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Upstart Holdings Inc UPST

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-15T20:32:59.839Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:27:18.45689573Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:32:59.160379+00:00

Share price$24.66
1D+10.6%
AH$22.07$22.79$23.51$24.23$24.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUPST
Sold putSold callAH

Upstart Holdings Inc options

Live interpolated UPST call and put midpoint premiums by absolute delta.Upstart Holdings Inc$0.00$2.67$5.34$8.01$10.69$21.47$22.79$24.11$25.43$26.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $24.66OPTION PRICELive UPST spot · $24.66UPST PRICE$0.28$0.15$0.19$0.23$0.29$0.37$0.45$0.53$0.97$1.55$2.14$1.64$0.81$0.62$0.15$0.22$0.29$0.36$0.51$0.89$1.26$1.64$1.94$0.61$5.86$9.91
PutsExpensive4.44×
CallsExpensive1.21×
SkewBearish+86.81 pp
Implied moveBearish±$1.34
TiltBearish43.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.44219.0%12.4%20.86447.4%17.9%
25Δ25.3977.8%3.6%24.0376.6%3.2%
30Δ25.2377.2%3.1%24.1581.8%3.0%
35Δ25.0876.7%2.6%24.2886.9%2.7%
40Δ24.9378.4%2.3%24.4092.0%2.5%
45Δ24.8082.4%2.1%24.59103.8%2.4%
50Δ24.6786.3%1.9%24.95135.8%2.4%
55Δ24.5490.3%1.7%25.30167.8%2.5%
60Δ24.15132.8%1.9%25.66199.8%2.6%
65Δ23.65190.8%2.2%25.96222.7%2.6%
70Δ23.15248.9%2.6%25.1164.3%0.6%
75Δ23.43179.0%1.7%29.76451.2%3.1%
80Δ23.9567.2%0.4%33.82605.2%3.0%

20Δ

Calls
Pseudo strike
27.44
IV
219.0%
B/E move
12.4%
Puts
Pseudo strike
20.86
IV
447.4%
B/E move
17.9%

25Δ

Calls
Pseudo strike
25.39
IV
77.8%
B/E move
3.6%
Puts
Pseudo strike
24.03
IV
76.6%
B/E move
3.2%

30Δ

Calls
Pseudo strike
25.23
IV
77.2%
B/E move
3.1%
Puts
Pseudo strike
24.15
IV
81.8%
B/E move
3.0%

35Δ

Calls
Pseudo strike
25.08
IV
76.7%
B/E move
2.6%
Puts
Pseudo strike
24.28
IV
86.9%
B/E move
2.7%

40Δ

Calls
Pseudo strike
24.93
IV
78.4%
B/E move
2.3%
Puts
Pseudo strike
24.40
IV
92.0%
B/E move
2.5%

45Δ

Calls
Pseudo strike
24.80
IV
82.4%
B/E move
2.1%
Puts
Pseudo strike
24.59
IV
103.8%
B/E move
2.4%

50Δ

Calls
Pseudo strike
24.67
IV
86.3%
B/E move
1.9%
Puts
Pseudo strike
24.95
IV
135.8%
B/E move
2.4%

55Δ

Calls
Pseudo strike
24.54
IV
90.3%
B/E move
1.7%
Puts
Pseudo strike
25.30
IV
167.8%
B/E move
2.5%

60Δ

Calls
Pseudo strike
24.15
IV
132.8%
B/E move
1.9%
Puts
Pseudo strike
25.66
IV
199.8%
B/E move
2.6%

65Δ

Calls
Pseudo strike
23.65
IV
190.8%
B/E move
2.2%
Puts
Pseudo strike
25.96
IV
222.7%
B/E move
2.6%

70Δ

Calls
Pseudo strike
23.15
IV
248.9%
B/E move
2.6%
Puts
Pseudo strike
25.11
IV
64.3%
B/E move
0.6%

75Δ

Calls
Pseudo strike
23.43
IV
179.0%
B/E move
1.7%
Puts
Pseudo strike
29.76
IV
451.2%
B/E move
3.1%

80Δ

Calls
Pseudo strike
23.95
IV
67.2%
B/E move
0.4%
Puts
Pseudo strike
33.82
IV
605.2%
B/E move
3.0%