 | 0.0098 | -0.008 | ||||
| 4.75 | 6.30 | 10 | 0.98 | 0.0142 | -0.008 | 18 | 0 | 0.9500 | 55 | 173.5% | -0.02 | 0.0143 | -0.009 | |||
| 3.75 | 5.55 | 15 | 0.97 | 0.0219 | -0.010 | 19 | 0 | 0.7500 | 181 | 139.0% | -0.03 | 0.0219 | -0.011 | |||
| 3.25 | 5.25 | 0.96 | 0.0278 | -0.012 | 19.5 | 0.0100 | 0.0900 | 5 | 45 | 76.6% | -0.04 | 0.0279 | -0.013 | |||
| 2.76 | 5.35 | 3 | 0.95 | 0.0358 | -0.015 | 20 | 0 | 0.4000 | 366 | 96.5% | -0.05 | 0.0360 | -0.015 | |||
| 2.30 | 4.00 | 1 | 0.93 | 0.0466 | -0.018 | 20.5 | 0.0200 | 0.1400 | 4 | 17 | 68.6% | -0.07 | 0.0468 | -0.018 | ||
| 1.78 | 4.65 | 0.91 | 0.0604 | -0.022 | 21 | 0.0500 | 0.6700 | 377 | 95.6% | -0.09 | 0.0607 | -0.022 | ||||
| 1.70 | 3.10 | 2 | 0.87 | 0.0771 | -0.027 | 21.5 | 0.1300 | 0.7500 | 91 | 92.6% | -0.13 | 0.0775 | -0.027 | |||
| 1.34 | 2.65 | 137 | 0.83 | 0.0959 | -0.032 | 22 | 0.2200 | 0.2900 | 2 | 699 | 65.3% | -0.17 | 0.0965 | -0.033 | ||
| 1.73 | 2.14 | 4 | 47.6% | 0.78 | 0.1156 | -0.038 | 22.5 | 0.3100 | 0.4000 | 97 | 64.0% | -0.22 | 0.1162 | -0.038 | ||
| 1.63 | 1.78 | 1 | 604 | 59.6% | 0.71 | 0.1340 | -0.043 | 23 | 0.4400 | 0.5400 | 1 | 166 | 63.2% | -0.29 | 0.1348 | -0.043 |
| 1.37 | 1.48 | 8 | 25 | 62.5% | 0.64 | 0.1490 | -0.046 | 23.5 | 0.6200 | 0.7300 | 1 | 28 | 63.4% | -0.36 | 0.1499 | -0.047 |
| 1.08 | 1.18 | 25 | 253 | 61.6% | 0.56 | 0.1587 | -0.049 | 24 | 0.8300 | 0.9300 | 1 | 293 | 62.4% | -0.44 | 0.1596 | -0.049 |
| 0.8400 | 0.9600 | 15 | 114 | 62.2% | 0.48 | 0.1617 | -0.049 | 24.5 | 0.9800 | 1.20 | 546 | 59.3% | -0.52 | 0.1626 | -0.049 | |
| 0.6400 | 0.6800 | 116 | 1,876 | 59.8% | 0.40 | 0.1578 | -0.047 | 25 | 1.38 | 1.50 | 2 | 502 | 62.5% | -0.60 | 0.1588 | -0.047 |
| 0.4800 | 0.5100 | 47 | 88 | 59.7% | 0.33 | 0.1479 | -0.044 | 25.5 | 1.68 | 1.84 | 221 | 61.5% | -0.67 | 0.1489 | -0.044 | |
| 0.3100 | 0.4200 | 76 | 1,515 | 59.8% | 0.27 | 0.1335 | -0.039 | 26 | 2.09 | 2.21 | 251 | 63.1% | -0.74 | 0.1344 | -0.039 | |
| 0.2600 | 0.2900 | 7 | 75 | 60.7% | 0.21 | 0.1164 | -0.034 | 26.5 | 2.35 | 3.95 | 184 | 107.2% | -0.80 | 0.1174 | -0.034 | |
| 0.1600 | 0.2000 | 881 | 491 | 59.5% | 0.16 | 0.0986 | -0.029 | 27 | 2.71 | 4.60 | 63 | 116.7% | -0.84 | 0.0998 | -0.029 | |
| 0.0400 | 0.1500 | 36 | 55.0% | 0.13 | 0.0819 | -0.025 | 27.5 | 3.30 | 4.90 | 5 | 121.5% | -0.88 | 0.0833 | -0.025 | ||
| 0 | 0.2300 | 2 | 378 | 63.7% | 0.10 | 0.0674 | -0.021 | 28 | 3.80 | 5.20 | 23 | 122.4% | -0.91 | 0.0690 | -0.021 | |
| 0 | 0.7500 | 24 | 98.3% | 0.08 | 0.0555 | -0.018 | 28.5 | 4.25 | 5.90 | 135.6% | -0.93 | 0.0570 | -0.018 | |||
| 0.0300 | 0.7200 | 55 | 104.8% | 0.06 | 0.0459 | -0.016 | 29 | 4.65 | 6.40 | 10 | 139.2% | -0.94 | 0.0476 | -0.016 | ||
| 0.0100 | 0.0500 | 419 | 65.7% | 0.04 | 0.0322 | -0.013 | 30 | 5.60 | 7.50 | 45 | 155.1% | -0.96 | 0.0341 | -0.013 | ||
| 0 | 0.7500 | 166 | 128.7% | 0.03 | 0.0235 | -0.010 | 31 | 6.60 | 8.65 | 1 | 174.1% | -0.97 | 0.0250 | -0.010 | ||
| 0 | 0.1100 | 52 | 90.3% | 0.03 | 0.0177 | -0.009 | 32 | 7.70 | 9.20 | 1 | 1 | 171.9% | -0.98 | 0.0188 | -0.008 | |
| 0 | 0.7000 | 27 | 147.0% | 0.02 | 0.0137 | -0.007 | 33 | 8.60 | 10.20 | 178.7% | -0.99 | 0.0142 | -0.007 | |||
| 0 | 0.6000 | 57 | 150.4% | 0.02 | 0.0108 | -0.006 | 34 | 9.60 | 11.65 | 209.3% | -0.99 | 0.0107 | -0.006 | |||
| 0 | 0.0100 | 5 | 222 | 82.9% | 0.01 | 0.0088 | -0.006 | 35 | 10.65 | 11.60 | 2 | 170.3% | -0.99 | 0.0082 | -0.005 | |
| 0 | 0.3000 | 84 | 144.0% | 0.01 | 0.0072 | -0.005 | 36 | 11.55 | 13.20 | 206.7% | -1.00 | 0.0062 | -0.005 | |||
Angezeigte Strikes: innerhalb von ±50 % des Basiswertpreises. Innerer Wert = max(0, Kurs − Strike) bei Calls, max(0, Strike − Kurs) bei Puts; Zeitwert = Optionspreis − innerer Wert. Greeks und IV gemäß Berechnung des Börsendatenfeeds.
Volatility Smile — Oct 30, 2026
Volatilitätsseite →Implizite Volatilität je Strike für diesen Verfallstermin. Out-of-the-money-Puts werden in der Regel mit höherer IV bepreist als Calls — der Skew.
CallsPuts