IntraAlpha
Create free account Start free

Upstart Holdings Inc UPST

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-10-16T00:14:54.335Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:43.702540902Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:53.505609+00:00

Share price$24.59
1D+10.5%
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$0.26$3.29$6.32$9.35$12.38$16.81$20.63$24.44$28.26$32.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UPST spot · $24.59UPST PRICE$0.59$0.78$1.00$1.23$1.48$1.76$2.03$2.41$2.90$3.38$3.88$4.40$4.92$0.74$0.98$1.23$1.60$1.96$2.33$2.75$3.23$3.70$4.80$7.72$8.52$11.50
PutsExpensive1.46×
CallsExpensive1.49×
SkewBearish+3.77 pp
Implied moveBearish±$4.79
TiltBearish24.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.1375.7%29.0%20.8273.0%18.3%
25Δ29.7774.8%24.2%21.6373.4%16.0%
30Δ28.8275.3%21.3%22.4573.8%13.7%
35Δ27.8775.8%18.3%23.1974.4%12.2%
40Δ27.0175.9%15.9%23.9274.9%10.7%
45Δ26.2175.6%13.7%24.6575.5%9.2%
50Δ25.4175.4%11.6%25.4075.5%7.9%
55Δ24.6276.7%9.9%26.1774.8%6.7%
60Δ23.8379.7%8.7%26.9374.2%5.5%
65Δ23.0582.7%7.5%28.2579.7%4.6%
70Δ22.2584.2%6.3%31.17103.1%4.6%
75Δ21.4182.3%5.0%32.2699.1%3.4%
80Δ20.5780.5%3.7%35.38112.3%2.9%

20Δ

Calls
Pseudo strike
31.13
IV
75.7%
B/E move
29.0%
Puts
Pseudo strike
20.82
IV
73.0%
B/E move
18.3%

25Δ

Calls
Pseudo strike
29.77
IV
74.8%
B/E move
24.2%
Puts
Pseudo strike
21.63
IV
73.4%
B/E move
16.0%

30Δ

Calls
Pseudo strike
28.82
IV
75.3%
B/E move
21.3%
Puts
Pseudo strike
22.45
IV
73.8%
B/E move
13.7%

35Δ

Calls
Pseudo strike
27.87
IV
75.8%
B/E move
18.3%
Puts
Pseudo strike
23.19
IV
74.4%
B/E move
12.2%

40Δ

Calls
Pseudo strike
27.01
IV
75.9%
B/E move
15.9%
Puts
Pseudo strike
23.92
IV
74.9%
B/E move
10.7%

45Δ

Calls
Pseudo strike
26.21
IV
75.6%
B/E move
13.7%
Puts
Pseudo strike
24.65
IV
75.5%
B/E move
9.2%

50Δ

Calls
Pseudo strike
25.41
IV
75.4%
B/E move
11.6%
Puts
Pseudo strike
25.40
IV
75.5%
B/E move
7.9%

55Δ

Calls
Pseudo strike
24.62
IV
76.7%
B/E move
9.9%
Puts
Pseudo strike
26.17
IV
74.8%
B/E move
6.7%

60Δ

Calls
Pseudo strike
23.83
IV
79.7%
B/E move
8.7%
Puts
Pseudo strike
26.93
IV
74.2%
B/E move
5.5%

65Δ

Calls
Pseudo strike
23.05
IV
82.7%
B/E move
7.5%
Puts
Pseudo strike
28.25
IV
79.7%
B/E move
4.6%

70Δ

Calls
Pseudo strike
22.25
IV
84.2%
B/E move
6.3%
Puts
Pseudo strike
31.17
IV
103.1%
B/E move
4.6%

75Δ

Calls
Pseudo strike
21.41
IV
82.3%
B/E move
5.0%
Puts
Pseudo strike
32.26
IV
99.1%
B/E move
3.4%

80Δ

Calls
Pseudo strike
20.57
IV
80.5%
B/E move
3.7%
Puts
Pseudo strike
35.38
IV
112.3%
B/E move
2.9%