Upstart Holdings, Inc. (UPST) Options History
Historical options analytics archive for UPST with monthly max pain, implied volatility, gamma exposure, and put/call data.
65 months of complete options data available.
UPST monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for UPST. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 74.5% | 28.5% | $35.00 | $4.0M | -$175.8M | 0.41 |
| 2026-05 | 20 | 74.6% | 31.0% | $35.00 | $3.6M | -$157.0M | 0.51 |
| 2026-04 | 21 | 95.5% | 47.9% | $32.50 | $512.7K | -$26.0M | 0.44 |
| 2026-03 | 22 | 78.3% | 24.7% | $29.50 | $415.3K | $49.8M | 1.02 |
| 2026-02 | 19 | 82.3% | 29.1% | $37.50 | -$2.6M | $144.6M | 1.12 |
| 2026-01 | 20 | 87.3% | 34.6% | $45.50 | -$1.4M | $66.5M | 0.58 |
This archive aggregates UPST's daily end-of-day options snapshots into monthly summaries, spanning 2021-02 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how UPST option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 74.5%, a month-end max-pain strike around $35.00, an average put/call ratio of 0.41.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked UPST history questions
- How much options history is available for UPST?
- This archive holds 65 months of UPST options analytics, spanning 2021-02 through 2026-06. Each entry is a monthly rollup of UPST's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the UPST archive.
- What data does each monthly UPST aggregate contain?
- Every monthly row summarizes that month of UPST option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 74.5%, an average IV rank of 28.5%, a month-end max-pain strike around $35.00, an average put/call ratio of 0.41.
- How is the UPST options-history archive built and how often does it update?
- The archive is derived from UPST's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how UPST's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.