UPST cadena de opciones Upstart Holdings, Inc.
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±15.6% (19.55–26.80) · ATM IV 88.0% · P/C interés abierto 0.89
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 9.75 | 11.25 | 192.4% | 0.97 | 0.0091 | -0.014 | 13 | 0 | 0.7500 | 204.0% | -0.03 | 0.0091 | -0.016 | ||||
| 8.80 | 11.20 | 232.1% | 0.96 | 0.0116 | -0.015 | 14 | 0 | 0.7500 | 182.7% | -0.04 | 0.0116 | -0.017 | ||||
| 7.85 | 9.30 | 162.2% | 0.95 | 0.0149 | -0.016 | 15 | 0 | 0.4400 | 141.1% | -0.05 | 0.0149 | -0.017 | ||||
| 6.90 | 8.60 | 161.9% | 0.94 | 0.0194 | -0.017 | 16 | 0 | 0.7500 | 35 | 143.9% | -0.06 | 0.0194 | -0.018 | |||
| 5.95 | 7.40 | 2 | 135.1% | 0.93 | 0.0258 | -0.020 | 17 | 0 | 0.7500 | 125.9% | -0.07 | 0.0259 | -0.021 | |||
| 5.20 | 6.40 | 2 | 127.5% | 0.90 | 0.0350 | -0.024 | 18 | 0.1500 | 0.4600 | 2 | 135 | 101.7% | -0.10 | 0.0351 | -0.024 | |
| 4.35 | 5.30 | 70 | 110.8% | 0.86 | 0.0468 | -0.029 | 19 | 0.3100 | 0.5900 | 6 | 42 | 98.2% | -0.14 | 0.0469 | -0.030 | |
| 3.80 | 5.00 | 106.8% | 0.83 | 0.0532 | -0.033 | 19.5 | 0.4300 | 0.5500 | 5 | 92.7% | -0.17 | 0.0534 | -0.033 | |||
| 3.60 | 4.50 | 70 | 107.1% | 0.80 | 0.0596 | -0.036 | 20 | 0.5400 | 0.6500 | 5 | 494 | 91.4% | -0.20 | 0.0598 | -0.036 | |
| 3.15 | 4.20 | 104.8% | 0.76 | 0.0658 | -0.039 | 20.5 | 0.6600 | 0.8100 | 4 | 91.2% | -0.24 | 0.0660 | -0.040 | |||
| 2.81 | 3.20 | 1 | 84.8% | 0.73 | 0.0715 | -0.042 | 21 | 0.7800 | 1.04 | 2 | 197 | 91.9% | -0.27 | 0.0717 | -0.043 | |
| 2.65 | 3.55 | 107.2% | 0.69 | 0.0765 | -0.045 | 21.5 | 0.9600 | 1.20 | 4 | 91.0% | -0.31 | 0.0768 | -0.045 | |||
| 2.35 | 2.64 | 4 | 14 | 90.5% | 0.65 | 0.0807 | -0.047 | 22 | 1.16 | 1.40 | 2 | 351 | 90.7% | -0.36 | 0.0810 | -0.047 |
| 1.90 | 3.20 | 106.8% | 0.60 | 0.0839 | -0.049 | 22.5 | 1.36 | 1.55 | 5 | 88.0% | -0.40 | 0.0843 | -0.049 | |||
| 1.85 | 1.97 | 24 | 31 | 87.4% | 0.56 | 0.0860 | -0.050 | 23 | 1.64 | 1.79 | 19 | 689 | 88.6% | -0.44 | 0.0864 | -0.050 |
| 1.55 | 1.92 | 90.0% | 0.52 | 0.0870 | -0.050 | 23.5 | 1.87 | 2.23 | 91.7% | -0.49 | 0.0875 | -0.050 | ||||
| 1.38 | 1.63 | 6 | 2,912 | 88.9% | 0.47 | 0.0870 | -0.050 | 24 | 2.19 | 2.45 | 2 | 2,052 | 90.6% | -0.53 | 0.0875 | -0.050 |
| 1.13 | 1.53 | 89.5% | 0.43 | 0.0859 | -0.049 | 24.5 | 2.48 | 2.83 | 3 | 91.7% | -0.57 | 0.0865 | -0.050 | |||
| 1.03 | 1.15 | 8 | 479 | 85.9% | 0.39 | 0.0839 | -0.048 | 25 | 2.84 | 3.05 | 3 | 368 | 89.7% | -0.61 | 0.0845 | -0.048 |
| 0.7800 | 1.21 | 88.7% | 0.36 | 0.0812 | -0.047 | 25.5 | 2.50 | 3.55 | 75.5% | -0.65 | 0.0818 | -0.047 | ||||
| 0.8000 | 0.9000 | 21 | 318 | 88.1% | 0.32 | 0.0778 | -0.045 | 26 | 3.55 | 3.75 | 6 | 252 | 89.2% | -0.68 | 0.0785 | -0.045 |
| 0.6300 | 0.7700 | 3 | 86.3% | 0.29 | 0.0740 | -0.043 | 26.5 | 3.85 | 4.25 | 6 | 90.2% | -0.72 | 0.0747 | -0.043 | ||
| 0.5700 | 0.6700 | 7 | 242 | 87.6% | 0.26 | 0.0698 | -0.040 | 27 | 4.30 | 4.70 | 24 | 130 | 93.5% | -0.75 | 0.0706 | -0.040 |
| 0.4900 | 0.5800 | 2 | 87.9% | 0.23 | 0.0654 | -0.038 | 27.5 | 4.65 | 5.05 | 1 | 90.1% | -0.78 | 0.0662 | -0.038 | ||
| 0.4000 | 0.5100 | 8 | 199 | 87.8% | 0.20 | 0.0609 | -0.035 | 28 | 5.15 | 5.40 | 1 | 31 | 90.5% | -0.80 | 0.0617 | -0.035 |
| 0.2500 | 0.4800 | 86.2% | 0.18 | 0.0563 | -0.033 | 28.5 | 4.85 | 6.05 | 67.7% | -0.83 | 0.0572 | -0.033 | ||||
| 0.3100 | 0.3800 | 1 | 148 | 89.3% | 0.16 | 0.0519 | -0.030 | 29 | 5.30 | 6.55 | 5 | 68.6% | -0.85 | 0.0527 | -0.030 | |
| 0.2500 | 0.2800 | 1 | 331 | 91.0% | 0.13 | 0.0436 | -0.026 | 30 | 6.05 | 7.25 | 29 | -0.88 | 0.0445 | -0.026 | ||
| 0.1300 | 0.2800 | 52 | 92.7% | 0.10 | 0.0366 | -0.023 | 31 | 6.95 | 8.45 | 1 | -0.90 | 0.0376 | -0.023 | |||
| 0.1200 | 0.2400 | 3 | 229 | 96.9% | 0.08 | 0.0310 | -0.021 | 32 | 8.30 | 10.45 | 134.7% | -0.92 | 0.0320 | -0.020 | ||
| 0.0500 | 0.7400 | 71 | 126.2% | 0.07 | 0.0265 | -0.019 | 33 | 8.90 | 10.35 | -0.93 | 0.0275 | -0.018 | ||||
| 0.0100 | 0.2000 | 248 | 98.7% | 0.06 | 0.0229 | -0.017 | 34 | 9.85 | 11.40 | -0.94 | 0.0239 | -0.016 | ||||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Nov 06, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.