NU option chain Nu Holdings Ltd.
Cboe delayed options data · as of 15:41 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 ±23.6% (11.62–18.80) · ATM IV 46.4% · P/C open interest 1.37
| 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 | |
| 7.35 | 7.60 | 1,277 | 65.8% | 0.97 | 0.0108 | -0.000 | 8 | 0.0400 | 0.0900 | 98 | 58.8% | -0.03 | 0.0110 | -0.001 | ||
| 6.40 | 6.65 | 8 | 58.9% | 0.95 | 0.0176 | -0.001 | 9 | 0.0800 | 0.1300 | 87 | 54.7% | -0.05 | 0.0177 | -0.002 | ||
| 5.50 | 5.75 | 3 | 1,168 | 55.5% | 0.93 | 0.0268 | -0.002 | 10 | 0.1500 | 0.2100 | 16.3K | 52.1% | -0.07 | 0.0272 | -0.002 | |
| 4.65 | 4.85 | 187 | 51.9% | 0.89 | 0.0385 | -0.003 | 11 | 0.2700 | 0.3300 | 3,205 | 50.1% | -0.12 | 0.0391 | -0.003 | ||
| 3.85 | 4.05 | 299 | 50.0% | 0.83 | 0.0517 | -0.004 | 12 | 0.4700 | 0.5300 | 314 | 1,533 | 49.3% | -0.17 | 0.0527 | -0.004 | |
| 3.15 | 3.30 | 13 | 6,283 | 48.5% | 0.77 | 0.0650 | -0.004 | 13 | 0.7300 | 0.7900 | 5 | 36.2K | 48.0% | -0.24 | 0.0666 | -0.005 |
| 2.53 | 2.64 | 1 | 3,523 | 47.4% | 0.69 | 0.0767 | -0.005 | 14 | 1.07 | 1.16 | 1,368 | 47.2% | -0.32 | 0.0789 | -0.005 | |
| 2.00 | 2.07 | 38 | 6,136 | 46.5% | 0.60 | 0.0850 | -0.006 | 15 | 1.51 | 1.60 | 4,649 | 46.4% | -0.41 | 0.0881 | -0.006 | |
| 1.53 | 1.60 | 1,990 | 45.6% | 0.52 | 0.0890 | -0.006 | 16 | 2.05 | 2.13 | 1,029 | 45.7% | -0.50 | 0.0933 | -0.006 | ||
| 1.16 | 1.23 | 31 | 8,375 | 45.2% | 0.43 | 0.0888 | -0.006 | 17 | 2.68 | 2.76 | 410 | 45.4% | -0.58 | 0.0942 | -0.006 | |
| 0.8600 | 0.9300 | 40 | 11.7K | 44.7% | 0.36 | 0.0847 | -0.005 | 18 | 3.30 | 3.50 | 72 | 44.2% | -0.67 | 0.0916 | -0.005 | |
| 0.6200 | 0.7000 | 379 | 185 | 44.2% | 0.29 | 0.0779 | -0.005 | 19 | 4.10 | 4.30 | 2 | 44.6% | -0.74 | 0.0863 | -0.005 | |
| 0.4600 | 0.5200 | 36 | 4,851 | 44.2% | 0.23 | 0.0694 | -0.004 | 20 | 5.00 | 5.15 | 15 | 1,259 | 45.9% | -0.81 | 0.0796 | -0.004 |
| 0.3300 | 0.3900 | 4 | 41 | 44.1% | 0.18 | 0.0603 | -0.004 | 21 | 5.80 | 6.65 | 56.5% | -0.86 | 0.0723 | -0.004 | ||
| 0.2300 | 0.2900 | 1,593 | 43.9% | 0.14 | 0.0513 | -0.003 | 22 | 6.55 | 7.60 | 55.6% | -0.91 | 0.0656 | -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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs