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Upstart Holdings, Inc. Common stock UPST

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-11-07T01:14:42.117Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:56:47.126449126Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T01:14:41.242352+00:00

Share price$21.78
1D-0.9%
AH$21.50$21.83$22.17$22.50$22.835:30 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$0.19$0.83$1.47$2.11$2.75$17.14$19.39$21.65$23.90$26.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive UPST spot · $21.78UPST PRICE$0.30$0.40$0.49$0.58$0.74$0.90$1.07$1.22$1.34$1.58$2.57$0.26$0.37$0.44$0.50$0.57$0.67$0.77$0.91$1.10$1.25$1.39$1.65$2.14
PutsCheap0.51×
Calls——
Skew——
Implied moveBullish±$1.67
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.1970.0%8.5%
25Δ23.3067.1%8.4%20.4275.6%7.9%
30Δ23.0771.9%7.8%20.7672.5%6.7%
35Δ22.7772.0%6.8%21.1166.9%5.4%
40Δ22.4571.1%5.8%21.3963.5%4.4%
45Δ22.1975.6%5.3%21.6461.5%3.7%
50Δ21.9279.6%4.8%21.8760.4%3.1%
55Δ21.6281.7%4.2%22.1160.7%2.6%
60Δ21.3280.6%3.5%22.3762.9%2.3%
65Δ21.0377.4%2.8%22.6262.7%1.9%
70Δ20.6978.9%2.3%22.8560.2%1.5%
75Δ23.1861.5%1.1%
80Δ19.5899.8%1.7%23.7167.4%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.19
IV
70.0%
B/E move
8.5%

25Δ

Calls
Pseudo strike
23.30
IV
67.1%
B/E move
8.4%
Puts
Pseudo strike
20.42
IV
75.6%
B/E move
7.9%

30Δ

Calls
Pseudo strike
23.07
IV
71.9%
B/E move
7.8%
Puts
Pseudo strike
20.76
IV
72.5%
B/E move
6.7%

35Δ

Calls
Pseudo strike
22.77
IV
72.0%
B/E move
6.8%
Puts
Pseudo strike
21.11
IV
66.9%
B/E move
5.4%

40Δ

Calls
Pseudo strike
22.45
IV
71.1%
B/E move
5.8%
Puts
Pseudo strike
21.39
IV
63.5%
B/E move
4.4%

45Δ

Calls
Pseudo strike
22.19
IV
75.6%
B/E move
5.3%
Puts
Pseudo strike
21.64
IV
61.5%
B/E move
3.7%

50Δ

Calls
Pseudo strike
21.92
IV
79.6%
B/E move
4.8%
Puts
Pseudo strike
21.87
IV
60.4%
B/E move
3.1%

55Δ

Calls
Pseudo strike
21.62
IV
81.7%
B/E move
4.2%
Puts
Pseudo strike
22.11
IV
60.7%
B/E move
2.6%

60Δ

Calls
Pseudo strike
21.32
IV
80.6%
B/E move
3.5%
Puts
Pseudo strike
22.37
IV
62.9%
B/E move
2.3%

65Δ

Calls
Pseudo strike
21.03
IV
77.4%
B/E move
2.8%
Puts
Pseudo strike
22.62
IV
62.7%
B/E move
1.9%

70Δ

Calls
Pseudo strike
20.69
IV
78.9%
B/E move
2.3%
Puts
Pseudo strike
22.85
IV
60.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.18
IV
61.5%
B/E move
1.1%

80Δ

Calls
Pseudo strike
19.58
IV
99.8%
B/E move
1.7%
Puts
Pseudo strike
23.71
IV
67.4%
B/E move
0.9%

Options history

IV · four-Friday blend95.48%
Daily close
UPST50.0%74.4%98.9%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 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%