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Upstart Holdings, Inc. Common stock UPST

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-11-04T04:04:29.016Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T00:52:00.310913768Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T04:04:22.224396+00:00

Share price$21.24
1D+5.4%
AH$20.48$20.84$21.21$21.57$21.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUPST
Sold putSold callAH

Upstart Holdings, Inc. Common stock options

Live interpolated UPST call and put midpoint premiums by absolute delta.Upstart Holdings, Inc. Common stock$0.11$0.89$1.67$2.46$3.24$17.63$19.28$20.94$22.59$24.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UPST spot · $21.24UPST PRICE$0.19$0.25$0.32$0.40$0.51$0.62$0.72$0.81$0.93$1.07$1.27$1.54$3.02$0.22$0.29$0.37$0.46$0.55$0.65$0.76$0.87$1.00$1.12$1.28$1.45$1.72
PutsCheap0.57×
CallsCheap0.87×
SkewBullish-11.37 pp
Implied moveBearish±$1.48
TiltBullish4.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.8992.8%8.7%19.8195.3%7.7%
25Δ22.5390.6%7.3%20.1195.6%6.7%
30Δ22.2791.3%6.4%20.3696.5%5.9%
35Δ22.0292.3%5.6%20.6196.3%5.1%
40Δ21.7995.8%5.0%20.8694.6%4.4%
45Δ21.5799.5%4.5%21.0993.4%3.7%
50Δ21.3398.6%3.9%21.3292.8%3.2%
55Δ21.1095.8%3.2%21.5492.1%2.7%
60Δ20.8694.4%2.6%21.7690.3%2.2%
65Δ20.6394.1%2.2%21.9888.6%1.8%
70Δ20.3597.3%1.8%22.2287.0%1.4%
75Δ20.01104.7%1.5%22.4585.4%1.1%
80Δ18.66195.3%2.1%22.7886.7%0.8%

20Δ

Calls
Pseudo strike
22.89
IV
92.8%
B/E move
8.7%
Puts
Pseudo strike
19.81
IV
95.3%
B/E move
7.7%

25Δ

Calls
Pseudo strike
22.53
IV
90.6%
B/E move
7.3%
Puts
Pseudo strike
20.11
IV
95.6%
B/E move
6.7%

30Δ

Calls
Pseudo strike
22.27
IV
91.3%
B/E move
6.4%
Puts
Pseudo strike
20.36
IV
96.5%
B/E move
5.9%

35Δ

Calls
Pseudo strike
22.02
IV
92.3%
B/E move
5.6%
Puts
Pseudo strike
20.61
IV
96.3%
B/E move
5.1%

40Δ

Calls
Pseudo strike
21.79
IV
95.8%
B/E move
5.0%
Puts
Pseudo strike
20.86
IV
94.6%
B/E move
4.4%

45Δ

Calls
Pseudo strike
21.57
IV
99.5%
B/E move
4.5%
Puts
Pseudo strike
21.09
IV
93.4%
B/E move
3.7%

50Δ

Calls
Pseudo strike
21.33
IV
98.6%
B/E move
3.9%
Puts
Pseudo strike
21.32
IV
92.8%
B/E move
3.2%

55Δ

Calls
Pseudo strike
21.10
IV
95.8%
B/E move
3.2%
Puts
Pseudo strike
21.54
IV
92.1%
B/E move
2.7%

60Δ

Calls
Pseudo strike
20.86
IV
94.4%
B/E move
2.6%
Puts
Pseudo strike
21.76
IV
90.3%
B/E move
2.2%

65Δ

Calls
Pseudo strike
20.63
IV
94.1%
B/E move
2.2%
Puts
Pseudo strike
21.98
IV
88.6%
B/E move
1.8%

70Δ

Calls
Pseudo strike
20.35
IV
97.3%
B/E move
1.8%
Puts
Pseudo strike
22.22
IV
87.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
20.01
IV
104.7%
B/E move
1.5%
Puts
Pseudo strike
22.45
IV
85.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
18.66
IV
195.3%
B/E move
2.1%
Puts
Pseudo strike
22.78
IV
86.7%
B/E move
0.8%

Options history

IV · four-Friday blend95.48%
Daily close
UPST50.0%74.4%98.9%2026-08-05: 75.68%2026-08-06: 69.23%2026-08-07: 64.60%2026-08-10: 64.73%2026-08-11: 62.64%2026-08-12: 58.08%2026-08-13: 64.00%2026-08-14: 58.17%2026-08-17: 57.67%2026-08-18: 60.03%2026-08-19: 60.88%2026-08-20: 64.23%2026-08-21: 60.74%2026-08-24: 63.37%2026-08-25: 65.65%2026-08-26: 62.51%2026-08-27: 64.72%2026-08-28: 58.87%2026-08-31: 62.09%2026-09-01: 61.80%2026-09-02: 59.35%2026-09-03: 58.41%2026-09-04: 56.21%2026-09-08: 63.14%2026-09-09: 64.03%2026-09-10: 65.39%2026-09-11: 58.07%2026-09-14: 63.92%2026-09-15: 65.08%2026-09-16: 63.43%2026-09-17: 58.54%2026-09-18: 55.08%2026-09-21: 59.55%2026-09-22: 59.89%2026-09-23: 58.66%2026-09-24: 60.08%2026-09-25: 56.42%2026-09-28: 60.04%2026-09-29: 61.15%2026-09-30: 60.22%2026-10-01: 57.03%2026-10-02: 53.37%2026-10-05: 60.09%2026-10-06: 55.14%2026-10-07: 57.63%2026-10-08: 61.06%2026-10-09: 58.49%2026-10-12: 59.70%2026-10-13: 60.67%2026-10-14: 63.70%2026-10-15: 77.90%2026-10-16: 70.93%2026-10-19: 74.08%2026-10-20: 77.79%2026-10-21: 71.94%2026-10-22: 77.99%2026-10-23: 78.07%2026-10-26: 82.32%2026-10-27: 83.80%2026-10-28: 87.20%2026-10-29: 85.63%2026-10-30: 95.48%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
75.68%
69.23%
64.60%
64.73%
62.64%
58.08%
64.00%
58.17%
57.67%
60.03%
60.88%
64.23%
60.74%
63.37%
65.65%
62.51%
64.72%
58.87%
62.09%
61.80%
59.35%
58.41%
56.21%
63.14%
64.03%
65.39%
58.07%
63.92%
65.08%
63.43%
58.54%
55.08%
59.55%
59.89%
58.66%
60.08%
56.42%
60.04%
61.15%
60.22%
57.03%
53.37%
60.09%
55.14%
57.63%
61.06%
58.49%
59.70%
60.67%
63.70%
77.90%
70.93%
74.08%
77.79%
71.94%
77.99%
78.07%
82.32%
83.80%
87.20%
85.63%
95.48%