UPST catena di opzioni Upstart Holdings, Inc.
Cboe delayed options data · aggiornato al 06:41 UTC
Ogni riga corrisponde a uno strike. La metà sinistra è la call, la metà destra è la put. Bid/ask sono le quotazioni attuali di acquirenti e venditori; il volume indica i contratti scambiati in questa sessione; l'open interest indica i contratti aperti. La riga evidenziata è quella più vicina al prezzo del titolo.
Questa scadenza prezza una mossa di circa ±9.3% (25.50–30.75) · ATM IV 55.7% · P/C open interest 0.48
| CALL | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Chiedi | 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 | Chiedi | Vol | OI | IV | Δ | Γ | Θ | |
| 12.55 | 14.75 | 2 | 36 | 231.9% | 0.99 | 0.0024 | -0.002 | 15 | 0 | 0.2200 | 1 | 1,314 | 170.4% | -0.01 | 0.0024 | -0.004 |
| 9.10 | 10.90 | 2 | 0.99 | 0.0047 | -0.004 | 17.5 | 0 | 0.0700 | 820 | 139.3% | -0.01 | 0.0047 | -0.005 | |||
| 6.65 | 8.45 | 482 | 0.98 | 0.0096 | -0.006 | 20 | 0 | 0.2000 | 6 | 593 | 99.5% | -0.02 | 0.0096 | -0.007 | ||
| 5.75 | 7.50 | 0.97 | 0.0132 | -0.007 | 21 | 0 | 0.3000 | 95.8% | -0.03 | 0.0132 | -0.008 | |||||
| 4.85 | 6.55 | 0.97 | 0.0190 | -0.008 | 22 | 0 | 0.3400 | 1 | 86.1% | -0.03 | 0.0191 | -0.009 | ||||
| 5.25 | 6.05 | 44 | 0.96 | 0.0234 | -0.010 | 22.5 | 0.0100 | 0.0600 | 32 | 2,632 | 57.7% | -0.04 | 0.0235 | -0.011 | ||
| 4.05 | 5.70 | 0.95 | 0.0292 | -0.012 | 23 | 0.0700 | 0.2300 | 12 | 71.6% | -0.05 | 0.0293 | -0.012 | ||||
| 3.90 | 4.65 | 46.0% | 0.91 | 0.0454 | -0.017 | 24 | 0.1000 | 0.1900 | 1 | 8 | 59.4% | -0.09 | 0.0455 | -0.018 | ||
| 1.82 | 4.45 | 2 | 2,173 | 0.85 | 0.0663 | -0.025 | 25 | 0.1600 | 0.5100 | 19 | 5,370 | 62.8% | -0.15 | 0.0666 | -0.025 | |
| 2.28 | 4.00 | 2 | 60.8% | 0.81 | 0.0774 | -0.029 | 25.5 | 0.1800 | 0.6200 | 26 | 202 | 60.2% | -0.19 | 0.0777 | -0.029 | |
| 2.42 | 2.86 | 53.6% | 0.77 | 0.0881 | -0.033 | 26 | 0.3300 | 0.7500 | 6 | 112 | 60.9% | -0.23 | 0.0885 | -0.033 | ||
| 2.26 | 2.45 | 1 | 57.4% | 0.72 | 0.0978 | -0.036 | 26.5 | 0.4300 | 0.9000 | 6 | 59.5% | -0.28 | 0.0983 | -0.037 | ||
| 1.92 | 2.37 | 10 | 62.8% | 0.67 | 0.1059 | -0.039 | 27 | 0.6500 | 0.9200 | 1 | 169 | 56.8% | -0.34 | 0.1065 | -0.040 | |
| 1.48 | 1.98 | 1 | 3,676 | 57.2% | 0.61 | 0.1120 | -0.041 | 27.5 | 0.7200 | 1.20 | 12 | 4,499 | 55.5% | -0.39 | 0.1126 | -0.042 |
| 1.18 | 1.56 | 29 | 51 | 53.2% | 0.55 | 0.1155 | -0.043 | 28 | 0.9600 | 1.55 | 16 | 201 | 58.2% | -0.45 | 0.1162 | -0.043 |
| 1.05 | 1.54 | 10 | 84 | 60.1% | 0.49 | 0.1164 | -0.043 | 28.5 | 1.21 | 1.83 | 2 | 89 | 58.3% | -0.51 | 0.1172 | -0.043 |
| 0.7500 | 1.33 | 8 | 52 | 58.2% | 0.44 | 0.1148 | -0.043 | 29 | 1.49 | 2.14 | 64 | 79 | 58.4% | -0.57 | 0.1156 | -0.043 |
| 0.7900 | 0.9700 | 72 | 59.1% | 0.38 | 0.1108 | -0.041 | 29.5 | 1.88 | 2.27 | 8 | 55.8% | -0.62 | 0.1117 | -0.042 | ||
| 0.6700 | 0.7500 | 269 | 11.8K | 57.8% | 0.33 | 0.1051 | -0.039 | 30 | 2.44 | 2.84 | 8 | 7,513 | 66.1% | -0.67 | 0.1060 | -0.040 |
| 0.3400 | 0.6400 | 5 | 55 | 54.1% | 0.29 | 0.0980 | -0.037 | 30.5 | 2.75 | 2.98 | 5 | 59.4% | -0.72 | 0.0990 | -0.037 | |
| 0.3600 | 0.4900 | 8 | 21 | 56.3% | 0.25 | 0.0900 | -0.034 | 31 | 2.88 | 3.65 | 3 | 112 | 60.0% | -0.76 | 0.0910 | -0.034 |
| 0.3400 | 0.4200 | 71 | 59.0% | 0.21 | 0.0816 | -0.031 | 31.5 | 3.25 | 4.05 | 58.8% | -0.80 | 0.0826 | -0.031 | |||
| 0.2100 | 0.3500 | 36 | 50 | 57.6% | 0.17 | 0.0730 | -0.028 | 32 | 4.00 | 4.35 | 15 | 65.4% | -0.83 | 0.0740 | -0.028 | |
| 0.1700 | 0.2700 | 86 | 1,477 | 57.7% | 0.15 | 0.0646 | -0.025 | 32.5 | 4.45 | 5.10 | 861 | 76.4% | -0.86 | 0.0656 | -0.025 | |
| 0.1000 | 0.2400 | 49 | 131 | 57.6% | 0.12 | 0.0567 | -0.022 | 33 | 4.85 | 5.45 | 9 | 73.3% | -0.88 | 0.0576 | -0.022 | |
| 0.0100 | 0.3400 | 28 | 62.0% | 0.10 | 0.0494 | -0.020 | 33.5 | 5.15 | 6.65 | 2 | 93.4% | -0.90 | 0.0506 | -0.019 | ||
| 0.1000 | 0.2000 | 10 | 212 | 63.4% | 0.09 | 0.0430 | -0.017 | 34 | 5.50 | 7.15 | 93.5% | -0.92 | 0.0444 | -0.017 | ||
| 0.0100 | 0.2800 | 62 | 66.5% | 0.07 | 0.0374 | -0.015 | 34.5 | 5.95 | 7.65 | 96.4% | -0.93 | 0.0392 | -0.015 | |||
| 0.0800 | 0.1100 | 59 | 6,684 | 63.8% | 0.06 | 0.0326 | -0.014 | 35 | 6.80 | 7.20 | 10 | 917 | 80.2% | -0.94 | 0.0345 | -0.014 |
| 0.0100 | 0.2400 | 15 | 71.0% | 0.05 | 0.0286 | -0.013 | 35.5 | 6.90 | 8.65 | 103.2% | -0.95 | 0.0306 | -0.013 | |||
| 0.0100 | 0.1300 | 60 | 66.1% | 0.05 | 0.0251 | -0.011 | 36 | 7.40 | 9.50 | 118.6% | -0.96 | 0.0272 | -0.012 | |||
| 0.0400 | 0.1600 | 46 | 24 | 77.0% | 0.04 | 0.0196 | -0.010 | 37 | 8.45 | 9.60 | 94.5% | -0.97 | 0.0225 | -0.010 | ||
| 0 | 0.1000 | 34 | 2,139 | 70.6% | 0.03 | 0.0175 | -0.009 | 37.5 | 9.15 | 9.80 | 15 | 775 | 92.6% | -0.98 | 0.0205 | -0.010 |
| 0.0100 | 0.2700 | 7 | 22 | 88.6% | 0.03 | 0.0157 | -0.008 | 38 | 9.40 | 11.85 | 145.3% | -0.98 | 0.0186 | -0.009 | ||
| 0 | 0.3000 | 1 | 95.8% | 0.02 | 0.0127 | -0.007 | 39 | 10.20 | 12.85 | 146.6% | -0.99 | 0.0150 | -0.007 | |||
| 0.0200 | 0.0400 | 44 | 9,097 | 77.3% | 0.02 | 0.0105 | -0.006 | 40 | 11.40 | 12.45 | 95 | 319 | 101.2% | -0.99 | 0.0122 | -0.006 |
Strike mostrati: entro ±50% del prezzo del sottostante. Valore intrinseco = max(0, prezzo − strike) per le call, max(0, strike − prezzo) per le put; estrinseco = prezzo dell'opzione − intrinseco. Greche e IV calcolate dal feed della borsa.
Volatility smile — Sep 18, 2026
Pagina della volatilità →Volatilità implicita per strike per questa scadenza. I put out-of-the-money prezzano solitamente una IV più alta rispetto alle call — lo skew.
callput