NU option chain Nu Holdings Ltd.
Cboe delayed options data · as of 18:36 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±1.9% (15.35–15.95) · ATM IV 40.8% · P/C open interest 0.45
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 7.30 | 7.70 | 10 | 44 | 1.00 | 0.0000 | -0.002 | 8 | 0 | 0.0100 | 1 | 483.1% | 0.00 | 0.0000 | 0.000 | ||
| 6.85 | 7.40 | 9 | 41 | 1.00 | 0.0000 | -0.002 | 8.5 | 0 | 2.13 | 0.00 | 0.0001 | 0.000 | ||||
| 6.30 | 6.80 | 3 | 24 | 1.00 | 0.0000 | -0.002 | 9 | 0 | 2.13 | -0.00 | 0.0001 | 0.000 | ||||
| 5.85 | 6.35 | 6 | 18 | 1.00 | 0.0001 | -0.002 | 9.5 | 0 | 2.13 | -0.00 | 0.0001 | 0.000 | ||||
| 5.40 | 5.75 | 12 | 7 | 1.00 | 0.0001 | -0.002 | 10 | 0 | 2.13 | -0.00 | 0.0002 | 0.000 | ||||
| 4.80 | 5.40 | 4 | 6 | 1.00 | 0.0002 | -0.002 | 10.5 | 0 | 2.13 | -0.00 | 0.0004 | -0.000 | ||||
| 4.30 | 4.80 | 2 | 20 | 1.00 | 0.0003 | -0.002 | 11 | 0 | 2.13 | -0.00 | 0.0006 | -0.000 | ||||
| 3.80 | 4.20 | 1 | 104 | 1.00 | 0.0006 | -0.002 | 11.5 | 0 | 0.0700 | 233 | 317.4% | -0.00 | 0.0010 | -0.000 | ||
| 3.30 | 3.75 | 1 | 19 | 1.00 | 0.0012 | -0.002 | 12 | 0 | 2.13 | 36 | 832.1% | -0.00 | 0.0018 | -0.000 | ||
| 3.00 | 3.35 | 3 | 42 | 240.1% | 1.00 | 0.0025 | -0.002 | 12.5 | 0 | 2.13 | 151 | 759.6% | -0.00 | 0.0034 | -0.000 | |
| 2.60 | 2.73 | 11 | 149 | 190.4% | 1.00 | 0.0054 | -0.003 | 13 | 0 | 0.4200 | 188 | 333.9% | -0.00 | 0.0067 | -0.001 | |
| 2.04 | 2.18 | 22 | 248 | 1.00 | 0.0126 | -0.003 | 13.5 | 0 | 0.0300 | 1 | 688 | 146.8% | -0.00 | 0.0144 | -0.001 | |
| 1.60 | 1.68 | 630 | 1,200 | 0.99 | 0.0328 | -0.004 | 14 | 0 | 0.0100 | 17 | 3,276 | 96.8% | -0.01 | 0.0347 | -0.002 | |
| 1.12 | 1.18 | 72 | 3,854 | 72.5% | 0.98 | 0.0964 | -0.007 | 14.5 | 0 | 0.0100 | 115 | 2,548 | 69.9% | -0.03 | 0.0964 | -0.006 |
| 0.6300 | 0.6900 | 1,177 | 13.0K | 54.9% | 0.92 | 0.3257 | -0.019 | 15 | 0.0100 | 0.0200 | 1,317 | 2,456 | 53.4% | -0.08 | 0.3197 | -0.018 |
| 0.2000 | 0.2500 | 665 | 3,651 | 42.0% | 0.65 | 0.9894 | -0.083 | 15.5 | 0.0600 | 0.0900 | 2,422 | 2,164 | 39.6% | -0.35 | 0.9852 | -0.083 |
| 0.0300 | 0.0400 | 894 | 2,263 | 43.8% | 0.19 | 0.6831 | -0.042 | 16 | 0.3500 | 0.4800 | 134 | 27 | 53.3% | -0.81 | 0.6831 | -0.042 |
| 0 | 0.0200 | 99 | 653 | 58.4% | 0.05 | 0.2065 | -0.010 | 16.5 | 0.7900 | 1.14 | 14 | 12 | 113.8% | -0.95 | 0.2063 | -0.010 |
| 0 | 0.0300 | 7 | 55 | 90.2% | 0.02 | 0.0698 | -0.004 | 17 | 1.10 | 1.90 | 3 | 165.9% | -0.98 | 0.0698 | -0.003 | |
| 0 | 0.7000 | 88 | 283.3% | 0.01 | 0.0278 | -0.002 | 17.5 | 1.59 | 2.54 | 6 | 228.9% | -0.99 | 0.0278 | -0.001 | ||
| 0 | 1.69 | 14 | 488.0% | 0.00 | 0.0125 | -0.001 | 18 | 2.14 | 2.69 | 11 | 181.6% | -1.00 | 0.0125 | 0.000 | ||
| 0 | 2.13 | 596.7% | 0.00 | 0.0062 | -0.000 | 18.5 | 2.56 | 3.10 | 1 | -1.00 | 0.0062 | 0.000 | ||||
| 0 | 0.3000 | 241 | 293.2% | 0.00 | 0.0033 | -0.000 | 19 | 3.10 | 4.20 | 362.9% | -1.00 | 0.0034 | 0.000 | |||
| 0 | 0.0100 | 3 | 188.4% | 0.00 | 0.0011 | -0.000 | 20 | 4.10 | 5.10 | 1 | 396.8% | -1.00 | 0.0014 | 0.000 | ||
| 0 | 2.13 | 766.5% | 0.00 | 0.0004 | 0.000 | 21 | 5.20 | 6.00 | 447.8% | -1.00 | 0.0007 | 0.000 | ||||
| 0 | 0.1000 | 347.4% | 0.00 | 0.0002 | 0.000 | 22 | 6.10 | 7.10 | 494.9% | -1.00 | 0.0003 | 0.000 | ||||
| 0 | 0.0500 | 342.2% | 0.00 | 0.0001 | 0.000 | 23 | 7.10 | 8.15 | 1 | 552.6% | -1.00 | 0.0001 | 0.000 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs