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Upstart Holdings options imply 20.2% move in share price post-earnings

Upstart Holdings options imply 20.2% move in share price post-earnings

Pre-earnings options volume in Upstart (UPST) Holdings is 1.4x normal with calls leading puts 5:4. Implied volatility suggests the market is anticipating a move near 20.2%, or $13.59, after results are released. Median move over the past eight quarters is 31.2%.

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