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 ±14.5% (12.43–16.65) · ATM IV 61.3% · P/C open interest 0.48
| 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 | |
| 5.60 | 7.30 | 2 | 0.98 | 0.0087 | -0.002 | 8 | 0 | 0.0600 | 674 | 102.9% | -0.01 | 0.0088 | -0.002 | |||
| 5.25 | 6.15 | 1 | 41 | 113.9% | 0.97 | 0.0158 | -0.003 | 9 | 0 | 0.0800 | 503 | 89.1% | -0.03 | 0.0158 | -0.004 | |
| 4.90 | 5.55 | 107.6% | 0.96 | 0.0211 | -0.004 | 9.5 | 0.0100 | 0.1000 | 85.4% | -0.04 | 0.0211 | -0.004 | ||||
| 4.50 | 4.75 | 3 | 308 | 75.8% | 0.95 | 0.0279 | -0.005 | 10 | 0.0400 | 0.1200 | 3,984 | 83.0% | -0.05 | 0.0280 | -0.005 | |
| 3.95 | 4.65 | 97.3% | 0.94 | 0.0366 | -0.006 | 10.5 | 0.0700 | 0.1400 | 79.0% | -0.06 | 0.0367 | -0.006 | ||||
| 3.35 | 4.10 | 496 | 76.7% | 0.92 | 0.0475 | -0.007 | 11 | 0.1000 | 0.1500 | 98 | 26.3K | 73.2% | -0.08 | 0.0477 | -0.008 | |
| 3.05 | 3.70 | 84.5% | 0.89 | 0.0609 | -0.009 | 11.5 | 0.1500 | 0.2400 | 3 | 73.3% | -0.11 | 0.0611 | -0.009 | |||
| 2.64 | 2.95 | 2,182 | 65.7% | 0.85 | 0.0766 | -0.010 | 12 | 0.2200 | 0.2300 | 299 | 16.5K | 66.9% | -0.15 | 0.0768 | -0.011 | |
| 2.26 | 2.84 | 77.8% | 0.81 | 0.0941 | -0.012 | 12.5 | 0.3100 | 0.3700 | 59 | 67.4% | -0.19 | 0.0945 | -0.012 | |||
| 1.98 | 2.12 | 5 | 6,795 | 66.2% | 0.76 | 0.1125 | -0.013 | 13 | 0.4200 | 0.4900 | 532 | 62.5K | 65.5% | -0.24 | 0.1130 | -0.013 |
| 1.65 | 2.04 | 74.0% | 0.70 | 0.1301 | -0.014 | 13.5 | 0.5800 | 0.6900 | 34 | 66.0% | -0.30 | 0.1308 | -0.015 | |||
| 1.34 | 1.44 | 3 | 117.4K | 63.4% | 0.63 | 0.1446 | -0.015 | 14 | 0.7600 | 0.8100 | 320 | 51.4K | 62.4% | -0.38 | 0.1455 | -0.015 |
| 1.06 | 1.15 | 9 | 61.7% | 0.55 | 0.1541 | -0.016 | 14.5 | 0.9600 | 1.05 | 2 | 61.0% | -0.45 | 0.1552 | -0.016 | ||
| 0.8400 | 0.9100 | 5,159 | 41.9K | 61.1% | 0.47 | 0.1571 | -0.015 | 15 | 1.24 | 1.31 | 87 | 9,446 | 60.4% | -0.53 | 0.1585 | -0.016 |
| 0.6300 | 0.7000 | 5 | 59.5% | 0.40 | 0.1534 | -0.015 | 15.5 | 1.49 | 1.64 | 57.4% | -0.61 | 0.1551 | -0.015 | |||
| 0.4800 | 0.5300 | 188 | 52.3K | 58.9% | 0.33 | 0.1440 | -0.014 | 16 | 1.86 | 2.11 | 11.2K | 63.3% | -0.68 | 0.1460 | -0.014 | |
| 0.3400 | 0.4000 | 18 | 57.9% | 0.27 | 0.1307 | -0.013 | 16.5 | 2.22 | 2.50 | 63.4% | -0.74 | 0.1330 | -0.013 | |||
| 0.2500 | 0.2900 | 46 | 41.4K | 57.4% | 0.21 | 0.1154 | -0.011 | 17 | 2.39 | 2.80 | 619 | 49.8% | -0.79 | 0.1180 | -0.011 | |
| 0.1700 | 0.1900 | 5 | 56.1% | 0.17 | 0.0998 | -0.010 | 17.5 | 2.73 | 3.35 | 49.7% | -0.83 | 0.1027 | -0.010 | |||
| 0.1200 | 0.1500 | 114 | 47.5K | 56.3% | 0.14 | 0.0849 | -0.009 | 18 | 3.40 | 3.70 | 1 | 67 | 56.3% | -0.87 | 0.0880 | -0.009 |
| 0.0800 | 0.1500 | 58.9% | 0.11 | 0.0715 | -0.007 | 18.5 | 3.60 | 4.35 | 48.8% | -0.90 | 0.0748 | -0.007 | ||||
| 0.0500 | 0.1400 | 2 | 48.9K | 60.7% | 0.09 | 0.0597 | -0.006 | 19 | 4.00 | 4.75 | 7 | -0.92 | 0.0633 | -0.006 | ||
| 0.0200 | 0.1100 | 60.0% | 0.07 | 0.0497 | -0.005 | 19.5 | 4.55 | 5.40 | 57.2% | -0.94 | 0.0536 | -0.005 | ||||
| 0.0100 | 0.0900 | 23.4K | 60.8% | 0.06 | 0.0412 | -0.005 | 20 | 5.00 | 5.85 | 2 | -0.96 | 0.0452 | -0.004 | |||
| 0 | 0.0800 | 62.0% | 0.04 | 0.0342 | -0.004 | 20.5 | 5.25 | 6.20 | -0.97 | 0.0389 | -0.004 | |||||
| 0 | 0.0600 | 1,376 | 62.5% | 0.04 | 0.0284 | -0.003 | 21 | 4.70 | 8.45 | 87.6% | -0.98 | 0.0328 | -0.003 | |||
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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs