Upwork Inc. Common Stock (UPWK) options flow
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Options flow session · Last trade
The optional price chart loads separately. Recorded options trades are available below.
Session chart data
| Strike (USD) | Net GEX per 1% move (USD) |
|---|---|
| $2.50 | -$958 |
| $5 | -$802 |
| $7.50 | -$49,683 |
| $10 | -$36,106 |
| $12.50 | -$115 |
| $15 | $13,024 |
| $17.50 | $3,161 |
| $20 | $4,411 |
| $22.50 | $3,654 |
| $25 | $8,442 |
| $30 | $3,659 |
| $35 | $1,224 |
UPWK session snapshot
Bullflow recorded 7 UPWK options trades on Monday, November 2, 2026, totaling $333,449 in premium. Calls made up $274.50K (82.3%) across 6 trades and puts $58.95K (17.7%) across 1 trades, a put/call premium ratio of 0.21.
3 trades were sweeps and 4 were blocks. 5 filled at or above the ask, 2 at or below the bid and 0 at the mid. The largest was a $105,000 block of 500 Jan 21, 2028 $12.50 Call trade at 12:40:29 ET, filled at the ask.
UPWK closed at $9.72, up 6.23% from the prior close. Net gamma exposure was -$50.09K per 1% move at the Nov 2, 2026, 16:00:17 ET snapshot; the largest positive GEX strike was $15.
- Company
- Upwork Inc. Common Stock
- Exchange
- NASDAQ
- Sector
- Unavailable
- Close
- $9.72
UPWK options flow statistics
- Total premium
- $333.45K
- Recorded trades
- 7
- Call premium
- $274.50K
- Put premium
- $58.95K
- Put/call premium ratio
- 0.21
- Avg premium per trade
- $47.64K
- Calls / puts (trades)
- 6 / 1
- Sweeps / blocks
- 3 / 4
- At or above ask
- 5
- At or below bid
- 2
- Largest trade
- $105.00K
- Last trade
Where the premium went
in calls
$333.45K · 7 trades
Premium
Trade type
Fill side
UPWK largest options trades
| Time | Contract | C/P | Premium | Size | Fill | Type |
|---|---|---|---|---|---|---|
| UPWK Jan 21, 2028 $12.50 | Call | $105,000 | 500 | Ask | Block | |
| UPWK Nov 20, 2026 $10 | Put | $58,950 | 655 | Ask | Block | |
| UPWK Nov 20, 2026 $7.50 | Call | $52,000 | 200 | Ask | Block | |
| UPWK Jan 15, 2027 $5 | Call | $44,700 | 90 | Above Ask | Sweep | |
| UPWK Nov 20, 2026 $10 | Call | $39,299 | 524 | Ask | Sweep | |
| UPWK Jan 15, 2027 $12.50 | Call | $18,500 | 500 | Bid | Sweep | |
| UPWK Jan 15, 2027 $12.50 | Call | $15,000 | 500 | Bid | Block |
2 of the 7 largest trades, $33.50K combined
The 7 largest trades total $333.45K of $333.45K
UPWK gamma exposure
- Spot at snapshot
- $9.87
- Net GEX per 1% move
- -$50.09K
- Largest positive strike
- $15
- Largest negative strike
- $7.50
Closing snapshot , 12 strikes across 6 expirations (Unavailable to Unavailable).
UPWK options flow questions
What was the largest UPWK options trade on November 2, 2026?
A $105,000 block of 500 UPWK Jan 21, 2028 $12.50 Call trade at 12:40:29 ET, filled at the ask. It was the largest of 7 trades Bullflow recorded for UPWK that session.
How much UPWK options premium traded on November 2, 2026?
$333,449 across 7 recorded sweeps and blocks: $274,499 in calls (6 trades) and $58,950 in puts (1 trades).
Was UPWK options flow bullish or bearish on November 2, 2026?
Calls were 82.3% of premium (put/call premium ratio 0.21). 2 of 7 trades filled at or below the bid and 5 at or above the ask. Premium and fill side do not show whether a trade opened or closed a position or was a hedge, so they do not establish direction on their own.
What are UPWK's gamma exposure levels?
At the Nov 2, 2026 closing snapshot (16:00:17 ET, spot $9.87), UPWK net GEX was -$50.09K per 1% move. The largest positive GEX strike was $15. The largest negative GEX strike was $7.50. The snapshot covers 12 strikes and 6 expirations.
How often is UPWK options flow data updated?
The page shows a completed session (November 2, 2026, last trade 15:58:30 ET) and updates after the next trading day becomes historical. Intraday UPWK flow is in the Bullflow dashboard and API.
How to read this data
This summary covers recorded single-leg sweeps and blocks with positive premium, excluding cancelled trades. It describes the covered flow, not all options-market volume. Total premium is gross traded premium; it is not net buying pressure. The interactive dashboard can use different filters and may show different totals.
Calls, puts, and execution near the bid or ask provide context but do not establish whether a position was opened or closed, whether it was part of a hedge, or where the stock will move next. The session updates after the next trading day becomes historical.
Stock prices show regular-session candles delayed at least 15 minutes. The latest view refreshes during market hours; the flow-session view places recorded trades on their original date, using interpolated stock prices between candle samples. Gamma exposure shows its separately dated public closing snapshot.