UPST option chain Upstart Holdings, Inc.
Cboe delayed options data · as of 18:41 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 ±9.4% (25.55–30.87) · ATM IV 57.9% · P/C open interest 0.48
| 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 | |
| 12.85 | 13.80 | 34 | 169.6% | 0.99 | 0.0036 | -0.001 | 15 | 0 | 0.1800 | 1,314 | 168.9% | -0.01 | 0.0036 | -0.008 | ||
| 10.15 | 12.00 | 2 | 176.6% | 0.98 | 0.0066 | -0.004 | 17.5 | 0 | 0.9500 | 820 | 193.9% | -0.02 | 0.0066 | -0.009 | ||
| 7.90 | 9.40 | 482 | 144.0% | 0.97 | 0.0124 | -0.007 | 20 | 0 | 0.2500 | 589 | 107.1% | -0.03 | 0.0124 | -0.011 | ||
| 6.90 | 8.30 | 123.3% | 0.96 | 0.0162 | -0.009 | 21 | 0 | 0.7100 | 123.2% | -0.04 | 0.0163 | -0.012 | ||||
| 5.90 | 7.45 | 115.2% | 0.95 | 0.0218 | -0.010 | 22 | 0 | 0.0800 | 1 | 65.8% | -0.05 | 0.0219 | -0.013 | |||
| 5.40 | 7.10 | 44 | 113.8% | 0.95 | 0.0257 | -0.011 | 22.5 | 0.0100 | 0.0900 | 2,600 | 63.2% | -0.05 | 0.0258 | -0.014 | ||
| 5.05 | 6.55 | 109.8% | 0.94 | 0.0307 | -0.012 | 23 | 0.0300 | 0.2700 | 1 | 12 | 73.7% | -0.06 | 0.0308 | -0.015 | ||
| 4.15 | 5.65 | 100.9% | 0.91 | 0.0451 | -0.017 | 24 | 0.1200 | 0.1700 | 4 | 9 | 61.2% | -0.09 | 0.0453 | -0.019 | ||
| 3.30 | 4.05 | 2,173 | 70.8% | 0.86 | 0.0658 | -0.024 | 25 | 0.1900 | 0.4500 | 1 | 5,363 | 63.7% | -0.14 | 0.0661 | -0.025 | |
| 2.80 | 4.00 | 1 | 76.8% | 0.82 | 0.0774 | -0.028 | 25.5 | 0.3000 | 0.4200 | 4 | 207 | 59.4% | -0.18 | 0.0778 | -0.029 | |
| 2.54 | 2.98 | 60.9% | 0.78 | 0.0889 | -0.032 | 26 | 0.4500 | 0.5100 | 4 | 108 | 59.4% | -0.23 | 0.0894 | -0.033 | ||
| 2.24 | 2.44 | 1 | 57.3% | 0.73 | 0.0995 | -0.036 | 26.5 | 0.5100 | 0.6500 | 1 | 6 | 57.0% | -0.28 | 0.1000 | -0.037 | |
| 1.91 | 2.12 | 10 | 57.5% | 0.67 | 0.1083 | -0.039 | 27 | 0.7400 | 0.8400 | 170 | 58.9% | -0.33 | 0.1089 | -0.040 | ||
| 1.63 | 1.78 | 3 | 3,677 | 57.0% | 0.61 | 0.1148 | -0.042 | 27.5 | 0.9300 | 1.02 | 1 | 4,495 | 58.1% | -0.39 | 0.1155 | -0.042 |
| 1.36 | 1.51 | 2 | 46 | 56.9% | 0.55 | 0.1186 | -0.043 | 28 | 1.16 | 1.29 | 1 | 213 | 58.9% | -0.45 | 0.1194 | -0.043 |
| 1.16 | 1.28 | 2 | 92 | 58.0% | 0.50 | 0.1195 | -0.044 | 28.5 | 1.43 | 1.53 | 3 | 90 | 58.6% | -0.51 | 0.1203 | -0.044 |
| 0.9700 | 1.05 | 7 | 53 | 57.9% | 0.44 | 0.1176 | -0.043 | 29 | 1.69 | 1.83 | 102 | 58.1% | -0.57 | 0.1184 | -0.043 | |
| 0.7900 | 0.8700 | 72 | 58.0% | 0.38 | 0.1132 | -0.042 | 29.5 | 2.03 | 2.17 | 2 | 8 | 59.0% | -0.62 | 0.1141 | -0.042 | |
| 0.6700 | 0.7200 | 71 | 11.9K | 59.0% | 0.33 | 0.1070 | -0.040 | 30 | 2.42 | 2.55 | 573 | 7,513 | 61.0% | -0.67 | 0.1080 | -0.040 |
| 0.5300 | 0.5900 | 2 | 58 | 58.8% | 0.28 | 0.0995 | -0.038 | 30.5 | 2.74 | 2.91 | 5 | 59.7% | -0.72 | 0.1005 | -0.037 | |
| 0.4300 | 0.4800 | 1 | 28 | 59.2% | 0.24 | 0.0912 | -0.035 | 31 | 2.92 | 3.55 | 115 | 60.9% | -0.76 | 0.0922 | -0.034 | |
| 0.3400 | 0.3900 | 71 | 59.4% | 0.20 | 0.0824 | -0.032 | 31.5 | 3.30 | 4.00 | 61.5% | -0.80 | 0.0834 | -0.030 | |||
| 0.2900 | 0.3100 | 10 | 70 | 60.2% | 0.17 | 0.0734 | -0.028 | 32 | 3.35 | 4.75 | 15 | 60.1% | -0.83 | 0.0744 | -0.027 | |
| 0.1800 | 0.3000 | 63 | 1,500 | 60.5% | 0.14 | 0.0646 | -0.025 | 32.5 | 4.45 | 4.80 | 861 | 70.0% | -0.86 | 0.0656 | -0.023 | |
| 0.1500 | 0.2700 | 3 | 175 | 62.5% | 0.12 | 0.0563 | -0.022 | 33 | 4.05 | 6.25 | 9 | 76.5% | -0.89 | 0.0571 | -0.020 | |
| 0.0400 | 0.1900 | 28 | 57.2% | 0.10 | 0.0487 | -0.019 | 33.5 | 4.55 | 6.70 | 2 | 79.3% | -0.91 | 0.0493 | -0.017 | ||
| 0.0500 | 0.1500 | 212 | 59.0% | 0.08 | 0.0420 | -0.017 | 34 | 5.00 | 7.15 | 80.0% | -0.93 | 0.0426 | -0.014 | |||
| 0.0800 | 0.1300 | 62 | 63.2% | 0.07 | 0.0364 | -0.015 | 34.5 | 5.45 | 7.65 | 82.2% | -0.94 | 0.0374 | -0.012 | |||
| 0.0800 | 0.1100 | 27 | 6,650 | 65.2% | 0.06 | 0.0315 | -0.013 | 35 | 6.80 | 6.95 | 17 | 918 | 68.1% | -0.95 | 0.0328 | -0.010 |
| 0.0300 | 0.1000 | 15 | 63.7% | 0.05 | 0.0275 | -0.012 | 35.5 | 6.40 | 7.70 | -0.96 | 0.0300 | -0.009 | ||||
| 0.0200 | 0.1000 | 1 | 60 | 65.8% | 0.04 | 0.0241 | -0.011 | 36 | 6.90 | 8.20 | -0.96 | 0.0274 | -0.008 | |||
| 0.0400 | 0.0600 | 2 | 70 | 69.5% | 0.03 | 0.0189 | -0.009 | 37 | 7.90 | 9.20 | -0.97 | 0.0226 | -0.006 | |||
| 0.0300 | 0.0500 | 11 | 2,118 | 69.8% | 0.03 | 0.0168 | -0.009 | 37.5 | 8.40 | 10.60 | 760 | 100.0% | -0.98 | 0.0205 | -0.006 | |
| 0 | 0.0700 | 20 | 71.0% | 0.03 | 0.0151 | -0.008 | 38 | 8.90 | 11.65 | 127.0% | -0.98 | 0.0186 | -0.006 | |||
| 0 | 0.3700 | 1 | 102.6% | 0.02 | 0.0123 | -0.007 | 39 | 9.90 | 12.70 | 136.1% | -0.99 | 0.0149 | -0.006 | |||
| 0.0200 | 0.0300 | 11 | 9,104 | 77.2% | 0.02 | 0.0102 | -0.006 | 40 | 11.70 | 12.20 | 79 | 287 | 110.3% | -0.99 | 0.0112 | -0.007 |
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 — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs