UPST cadeia de opções Upstart Holdings, Inc.
Cboe delayed options data · em 21:55 UTC
Cada linha corresponde a um strike. A metade esquerda é a call, a metade direita é a put. Bid/ask são as cotações atuais de compradores e vendedores; volume é o número de contratos negociados na sessão; open interest são os contratos em aberto. A linha destacada é a mais próxima do preço da ação.
Este vencimento precifica um movimento de aproximadamente ±9.5% (26.00–31.49) · IV ATM 58.9% · P/C open interest 0.48
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Perguntar | 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 | Perguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 12.85 | 14.00 | 34 | 0.99 | 0.0021 | 0.000 | 15 | 0 | 0.1700 | 1,314 | 172.1% | -0.01 | 0.0021 | -0.004 | |||
| 10.15 | 12.00 | 2 | 0.99 | 0.0041 | 0.000 | 17.5 | 0 | 0.9500 | 820 | 200.1% | -0.01 | 0.0041 | -0.005 | |||
| 7.90 | 9.40 | 482 | 0.98 | 0.0082 | -0.002 | 20 | 0 | 0.2400 | 1 | 589 | 111.3% | -0.02 | 0.0082 | -0.007 | ||
| 6.90 | 8.30 | 0.98 | 0.0110 | -0.004 | 21 | 0 | 0.7100 | 129.2% | -0.02 | 0.0110 | -0.007 | |||||
| 5.90 | 7.45 | 0.97 | 0.0154 | -0.005 | 22 | 0.0100 | 0.1400 | 1 | 78.7% | -0.03 | 0.0154 | -0.009 | ||||
| 5.45 | 7.05 | 44 | 0.97 | 0.0186 | -0.006 | 22.5 | 0.0200 | 0.0800 | 2,600 | 67.8% | -0.03 | 0.0186 | -0.010 | |||
| 5.05 | 6.55 | 0.96 | 0.0228 | -0.008 | 23 | 0.0400 | 0.0800 | 3 | 12 | 64.9% | -0.04 | 0.0229 | -0.011 | |||
| 4.15 | 5.15 | 0.93 | 0.0356 | -0.013 | 24 | 0.0900 | 0.1400 | 5 | 9 | 63.0% | -0.07 | 0.0357 | -0.015 | |||
| 3.20 | 4.10 | 2 | 2,173 | 0.89 | 0.0541 | -0.021 | 25 | 0.1800 | 0.2500 | 3 | 5,363 | 61.7% | -0.11 | 0.0543 | -0.022 | |
| 2.86 | 3.80 | 1 | 32.9% | 0.85 | 0.0648 | -0.025 | 25.5 | 0.2500 | 0.3400 | 4 | 207 | 61.6% | -0.15 | 0.0650 | -0.027 | |
| 2.92 | 3.25 | 53.8% | 0.82 | 0.0756 | -0.029 | 26 | 0.3400 | 0.4200 | 4 | 108 | 60.6% | -0.18 | 0.0760 | -0.031 | ||
| 2.42 | 2.91 | 1 | 52.1% | 0.77 | 0.0862 | -0.034 | 26.5 | 0.4500 | 0.5500 | 1 | 6 | 60.5% | -0.23 | 0.0866 | -0.035 | |
| 2.20 | 2.47 | 10 | 54.3% | 0.72 | 0.0959 | -0.038 | 27 | 0.5900 | 0.6900 | 6 | 170 | 60.1% | -0.28 | 0.0964 | -0.039 | |
| 1.86 | 2.14 | 3 | 3,677 | 54.3% | 0.67 | 0.1042 | -0.041 | 27.5 | 0.7600 | 0.8400 | 7 | 4,495 | 59.5% | -0.33 | 0.1047 | -0.042 |
| 1.71 | 1.83 | 2 | 46 | 57.7% | 0.62 | 0.1105 | -0.043 | 28 | 0.9600 | 1.07 | 2 | 213 | 60.1% | -0.38 | 0.1110 | -0.044 |
| 1.43 | 1.57 | 8 | 92 | 57.8% | 0.56 | 0.1144 | -0.045 | 28.5 | 1.18 | 1.31 | 3 | 90 | 60.1% | -0.44 | 0.1150 | -0.045 |
| 1.22 | 1.30 | 31 | 53 | 57.8% | 0.50 | 0.1156 | -0.046 | 29 | 1.43 | 1.57 | 102 | 59.9% | -0.50 | 0.1163 | -0.046 | |
| 0.9800 | 1.14 | 72 | 58.4% | 0.45 | 0.1143 | -0.045 | 29.5 | 1.70 | 1.86 | 2 | 8 | 59.6% | -0.56 | 0.1150 | -0.045 | |
| 0.8500 | 0.9300 | 111 | 11.9K | 59.1% | 0.39 | 0.1106 | -0.044 | 30 | 2.06 | 2.18 | 583 | 7,513 | 60.7% | -0.61 | 0.1114 | -0.044 |
| 0.6500 | 0.7900 | 4 | 58 | 58.6% | 0.34 | 0.1051 | -0.043 | 30.5 | 2.38 | 2.52 | 3 | 5 | 60.3% | -0.66 | 0.1060 | -0.042 |
| 0.5300 | 0.6700 | 14 | 28 | 59.4% | 0.30 | 0.0983 | -0.040 | 31 | 2.67 | 2.89 | 115 | 58.7% | -0.71 | 0.0992 | -0.040 | |
| 0.4200 | 0.5200 | 2 | 71 | 58.6% | 0.25 | 0.0906 | -0.037 | 31.5 | 3.10 | 3.60 | 68.4% | -0.75 | 0.0916 | -0.036 | ||
| 0.3800 | 0.4400 | 25 | 70 | 60.8% | 0.22 | 0.0825 | -0.034 | 32 | 3.55 | 3.85 | 15 | 66.1% | -0.79 | 0.0834 | -0.033 | |
| 0.2800 | 0.3700 | 94 | 1,500 | 60.6% | 0.18 | 0.0741 | -0.031 | 32.5 | 3.95 | 4.65 | 1 | 861 | 77.1% | -0.82 | 0.0751 | -0.029 |
| 0.2500 | 0.2800 | 4 | 175 | 61.1% | 0.15 | 0.0658 | -0.028 | 33 | 4.25 | 4.65 | 9 | 60.1% | -0.85 | 0.0668 | -0.026 | |
| 0.1400 | 0.2500 | 28 | 60.0% | 0.13 | 0.0579 | -0.024 | 33.5 | 4.55 | 6.65 | 2 | 103.9% | -0.88 | 0.0588 | -0.022 | ||
| 0.1500 | 0.2000 | 1 | 212 | 62.2% | 0.11 | 0.0506 | -0.022 | 34 | 5.00 | 7.15 | 107.8% | -0.90 | 0.0513 | -0.019 | ||
| 0.1300 | 0.1600 | 62 | 63.1% | 0.09 | 0.0440 | -0.019 | 34.5 | 5.45 | 7.65 | 111.5% | -0.92 | 0.0445 | -0.017 | |||
| 0.1000 | 0.1300 | 91 | 6,650 | 63.3% | 0.08 | 0.0382 | -0.017 | 35 | 6.30 | 6.85 | 100 | 918 | 86.8% | -0.93 | 0.0386 | -0.014 |
| 0.0800 | 0.1100 | 15 | 64.1% | 0.06 | 0.0332 | -0.015 | 35.5 | 6.40 | 7.70 | 89.1% | -0.94 | 0.0336 | -0.012 | |||
| 0.0500 | 0.1000 | 1 | 60 | 64.3% | 0.06 | 0.0290 | -0.014 | 36 | 6.90 | 8.20 | 93.1% | -0.95 | 0.0303 | -0.010 | ||
| 0.0400 | 0.0700 | 42 | 70 | 66.6% | 0.04 | 0.0223 | -0.011 | 37 | 8.15 | 9.05 | 104.8% | -0.97 | 0.0250 | -0.007 | ||
| 0.0500 | 0.0600 | 15 | 2,118 | 69.5% | 0.04 | 0.0197 | -0.010 | 37.5 | 8.40 | 10.60 | 760 | 135.6% | -0.97 | 0.0234 | -0.006 | |
| 0 | 0.0600 | 20 | 65.7% | 0.03 | 0.0175 | -0.009 | 38 | 8.90 | 11.40 | 148.7% | -0.98 | 0.0218 | -0.005 | |||
| 0 | 0.3700 | 1 | 98.1% | 0.03 | 0.0140 | -0.008 | 39 | 9.90 | 12.40 | 156.7% | -0.98 | 0.0178 | -0.005 | |||
| 0.0100 | 0.0400 | 62 | 9,104 | 73.8% | 0.02 | 0.0113 | -0.007 | 40 | 11.00 | 12.05 | 98 | 287 | 119.5% | -0.99 | 0.0139 | -0.005 |
| 0.0100 | 0.2800 | 10 | 2,785 | 112.7% | 0.01 | 0.0072 | -0.005 | 42.5 | 13.65 | 15.45 | 3 | 1 | 176.0% | -1.00 | 0.0061 | -0.008 |
Strikes exibidos: dentro de ±50% do preço do ativo subjacente. Valor intrínseco = max(0, preço − strike) para calls, max(0, strike − preço) para puts; extrínseco = preço da opção − intrínseco. Greeks e IV conforme calculados pelo feed da bolsa.
Sorriso de volatilidade — Sep 18, 2026
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.
callsputs