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Upstream Bio, Inc. Common Stock UPB

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Market datapartial · fetched 2026-11-07T08:04:54.793Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T21:00:00.282350306Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-07T08:04:53.013326+00:00

Share price$3.23
1D-1.5%
AH$3.02$3.09$3.16$3.23$3.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUPB
Sold putSold callAH

Upstream Bio, Inc. Common Stock options

Live interpolated UPB call and put midpoint premiums by absolute delta.Upstream Bio, Inc. Common Stock$1.09$2.01$2.93$3.85$4.76$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEUPB PRICE$1.19$1.42$1.65$1.88$2.11$2.34$2.71$3.16$3.60$4.05$4.50
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ2.87350.0%48.0%
30Δ3.26333.6%42.8%
35Δ3.66317.3%37.7%
40Δ4.06300.9%32.5%
45Δ4.46284.6%27.3%
50Δ4.86268.3%22.2%
55Δ5.34258.2%18.5%
60Δ5.88251.8%15.6%
65Δ6.42245.4%12.8%
70Δ6.96239.0%10.0%
75Δ7.50232.6%7.1%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.87
IV
350.0%
B/E move
48.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.26
IV
333.6%
B/E move
42.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.66
IV
317.3%
B/E move
37.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.06
IV
300.9%
B/E move
32.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.46
IV
284.6%
B/E move
27.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.86
IV
268.3%
B/E move
22.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.34
IV
258.2%
B/E move
18.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.88
IV
251.8%
B/E move
15.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.42
IV
245.4%
B/E move
12.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.96
IV
239.0%
B/E move
10.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.50
IV
232.6%
B/E move
7.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations