UPST option chain Upstart Holdings, Inc.
Cboe delayed options data · as of 12:42 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 ±16.6% (19.86–27.75) · ATM IV 86.4% · P/C open interest 0.89
| 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 | |
| 9.85 | 12.45 | 214.4% | 0.97 | 0.0088 | -0.015 | 13 | 0 | 0.7500 | 193.8% | -0.03 | 0.0088 | -0.015 | ||||
| 9.00 | 11.45 | 201.0% | 0.96 | 0.0111 | -0.016 | 14 | 0 | 0.9500 | 186.3% | -0.04 | 0.0111 | -0.016 | ||||
| 7.90 | 10.35 | 170.0% | 0.95 | 0.0141 | -0.016 | 15 | 0 | 0.4400 | 135.1% | -0.05 | 0.0141 | -0.016 | ||||
| 7.05 | 8.95 | 138.3% | 0.94 | 0.0180 | -0.017 | 16 | 0 | 0.7500 | 35 | 138.2% | -0.06 | 0.0180 | -0.017 | |||
| 6.25 | 8.00 | 2 | 133.2% | 0.93 | 0.0235 | -0.018 | 17 | 0 | 0.7500 | 121.6% | -0.07 | 0.0235 | -0.018 | |||
| 5.45 | 7.05 | 2 | 126.1% | 0.91 | 0.0313 | -0.021 | 18 | 0.0100 | 0.3900 | 91 | 135 | 87.9% | -0.09 | 0.0314 | -0.021 | |
| 4.30 | 6.40 | 70 | 115.7% | 0.87 | 0.0419 | -0.025 | 19 | 0.2100 | 0.3900 | 2 | 42 | 83.9% | -0.13 | 0.0420 | -0.025 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 19.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.00 | 5.00 | 1 | 70 | 74.6% | 0.82 | 0.0538 | -0.031 | 20 | 0.3600 | 0.6000 | 22 | 494 | 82.7% | -0.18 | 0.0540 | -0.031 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 20.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.83 | 4.25 | 1 | 91.3% | 0.75 | 0.0650 | -0.037 | 21 | 0.5800 | 0.9300 | 6 | 197 | 83.1% | -0.25 | 0.0653 | -0.037 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 21.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.48 | 3.25 | 14 | 88.9% | 0.67 | 0.0740 | -0.042 | 22 | 0.7600 | 1.61 | 87 | 351 | 86.8% | -0.33 | 0.0743 | -0.042 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 22.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.93 | 2.82 | 5 | 31 | 91.6% | 0.59 | 0.0799 | -0.045 | 23 | 1.46 | 1.87 | 19 | 689 | 88.3% | -0.41 | 0.0804 | -0.045 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 23.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.66 | 1.83 | 1,691 | 2,912 | 84.3% | 0.51 | 0.0823 | -0.046 | 24 | 2.03 | 2.37 | 2 | 2,052 | 88.4% | -0.49 | 0.0828 | -0.046 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 24.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.20 | 1.48 | 22 | 479 | 83.7% | 0.43 | 0.0811 | -0.046 | 25 | 2.41 | 3.25 | 368 | 89.4% | -0.57 | 0.0817 | -0.046 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 25.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6800 | 1.15 | 17 | 318 | 78.5% | 0.36 | 0.0770 | -0.043 | 26 | 2.88 | 3.75 | 10 | 252 | 80.3% | -0.64 | 0.0777 | -0.044 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 26.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.5100 | 1.04 | 5 | 242 | 83.8% | 0.30 | 0.0708 | -0.040 | 27 | 2.73 | 6.00 | 5 | 130 | 95.4% | -0.71 | 0.0716 | -0.040 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 27.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.3700 | 0.7600 | 9 | 199 | 83.1% | 0.24 | 0.0634 | -0.036 | 28 | 3.70 | 6.25 | 31 | 85.8% | -0.77 | 0.0642 | -0.036 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 28.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2000 | 0.5400 | 11 | 148 | 80.0% | 0.19 | 0.0554 | -0.032 | 29 | 4.45 | 7.10 | 5 | 82.7% | -0.81 | 0.0563 | -0.032 | |
| 0.1900 | 0.5000 | 123 | 331 | 86.6% | 0.15 | 0.0476 | -0.027 | 30 | 5.50 | 8.00 | 20 | 29 | 89.4% | -0.85 | 0.0485 | -0.028 |
| 0.0100 | 1.09 | 52 | 109.1% | 0.12 | 0.0404 | -0.024 | 31 | 6.95 | 8.90 | 1 | 110.0% | -0.88 | 0.0415 | -0.025 | ||
| 0.0500 | 0.3000 | 229 | 85.6% | 0.10 | 0.0344 | -0.021 | 32 | 7.35 | 9.15 | -0.91 | 0.0355 | -0.022 | ||||
| 0.0500 | 0.4400 | 4 | 71 | 99.5% | 0.09 | 0.0295 | -0.019 | 33 | 8.35 | 10.40 | -0.92 | 0.0305 | -0.020 | |||
| 0.0200 | 0.2000 | 1 | 248 | 89.1% | 0.07 | 0.0255 | -0.018 | 34 | 8.75 | 11.65 | -0.93 | 0.0265 | -0.018 | |||
| 0.0300 | 0.2400 | 3 | 18 | 98.4% | 0.06 | 0.0223 | -0.016 | 35 | 9.65 | 12.90 | 6 | -0.94 | 0.0232 | -0.017 | ||
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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs