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 ±24.5% (10.98–18.11) · ATM IV 47.2% · P/C open interest 1.38
| 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 | |
| 6.40 | 7.25 | 1,277 | 63.7% | 0.96 | 0.0146 | -0.001 | 8 | 0.0100 | 0.1200 | 98 | 55.6% | -0.04 | 0.0148 | -0.002 | ||
| 5.60 | 6.35 | 8 | 64.3% | 0.94 | 0.0228 | -0.002 | 9 | 0.0900 | 0.1900 | 87 | 54.8% | -0.06 | 0.0231 | -0.002 | ||
| 4.85 | 5.35 | 3 | 1,168 | 59.8% | 0.90 | 0.0336 | -0.002 | 10 | 0.1800 | 0.3000 | 7 | 16.3K | 52.4% | -0.10 | 0.0341 | -0.003 |
| 4.00 | 4.55 | 187 | 56.2% | 0.85 | 0.0466 | -0.003 | 11 | 0.3500 | 0.4700 | 3,205 | 51.2% | -0.15 | 0.0474 | -0.004 | ||
| 3.20 | 3.60 | 274 | 49.3% | 0.79 | 0.0606 | -0.004 | 12 | 0.5500 | 0.7400 | 1 | 1,532 | 49.9% | -0.21 | 0.0619 | -0.004 | |
| 2.66 | 2.93 | 6,283 | 50.2% | 0.72 | 0.0737 | -0.005 | 13 | 0.9300 | 1.01 | 42 | 36.2K | 49.0% | -0.29 | 0.0756 | -0.005 | |
| 2.06 | 2.26 | 3,523 | 47.6% | 0.63 | 0.0840 | -0.005 | 14 | 1.33 | 1.43 | 11 | 1,362 | 48.1% | -0.37 | 0.0868 | -0.006 | |
| 1.60 | 1.77 | 11 | 6,130 | 47.2% | 0.55 | 0.0901 | -0.006 | 15 | 1.83 | 1.93 | 26 | 4,621 | 47.2% | -0.46 | 0.0940 | -0.006 |
| 1.24 | 1.33 | 74 | 1,872 | 46.5% | 0.46 | 0.0914 | -0.006 | 16 | 2.36 | 2.64 | 1,029 | 47.3% | -0.56 | 0.0966 | -0.006 | |
| 0.8900 | 1.00 | 92 | 8,375 | 45.4% | 0.38 | 0.0884 | -0.005 | 17 | 3.05 | 3.30 | 410 | 46.7% | -0.64 | 0.0950 | -0.005 | |
| 0.6200 | 0.7500 | 1 | 11.6K | 44.7% | 0.31 | 0.0820 | -0.005 | 18 | 3.80 | 4.10 | 72 | 46.9% | -0.72 | 0.0901 | -0.005 | |
| 0.4700 | 0.5700 | 83 | 32 | 45.1% | 0.24 | 0.0735 | -0.004 | 19 | 4.40 | 4.95 | 2 | 43.1% | -0.79 | 0.0833 | -0.004 | |
| 0.3300 | 0.4200 | 13 | 4,864 | 44.8% | 0.19 | 0.0640 | -0.004 | 20 | 5.25 | 6.00 | 1,259 | 46.1% | -0.85 | 0.0757 | -0.004 | |
| 0.2300 | 0.3900 | 41 | 46.4% | 0.15 | 0.0545 | -0.003 | 21 | 6.10 | 6.80 | -0.90 | 0.0689 | -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