OPTIONS FLOW$UBERUber Technologies, Inc.Open ticker analysis →
The archived October 21, 2026 record groups six UBER put entries at the $73 strike across October 23 and October 30 expirations. Their combined reported size is 4,774 contracts, with about $2.58 million in gross premium. UBER’s recorded reference price was $67.72 at the event time. These are historical inputs, rather than current option quotes.
What was recorded in UBER options?
The archived October 21, 2026 record groups six UBER put entries at the $73 strike across October 23 and October 30 expirations. Their combined reported size is 4,774 contracts, with about $2.58 million in gross premium. UBER’s recorded reference price was $67.72 at the event time. These are historical inputs, rather than current option quotes.
Three entries belong to each expiration: 605, 1,150 and 632 contracts. Adding those entries gives 2,387 contracts per expiration. The October 23 puts are listed at $5.38 and the October 30 puts at $5.43. Keeping the separate expirations matters because the two groups settle on different dates.
Why is this not a verified calendar spread?
A standard calendar uses opposing option positions at the same strike in different expirations. In this archived list, every entry is classified as bought. Different expirations alone therefore do not justify a calendar label. The record is best described as a grouped put bundle until the participant’s complete position is available.
That distinction changes the interpretation. The usual discussion of a calendar benefiting from time decay on its short near-term leg does not apply to an all-bought list. A buyer of standalone puts pays premium for downside exposure; whether this print opened that exposure or closed existing short puts remains unverified.
How do the premiums and breakevens add up?
Assuming standard 100-share contracts, the near-expiry entries cost 2,387 × $5.38 × 100, or $1,284,206. The later entries cost 2,387 × $5.43 × 100, or $1,296,141. Together they total $2,580,347. This arithmetic explains the rounded $2.58 million figure without treating each repeated entry as a different strategy.
For opening long puts at those prices, expiration breakeven is strike minus premium: $67.62 for October 23 and $67.57 for October 30, before fees. Each date has its own payoff. A single breakeven for the entire bundle would hide that timing difference. If these were standalone opening purchases, premium paid would bound the option loss; that is a conditional payoff calculation, not a statement about the trader’s complete account.
What information would change the interpretation?
The decisive missing fields are opening or closing status, any linked stock holding, contract adjustments and confirmation that the reported entries formed one executable package. Prior open interest cannot identify the participant. Next-session open interest also combines activity from every trader in each series.
Readers comparing this case with current UBER flow should use the historical dates and contract terms above. Both listed expirations have passed. The live market panel supplies present-day context and should not be substituted into the archived premium calculation.
Archived leg entries
- UBER Oct 30 $73 Put: 605 contracts at $5.43 (bought)
- UBER Oct 30 $73 Put: 1,150 contracts at $5.43 (bought)
- UBER Oct 30 $73 Put: 632 contracts at $5.43 (bought)
- UBER Oct 23 $73 Put: 605 contracts at $5.38 (bought)
- UBER Oct 23 $73 Put: 1,150 contracts at $5.38 (bought)
- UBER Oct 23 $73 Put: 632 contracts at $5.38 (bought)
Source figures retained for this calculation
| Structure | Grouped bought puts in two expirations |
|---|---|
| Expirations | Oct 23 and Oct 30 |
| Strikes | $73 |
| Contracts | 4,774 |
| Total premium | $2.58M |
| Stock at the trade | $67.72 |
Sources and calculation method
The historical inputs above come from the Moomoo OpenD record retained with this article, dated 2026-10-21 15:50:45. Calculations use the listed prices and quantities. Standard option examples assume a 100-share multiplier, unchanged deliverables and the specified opening positions; fees and account-level hedges are excluded.
For the standalone payoff convention, see the Options Industry Council’s long put reference.
Reporting responsibility: StockMarketLoop Options Flow Desk. Reporting standards and corrections.
Current market context
This live panel is separate from the archived figures used above.
