NU option chain Nu Holdings Ltd.
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 ±10.4% (14.03–17.27) · ATM IV 41.2% · 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 | |
| 7.40 | 8.35 | 38 | 254 | 154.9% | 0.99 | 0.0034 | 0.000 | 8 | 0 | 0.7500 | 183.7% | -0.01 | 0.0034 | -0.001 | ||
| 6.30 | 7.10 | 20 | 7 | 85.0% | 0.99 | 0.0061 | 0.000 | 9 | 0 | 0.0900 | 96.1% | -0.01 | 0.0061 | -0.001 | ||
| 5.85 | 7.50 | 18 | 159.4% | 0.99 | 0.0081 | 0.000 | 9.5 | 0 | 0.7500 | 145.4% | -0.01 | 0.0082 | -0.001 | |||
| 5.55 | 5.95 | 11 | 7 | 86.2% | 0.99 | 0.0110 | 0.000 | 10 | 0 | 0.7500 | 133.9% | -0.01 | 0.0110 | -0.002 | ||
| 4.85 | 6.45 | 42 | 132.3% | 0.98 | 0.0149 | 0.000 | 10.5 | 0 | 0.1300 | 78.0% | -0.02 | 0.0150 | -0.002 | |||
| 4.35 | 5.05 | 52.6% | 0.97 | 0.0204 | -0.001 | 11 | 0 | 0.7500 | 112.3% | -0.03 | 0.0204 | -0.003 | ||||
| 3.85 | 4.40 | 0.96 | 0.0279 | -0.001 | 11.5 | 0 | 0.9500 | 111.4% | -0.04 | 0.0280 | -0.003 | |||||
| 3.40 | 5.60 | 1 | 127.2% | 0.95 | 0.0382 | -0.002 | 12 | 0 | 0.7500 | 2 | 92.2% | -0.05 | 0.0384 | -0.004 | ||
| 2.96 | 3.50 | 43.0% | 0.93 | 0.0523 | -0.003 | 12.5 | 0.0500 | 0.1300 | 1 | 2 | 52.9% | -0.07 | 0.0526 | -0.005 | ||
| 2.48 | 2.93 | 15 | 28.3% | 0.90 | 0.0709 | -0.004 | 13 | 0.0500 | 0.1600 | 12 | 81 | 47.7% | -0.10 | 0.0713 | -0.006 | |
| 2.08 | 2.52 | 8 | 39.9% | 0.86 | 0.0944 | -0.006 | 13.5 | 0.1000 | 0.1900 | 12 | 138 | 44.6% | -0.14 | 0.0951 | -0.007 | |
| 1.57 | 2.07 | 40 | 25 | 34.5% | 0.81 | 0.1222 | -0.007 | 14 | 0.2100 | 0.2700 | 19 | 50 | 44.6% | -0.19 | 0.1232 | -0.008 |
| 1.45 | 1.59 | 1 | 19 | 41.0% | 0.74 | 0.1515 | -0.009 | 14.5 | 0.3000 | 0.3900 | 2 | 61 | 42.8% | -0.26 | 0.1530 | -0.009 |
| 1.10 | 1.24 | 2 | 16 | 39.9% | 0.66 | 0.1774 | -0.010 | 15 | 0.4200 | 0.5500 | 12 | 40 | 40.9% | -0.34 | 0.1795 | -0.010 |
| 0.8900 | 0.9600 | 14 | 18 | 41.9% | 0.57 | 0.1942 | -0.011 | 15.5 | 0.6300 | 0.7600 | 3 | 32 | 40.5% | -0.44 | 0.1970 | -0.011 |
| 0.5600 | 0.7200 | 114 | 48 | 39.2% | 0.47 | 0.1979 | -0.011 | 16 | 0.9300 | 1.04 | 7 | 41.7% | -0.54 | 0.2014 | -0.011 | |
| 0.3800 | 0.5300 | 36 | 185 | 39.1% | 0.38 | 0.1885 | -0.010 | 16.5 | 1.24 | 1.35 | 10 | 41.4% | -0.63 | 0.1928 | -0.010 | |
| 0.3000 | 0.4000 | 17 | 29 | 41.2% | 0.29 | 0.1696 | -0.009 | 17 | 1.59 | 1.72 | 41.5% | -0.72 | 0.1745 | -0.009 | ||
| 0.1800 | 0.2500 | 6 | 39.3% | 0.23 | 0.1460 | -0.008 | 17.5 | 1.69 | 2.36 | 39.7% | -0.79 | 0.1515 | -0.008 | |||
| 0.1400 | 0.2100 | 21 | 3 | 42.1% | 0.17 | 0.1216 | -0.007 | 18 | 2.35 | 3.15 | 61.1% | -0.84 | 0.1276 | -0.007 | ||
| 0.0700 | 0.1700 | 5 | 42.4% | 0.13 | 0.0990 | -0.006 | 18.5 | 2.58 | 4.10 | 73.1% | -0.89 | 0.1049 | -0.005 | |||
| 0.0400 | 0.7600 | 69.7% | 0.10 | 0.0795 | -0.005 | 19 | 3.15 | 4.00 | 60.7% | -0.92 | 0.0844 | -0.004 | ||||
| 0 | 0.7500 | 73.3% | 0.07 | 0.0632 | -0.004 | 19.5 | 3.60 | 4.05 | 1 | -0.94 | 0.0663 | -0.003 | ||||
| 0 | 0.9500 | 85.5% | 0.06 | 0.0499 | -0.004 | 20 | 4.10 | 5.35 | 82.4% | -0.96 | 0.0652 | -0.002 | ||||
| 0 | 0.7500 | 83.2% | 0.04 | 0.0394 | -0.003 | 20.5 | 4.60 | 5.85 | 87.4% | -0.98 | 0.0508 | -0.002 | ||||
| 0 | 0.9500 | 95.3% | 0.03 | 0.0310 | -0.002 | 21 | 5.10 | 6.15 | 84.2% | -0.99 | 0.0327 | -0.003 | ||||
| 0 | 0.9500 | 104.2% | 0.02 | 0.0193 | -0.002 | 22 | 6.10 | 7.50 | 106.8% | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.9500 | 112.5% | 0.01 | 0.0122 | -0.001 | 23 | 7.10 | 8.30 | 107.4% | -1.00 | 0.0000 | -0.007 | ||||
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 — Oct 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.