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 ±12.1% (12.78–16.30) · ATM IV 66.9% · P/C open interest 0.63
| 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 | |
| 5.70 | 8.55 | 18 | 274.1% | 0.99 | 0.0059 | -0.001 | 8 | 0 | 2.13 | 355.7% | -0.01 | 0.0059 | -0.002 | |||
| 4.60 | 7.65 | 1 | 232.2% | 0.98 | 0.0117 | -0.003 | 9 | 0 | 1.08 | 1 | 230.3% | -0.02 | 0.0118 | -0.004 | ||
| 4.55 | 7.05 | 1 | 237.6% | 0.98 | 0.0164 | -0.004 | 9.5 | 0 | 0.1000 | 6 | 111.4% | -0.02 | 0.0165 | -0.005 | ||
| 4.20 | 6.60 | 22 | 230.6% | 0.97 | 0.0229 | -0.005 | 10 | 0 | 0.1000 | 15 | 100.0% | -0.03 | 0.0230 | -0.006 | ||
| 3.55 | 6.10 | 20 | 201.9% | 0.96 | 0.0316 | -0.007 | 10.5 | 0 | 0.1000 | 35 | 89.0% | -0.05 | 0.0317 | -0.008 | ||
| 3.35 | 5.65 | 9 | 203.1% | 0.94 | 0.0431 | -0.009 | 11 | 0.0400 | 0.1200 | 8 | 148 | 87.0% | -0.06 | 0.0432 | -0.009 | |
| 2.80 | 5.15 | 4 | 181.5% | 0.91 | 0.0580 | -0.011 | 11.5 | 0.0600 | 0.1800 | 5 | 398 | 84.3% | -0.09 | 0.0582 | -0.012 | |
| 2.52 | 4.80 | 610 | 181.4% | 0.88 | 0.0765 | -0.014 | 12 | 0.1100 | 0.2100 | 1 | 414 | 79.3% | -0.12 | 0.0768 | -0.014 | |
| 1.99 | 2.94 | 155 | 94.3% | 0.84 | 0.0984 | -0.016 | 12.5 | 0.1600 | 0.2700 | 41 | 184 | 74.6% | -0.16 | 0.0988 | -0.017 | |
| 1.83 | 2.38 | 120 | 93.4% | 0.78 | 0.1227 | -0.019 | 13 | 0.2800 | 0.3600 | 55 | 1,032 | 73.2% | -0.22 | 0.1232 | -0.019 | |
| 1.47 | 1.82 | 228 | 81.0% | 0.71 | 0.1470 | -0.021 | 13.5 | 0.4100 | 0.4500 | 18 | 240 | 69.3% | -0.29 | 0.1477 | -0.022 | |
| 1.14 | 1.30 | 7 | 361 | 70.5% | 0.63 | 0.1679 | -0.023 | 14 | 0.5800 | 0.6700 | 16 | 747 | 68.8% | -0.37 | 0.1689 | -0.023 |
| 0.8500 | 1.01 | 45 | 397 | 68.5% | 0.55 | 0.1817 | -0.024 | 14.5 | 0.7800 | 0.8800 | 82 | 104 | 65.3% | -0.46 | 0.1830 | -0.024 |
| 0.6200 | 0.9200 | 22 | 321 | 63.4% | 0.45 | 0.1854 | -0.023 | 15 | 1.04 | 1.18 | 10 | 358 | 64.1% | -0.55 | 0.1870 | -0.023 |
| 0.4400 | 0.5500 | 9 | 295 | 65.5% | 0.37 | 0.1783 | -0.022 | 15.5 | 1.34 | 1.52 | 149 | 67.0% | -0.64 | 0.1802 | -0.022 | |
| 0.3000 | 0.3500 | 27 | 435 | 62.5% | 0.29 | 0.1621 | -0.019 | 16 | 1.69 | 2.04 | 28 | 73.5% | -0.72 | 0.1643 | -0.019 | |
| 0.2000 | 0.2700 | 12 | 1,108 | 63.6% | 0.22 | 0.1404 | -0.017 | 16.5 | 1.72 | 4.10 | 130.0% | -0.79 | 0.1428 | -0.017 | ||
| 0.1100 | 0.2400 | 14 | 858 | 65.5% | 0.16 | 0.1168 | -0.014 | 17 | 2.19 | 4.10 | 2 | 119.0% | -0.85 | 0.1195 | -0.014 | |
| 0.0800 | 0.1800 | 28 | 596 | 67.1% | 0.12 | 0.0942 | -0.011 | 17.5 | 2.57 | 4.40 | 114.5% | -0.89 | 0.0972 | -0.011 | ||
| 0.0300 | 0.1800 | 214 | 70.1% | 0.09 | 0.0743 | -0.009 | 18 | 3.05 | 5.50 | 149.4% | -0.92 | 0.0775 | -0.009 | |||
| 0.0100 | 0.2700 | 47 | 82.4% | 0.06 | 0.0577 | -0.007 | 18.5 | 3.35 | 5.95 | 147.2% | -0.95 | 0.0608 | -0.007 | |||
| 0 | 0.2500 | 195 | 86.3% | 0.05 | 0.0444 | -0.006 | 19 | 3.90 | 6.45 | 157.8% | -0.97 | 0.0480 | -0.005 | |||
| 0 | 0.5500 | 114.6% | 0.03 | 0.0339 | -0.004 | 19.5 | 4.45 | 6.95 | 168.0% | -0.98 | 0.0376 | -0.004 | ||||
| 0 | 2.15 | 60 | 201.0% | 0.03 | 0.0258 | -0.003 | 20 | 4.75 | 7.45 | 166.1% | -0.99 | 0.0271 | -0.003 | |||
| 0 | 2.14 | 208.0% | 0.02 | 0.0197 | -0.003 | 20.5 | 5.50 | 7.95 | 185.1% | -0.99 | 0.0172 | -0.003 | ||||
| 0 | 2.14 | 215.2% | 0.01 | 0.0150 | -0.002 | 21 | 5.55 | 8.45 | 169.8% | -1.00 | 0.0082 | -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 — Nov 06, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.