Nu Holdings Ltd. (NU)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 12:39 UTC · Figures derived from the full chain (826 contracts, 15 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±15.3% (range 12.43–16.91) by Nov 20, 2026. ATM straddle: 2.25 @ strike 15 · ATM IV: 61.2%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 13.20 | -10% | 68.9% | 31.1% |
| 13.94 | -5% | 57.6% | 42.4% |
| 14.67 | +0% | 46.4% | 53.6% |
| 15.40 | +5% | 36.0% | 64.0% |
| 16.14 | +10% | 26.8% | 73.2% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±5.2% | 47.5% | 87.5K |
| Oct 30, 2026 | 11 | ±12.4% | 80.6% | 59.8K |
| Nov 06, 2026 | 18 | ±13.1% | 68.7% | 9,954 |
| Nov 13, 2026 | 25 | ±14.6% | 66.4% | 7,636 |
| Nov 20, 2026 | 32 | ±15.3% | 61.2% | 570.3K |
| Nov 27, 2026 | 39 | ±15.8% | 59.2% | 1,520 |
| Dec 18, 2026 | 60 | ±17.9% | 53.4% | 282.1K |
| Jan 15, 2027 | 88 | ±19.9% | 49.7% | 574.1K |
| Mar 19, 2027 | 151 | ±24.4% | 46.9% | 114.0K |
| Apr 16, 2027 | 179 | ±27.3% | 48.5% | 26.0K |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 14 C · 140.5K18 C · 130.2K19 C · 119.5K17 C · 79.1K13 P · 74.0K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 47.3% of the time.
Past earnings reactions
Avg |reaction| 9.3% · median 6.2% (19 reports). Two-session close-to-close window; definition
About Nu Holdings Ltd.
Nu Holdings Ltd. provides digital banking platform in Brazil, Mexico, Colombia, the Cayman Islands, and the United States. The company provides spending solutions comprising Nu credit and prepaid card, a digitally enabled card that acts as a credit and a prepaid card; Nubank+ Tier, an evolution of the Nu experience; Ultraviolet credit and prepaid card, a premium metal credit card; mobile payment solutions for NuAccount customers to make and receive transfers, pay bills, and make everyday purchases through their mobile phones; and Nu Shopping, an integrated marketplace that enables customers to purchase goods and services from various ecommerce retailers. It also offers transactional solutions, such as Nu Personal Accounts, a digital account solution for personal financial activities; Nu business accounts for entrepreneur customers and their businesses; and Nu business prepaid and credit card. In addition, it offers savings and investing solutions, including Money Boxes, a solution for goal-based investing; investing solutions, an attractive investment product with customized and conflict-free guidance; and NuCrypto, a solution for buying and selling cryptocurrencies through the Nu
Financial Services · Banks - Regional · NYSE · Profile: Financial Modeling Prep
NU news
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CNBC · Oct 14, 13:53 UTC ↗Related securities · Financial Services
SOFI · IV 59.0%MARA · IV 93.3%RIOT · IV 95.6%HOOD · IV 66.2%WFC · IV 25.5%BAC · IV 23.1%