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 ±14.6% (12.41–16.67) · ATM IV 56.0% · P/C open interest 1.88
| 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 | 8.60 | 4 | 197.9% | 0.99 | 0.0074 | -0.001 | 8 | 0 | 0.9500 | 178.2% | -0.01 | 0.0074 | -0.002 | |||
| 5.25 | 7.65 | 187.8% | 0.98 | 0.0144 | -0.002 | 9 | 0 | 0.9500 | 151.0% | -0.02 | 0.0145 | -0.003 | ||||
| 4.25 | 6.65 | 158.8% | 0.96 | 0.0269 | -0.004 | 10 | 0 | 0.1100 | 70.2% | -0.05 | 0.0270 | -0.004 | ||||
| 3.80 | 6.15 | 147.2% | 0.94 | 0.0358 | -0.005 | 10.5 | 0.0300 | 0.1100 | 65.8% | -0.06 | 0.0360 | -0.005 | ||||
| 3.25 | 5.70 | 134.1% | 0.92 | 0.0468 | -0.006 | 11 | 0.0800 | 0.7500 | 456 | 98.4% | -0.08 | 0.0471 | -0.006 | |||
| 2.85 | 5.25 | 126.8% | 0.89 | 0.0599 | -0.007 | 11.5 | 0 | 1.35 | 108.7% | -0.11 | 0.0603 | -0.008 | ||||
| 2.55 | 4.85 | 124.2% | 0.85 | 0.0748 | -0.009 | 12 | 0.0200 | 1.01 | 1 | 85.4% | -0.15 | 0.0753 | -0.009 | |||
| 2.00 | 4.00 | 98.5% | 0.81 | 0.0908 | -0.010 | 12.5 | 0 | 0.4500 | 52.6% | -0.19 | 0.0914 | -0.011 | ||||
| 1.07 | 3.70 | 1 | 79.2% | 0.76 | 0.1070 | -0.012 | 13 | 0.4100 | 0.5300 | 2 | 45 | 61.3% | -0.25 | 0.1078 | -0.012 | |
| 1.60 | 1.87 | 1 | 5 | 58.6% | 0.70 | 0.1218 | -0.013 | 13.5 | 0.5100 | 0.6900 | 3 | 117 | 58.7% | -0.31 | 0.1229 | -0.013 |
| 1.17 | 1.54 | 2 | 1 | 53.8% | 0.63 | 0.1340 | -0.013 | 14 | 0.7400 | 0.8900 | 232 | 59.3% | -0.37 | 0.1353 | -0.014 | |
| 1.04 | 1.27 | 3 | 158 | 57.1% | 0.56 | 0.1422 | -0.014 | 14.5 | 0.9000 | 1.05 | 36 | 55.0% | -0.44 | 0.1438 | -0.014 | |
| 0.8100 | 0.9900 | 10 | 94 | 55.4% | 0.49 | 0.1455 | -0.014 | 15 | 1.17 | 1.44 | 10 | 82 | 57.8% | -0.52 | 0.1475 | -0.014 |
| 0.6500 | 0.8500 | 28 | 57.5% | 0.42 | 0.1438 | -0.013 | 15.5 | 1.50 | 1.74 | 23 | 58.0% | -0.59 | 0.1462 | -0.014 | ||
| 0.4300 | 0.6500 | 19 | 54.5% | 0.35 | 0.1376 | -0.013 | 16 | 1.66 | 2.07 | 1 | 52.4% | -0.66 | 0.1404 | -0.013 | ||
| 0.3300 | 0.5000 | 7 | 54.5% | 0.29 | 0.1277 | -0.012 | 16.5 | 1.25 | 2.67 | 29.2% | -0.72 | 0.1310 | -0.012 | |||
| 0.2300 | 0.4400 | 33 | 55.8% | 0.24 | 0.1153 | -0.011 | 17 | 1.43 | 3.85 | 51.6% | -0.77 | 0.1191 | -0.011 | |||
| 0.0100 | 0.5000 | 1 | 46 | 55.9% | 0.19 | 0.1017 | -0.009 | 17.5 | 2.00 | 4.15 | 52.0% | -0.82 | 0.1060 | -0.009 | ||
| 0.0100 | 0.5600 | 75 | 63.6% | 0.15 | 0.0878 | -0.008 | 18 | 3.05 | 5.45 | 103.1% | -0.86 | 0.0926 | -0.008 | |||
| 0 | 1.00 | 1 | 84.5% | 0.12 | 0.0746 | -0.007 | 18.5 | 3.50 | 5.55 | 95.5% | -0.90 | 0.0800 | -0.007 | |||
| 0 | 0.4000 | 66.2% | 0.09 | 0.0625 | -0.006 | 19 | 4.00 | 6.60 | 118.1% | -0.92 | 0.0683 | -0.006 | ||||
| 0 | 0.9500 | 93.1% | 0.07 | 0.0517 | -0.005 | 19.5 | 4.50 | 7.10 | 123.7% | -0.95 | 0.0578 | -0.005 | ||||
| 0 | 1.00 | 55 | 99.7% | 0.06 | 0.0424 | -0.004 | 20 | 4.85 | 7.55 | 122.9% | -0.96 | 0.0484 | -0.004 | |||
| 0 | 0.9500 | 102.5% | 0.04 | 0.0345 | -0.003 | 20.5 | 5.45 | 7.90 | 126.3% | -0.98 | 0.0410 | -0.003 | ||||
| 0 | 0.9500 | 106.8% | 0.03 | 0.0279 | -0.003 | 21 | 5.95 | 8.55 | 135.9% | -0.99 | 0.0276 | -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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs