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Upstart Holdings Inc UPST

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-15T21:03:05.767Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:01:13.352824416Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:03:05.408329+00:00

Share price$24.50
1D+9.9%
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$1.70$3.41$5.11$6.81$21.50$22.74$23.98$25.22$26.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $24.50OPTION PRICELive UPST spot · $24.50UPST PRICE$0.12$0.17$0.21$0.27$0.36$0.44$0.53$0.60$0.67$0.73$2.10$1.33$2.10$0.76$0.30$0.18$0.24$0.30$0.37$0.49$0.89$1.29$1.69$2.79$6.32$4.55
PutsExpensive4.25×
CallsExpensive1.16×
SkewBearish+83.19 pp
Implied moveBullish±$1.02
TiltBearish35.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.4987.2%4.5%19.98548.6%21.6%
25Δ25.3287.6%4.0%22.95192.0%7.6%
30Δ25.1488.0%3.5%24.0768.0%2.5%
35Δ24.9789.4%3.0%24.1871.5%2.3%
40Δ24.8395.2%2.8%24.3075.0%2.1%
45Δ24.68101.0%2.6%24.4178.5%1.9%
50Δ24.54106.8%2.3%24.5787.4%1.7%
55Δ24.38104.5%2.0%24.95119.2%1.8%
60Δ24.2399.5%1.6%25.33150.9%1.9%
65Δ24.0894.6%1.2%25.71182.6%2.0%
70Δ23.10257.9%2.9%26.75253.1%2.2%
75Δ23.43132.0%1.1%30.11457.5%2.9%
80Δ22.68187.2%1.1%28.62328.2%1.7%

20Δ

Calls
Pseudo strike
25.49
IV
87.2%
B/E move
4.5%
Puts
Pseudo strike
19.98
IV
548.6%
B/E move
21.6%

25Δ

Calls
Pseudo strike
25.32
IV
87.6%
B/E move
4.0%
Puts
Pseudo strike
22.95
IV
192.0%
B/E move
7.6%

30Δ

Calls
Pseudo strike
25.14
IV
88.0%
B/E move
3.5%
Puts
Pseudo strike
24.07
IV
68.0%
B/E move
2.5%

35Δ

Calls
Pseudo strike
24.97
IV
89.4%
B/E move
3.0%
Puts
Pseudo strike
24.18
IV
71.5%
B/E move
2.3%

40Δ

Calls
Pseudo strike
24.83
IV
95.2%
B/E move
2.8%
Puts
Pseudo strike
24.30
IV
75.0%
B/E move
2.1%

45Δ

Calls
Pseudo strike
24.68
IV
101.0%
B/E move
2.6%
Puts
Pseudo strike
24.41
IV
78.5%
B/E move
1.9%

50Δ

Calls
Pseudo strike
24.54
IV
106.8%
B/E move
2.3%
Puts
Pseudo strike
24.57
IV
87.4%
B/E move
1.7%

55Δ

Calls
Pseudo strike
24.38
IV
104.5%
B/E move
2.0%
Puts
Pseudo strike
24.95
IV
119.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
24.23
IV
99.5%
B/E move
1.6%
Puts
Pseudo strike
25.33
IV
150.9%
B/E move
1.9%

65Δ

Calls
Pseudo strike
24.08
IV
94.6%
B/E move
1.2%
Puts
Pseudo strike
25.71
IV
182.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
23.10
IV
257.9%
B/E move
2.9%
Puts
Pseudo strike
26.75
IV
253.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
23.43
IV
132.0%
B/E move
1.1%
Puts
Pseudo strike
30.11
IV
457.5%
B/E move
2.9%

80Δ

Calls
Pseudo strike
22.68
IV
187.2%
B/E move
1.1%
Puts
Pseudo strike
28.62
IV
328.2%
B/E move
1.7%