NU option chain Nu Holdings Ltd.
Cboe delayed options data · as of 15:42 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 ±11.0% (12.94–16.15) · ATM IV 77.0% · P/C open interest 1.33
| 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 | |
| 5.90 | 8.50 | 9 | 368.8% | 1.00 | 0.0036 | -0.001 | 8 | 0 | 2.13 | 3 | 453.3% | -0.00 | 0.0036 | -0.002 | ||
| 5.05 | 7.55 | 27 | 332.0% | 0.99 | 0.0084 | -0.003 | 9 | 0 | 2.13 | 388.8% | -0.01 | 0.0084 | -0.003 | |||
| 4.60 | 7.05 | 2 | 309.7% | 0.98 | 0.0126 | -0.004 | 9.5 | 0 | 2.14 | 15 | 360.0% | -0.01 | 0.0126 | -0.005 | ||
| 4.35 | 6.55 | 10 | 304.1% | 0.98 | 0.0186 | -0.006 | 10 | 0 | 0.2400 | 80 | 393 | 154.1% | -0.02 | 0.0186 | -0.006 | |
| 3.85 | 6.10 | 2 | 282.2% | 0.97 | 0.0272 | -0.008 | 10.5 | 0.0300 | 0.0400 | 184 | 988 | 105.7% | -0.03 | 0.0272 | -0.009 | |
| 3.35 | 5.60 | 220 | 257.3% | 0.95 | 0.0390 | -0.011 | 11 | 0 | 0.2600 | 581 | 125.0% | -0.05 | 0.0391 | -0.011 | ||
| 2.82 | 4.40 | 3 | 182.4% | 0.93 | 0.0549 | -0.014 | 11.5 | 0.0500 | 0.1200 | 41 | 483 | 97.9% | -0.07 | 0.0550 | -0.015 | |
| 2.44 | 4.70 | 37 | 221.7% | 0.90 | 0.0754 | -0.018 | 12 | 0.0900 | 0.1400 | 7 | 9,468 | 91.2% | -0.10 | 0.0756 | -0.019 | |
| 1.99 | 4.25 | 318 | 204.0% | 0.85 | 0.1004 | -0.023 | 12.5 | 0.1500 | 0.1900 | 585 | 3,418 | 87.0% | -0.15 | 0.1007 | -0.023 | |
| 1.76 | 2.45 | 120 | 120.7% | 0.80 | 0.1288 | -0.028 | 13 | 0.2500 | 0.2700 | 276 | 2,415 | 84.7% | -0.20 | 0.1292 | -0.028 | |
| 1.36 | 1.61 | 1,985 | 86.6% | 0.72 | 0.1578 | -0.032 | 13.5 | 0.3700 | 0.4000 | 2,143 | 4,453 | 82.5% | -0.28 | 0.1584 | -0.032 | |
| 1.07 | 1.19 | 8 | 2,995 | 81.9% | 0.64 | 0.1833 | -0.035 | 14 | 0.5100 | 0.6000 | 1,054 | 6,984 | 80.8% | -0.36 | 0.1840 | -0.035 |
| 0.7800 | 0.9000 | 64 | 1,894 | 76.5% | 0.54 | 0.2000 | -0.036 | 14.5 | 0.7300 | 0.8000 | 620 | 1,872 | 77.5% | -0.46 | 0.2008 | -0.036 |
| 0.5800 | 0.6100 | 1,732 | 2,440 | 76.3% | 0.44 | 0.2039 | -0.035 | 15 | 1.00 | 1.09 | 276 | 1,780 | 78.3% | -0.56 | 0.2048 | -0.035 |
| 0.4000 | 0.4300 | 82 | 1,907 | 75.8% | 0.34 | 0.1935 | -0.031 | 15.5 | 1.28 | 1.82 | 669 | 96.7% | -0.66 | 0.1944 | -0.031 | |
| 0.2600 | 0.2800 | 420 | 2,952 | 73.9% | 0.25 | 0.1712 | -0.027 | 16 | 1.61 | 2.12 | 459 | 92.4% | -0.75 | 0.1722 | -0.027 | |
| 0.1500 | 0.1700 | 144 | 2,772 | 71.0% | 0.18 | 0.1419 | -0.021 | 16.5 | 1.64 | 4.00 | 101 | 155.3% | -0.82 | 0.1431 | -0.021 | |
| 0.0900 | 0.1800 | 232 | 5,816 | 77.4% | 0.12 | 0.1113 | -0.017 | 17 | 2.17 | 3.10 | 7 | 87.6% | -0.88 | 0.1128 | -0.016 | |
| 0.0500 | 0.0600 | 3 | 517 | 70.7% | 0.08 | 0.0833 | -0.012 | 17.5 | 2.59 | 4.50 | 1 | 151.5% | -0.92 | 0.0851 | -0.012 | |
| 0.0300 | 0.0400 | 101 | 1,191 | 70.5% | 0.06 | 0.0603 | -0.009 | 18 | 2.95 | 4.75 | 138.8% | -0.95 | 0.0622 | -0.009 | ||
| 0 | 0.2500 | 20 | 440 | 102.5% | 0.04 | 0.0425 | -0.006 | 18.5 | 3.85 | 4.70 | 138.6% | -0.97 | 0.0449 | -0.006 | ||
| 0 | 0.0200 | 69.3% | 0.02 | 0.0295 | -0.004 | 19 | 3.85 | 6.00 | 168.8% | -0.98 | 0.0316 | -0.004 | ||||
| 0 | 0.5800 | 6 | 149.1% | 0.02 | 0.0203 | -0.003 | 19.5 | 4.25 | 6.80 | 191.2% | -0.99 | 0.0204 | -0.003 | |||
| 0 | 1.15 | 198.2% | 0.01 | 0.0138 | -0.002 | 20 | 4.80 | 6.80 | 169.3% | -1.00 | 0.0108 | -0.002 | ||||
| 0 | 2.13 | 265.5% | 0.01 | 0.0094 | -0.001 | 20.5 | 5.25 | 7.25 | 169.7% | -1.00 | 0.0044 | -0.002 | ||||
| 0 | 2.13 | 274.6% | 0.00 | 0.0065 | -0.001 | 21 | 5.85 | 8.45 | 233.8% | -1.00 | 0.0014 | -0.002 | ||||
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 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs