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 ±17.4% (12.01–17.08) · ATM IV 52.8% · P/C open interest 0.19
| 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 | |
| 6.30 | 7.05 | 206 | 97.1% | 0.97 | 0.0119 | -0.001 | 8 | 0 | 0.0400 | 1,293 | 70.9% | -0.02 | 0.0118 | -0.002 | ||
| 5.50 | 6.05 | 950 | 93.9% | 0.96 | 0.0198 | -0.003 | 9 | 0.0300 | 0.1100 | 3 | 233 | 72.7% | -0.04 | 0.0198 | -0.003 | |
| 4.50 | 5.15 | 1,143 | 81.8% | 0.93 | 0.0322 | -0.004 | 10 | 0.0600 | 0.1500 | 4,691 | 64.8% | -0.07 | 0.0322 | -0.004 | ||
| 3.50 | 4.25 | 479 | 69.6% | 0.89 | 0.0499 | -0.005 | 11 | 0.1400 | 0.2500 | 1 | 1,923 | 61.0% | -0.11 | 0.0501 | -0.006 | |
| 2.87 | 3.30 | 1,814 | 67.3% | 0.82 | 0.0729 | -0.007 | 12 | 0.3200 | 0.3900 | 22 | 7,077 | 58.4% | -0.18 | 0.0733 | -0.007 | |
| 2.14 | 2.38 | 4,681 | 59.1% | 0.73 | 0.0980 | -0.009 | 13 | 0.5100 | 0.6400 | 210 | 6,679 | 54.5% | -0.27 | 0.0987 | -0.009 | |
| 1.54 | 1.66 | 3 | 19.5K | 55.5% | 0.62 | 0.1189 | -0.010 | 14 | 0.9400 | 1.00 | 54 | 7,454 | 54.2% | -0.38 | 0.1200 | -0.010 |
| 1.03 | 1.11 | 151 | 8,502 | 52.8% | 0.49 | 0.1283 | -0.010 | 15 | 1.44 | 1.49 | 522 | 7,274 | 52.8% | -0.51 | 0.1299 | -0.010 |
| 0.6900 | 0.7200 | 32 | 10.1K | 52.1% | 0.37 | 0.1236 | -0.009 | 16 | 2.02 | 2.11 | 2,702 | 50.7% | -0.63 | 0.1259 | -0.009 | |
| 0.4100 | 0.4500 | 8 | 28.4K | 50.6% | 0.27 | 0.1080 | -0.008 | 17 | 2.74 | 3.05 | 1,725 | 54.5% | -0.74 | 0.1110 | -0.008 | |
| 0.2400 | 0.2700 | 110 | 80.9K | 49.9% | 0.19 | 0.0878 | -0.007 | 18 | 3.55 | 3.75 | 11 | 50.1% | -0.82 | 0.0916 | -0.007 | |
| 0.1300 | 0.1900 | 1 | 70.3K | 50.5% | 0.13 | 0.0680 | -0.005 | 19 | 4.15 | 4.80 | 40.8% | -0.88 | 0.0726 | -0.005 | ||
| 0.0700 | 0.1000 | 1 | 7,547 | 49.4% | 0.09 | 0.0512 | -0.004 | 20 | 5.25 | 5.75 | 36 | 51.1% | -0.92 | 0.0564 | -0.004 | |
| 0.0300 | 0.1000 | 647 | 52.2% | 0.06 | 0.0379 | -0.003 | 21 | 6.00 | 6.70 | -0.96 | 0.0440 | -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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs