NU option chain Nu Holdings Ltd.
Cboe delayed options data · as of 00:36 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 ±20.6% (12.21–18.55) · ATM IV 42.7% · 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 | |
| 7.40 | 7.70 | 5 | 3,379 | 54.2% | 0.98 | 0.0091 | 0.000 | 8 | 0.0300 | 0.0600 | 3,566 | 58.7% | -0.02 | 0.0092 | -0.001 | |
| 6.50 | 6.75 | 90 | 56.0% | 0.96 | 0.0148 | 0.000 | 9 | 0.0100 | 0.0900 | 3,275 | 50.4% | -0.03 | 0.0150 | -0.001 | ||
| 5.60 | 5.75 | 19 | 8,232 | 50.3% | 0.94 | 0.0235 | -0.000 | 10 | 0.0900 | 0.1400 | 31 | 44.7K | 51.4% | -0.06 | 0.0237 | -0.002 |
| 4.65 | 4.90 | 2 | 1,260 | 47.7% | 0.91 | 0.0357 | -0.001 | 11 | 0.1500 | 0.2300 | 8 | 5,227 | 46.8% | -0.09 | 0.0362 | -0.003 |
| 3.80 | 4.00 | 536 | 13.6K | 44.3% | 0.86 | 0.0511 | -0.003 | 12 | 0.3200 | 0.5100 | 23 | 47.6K | 49.2% | -0.14 | 0.0519 | -0.004 |
| 3.05 | 3.25 | 108 | 11.3K | 44.1% | 0.79 | 0.0679 | -0.004 | 13 | 0.3400 | 0.7700 | 12 | 3,275 | 44.3% | -0.21 | 0.0693 | -0.004 |
| 2.24 | 2.56 | 19 | 1,940 | 41.0% | 0.71 | 0.0833 | -0.004 | 14 | 0.7800 | 1.08 | 42 | 11.1K | 45.5% | -0.30 | 0.0854 | -0.005 |
| 1.79 | 1.94 | 2,243 | 48.5K | 41.8% | 0.62 | 0.0944 | -0.005 | 15 | 1.26 | 1.36 | 133 | 56.4K | 43.6% | -0.39 | 0.0975 | -0.005 |
| 1.16 | 1.61 | 286 | 16.2K | 41.1% | 0.52 | 0.0994 | -0.005 | 16 | 1.77 | 1.93 | 50 | 627 | 43.6% | -0.49 | 0.1036 | -0.006 |
| 1.03 | 1.16 | 563 | 59.2K | 43.1% | 0.43 | 0.0983 | -0.005 | 17 | 2.40 | 2.53 | 1 | 9,883 | 43.1% | -0.59 | 0.1038 | -0.005 |
| 0.7700 | 0.8000 | 359 | 2,910 | 42.3% | 0.34 | 0.0922 | -0.005 | 18 | 3.05 | 3.25 | 42 | 42.2% | -0.68 | 0.0991 | -0.005 | |
| 0.4900 | 0.5800 | 233 | 12.4K | 41.3% | 0.27 | 0.0827 | -0.005 | 19 | 3.85 | 4.05 | 1 | 42.4% | -0.76 | 0.0912 | -0.004 | |
| 0.3600 | 0.4500 | 486 | 45.8K | 42.3% | 0.21 | 0.0717 | -0.004 | 20 | 4.70 | 5.60 | 4,389 | 55.2% | -0.83 | 0.0816 | -0.003 | |
| 0.2600 | 0.4900 | 2 | 832 | 46.0% | 0.16 | 0.0604 | -0.003 | 21 | 5.60 | 5.90 | 466 | 45.0% | -0.88 | 0.0713 | -0.003 | |
| 0.1800 | 0.2100 | 7 | 29.3K | 41.9% | 0.12 | 0.0498 | -0.003 | 22 | 6.60 | 7.05 | 53.3% | -0.93 | 0.0638 | -0.002 | ||
| 0.0800 | 0.1600 | 17 | 13 | 40.8% | 0.09 | 0.0403 | -0.002 | 23 | 6.30 | 9.70 | 65.3% | -0.97 | 0.0549 | -0.001 | ||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs