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 ±26.5% (11.30–19.45) · ATM IV 42.6% · P/C open interest 0.30
| 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 | |
| 5.80 | 6.90 | 2 | 0.95 | 0.0175 | -0.000 | 9 | 0.1100 | 0.2700 | 8 | 3 | 52.6% | -0.05 | 0.0178 | -0.001 | ||
| 5.70 | 6.05 | 46.1% | 0.92 | 0.0256 | -0.001 | 10 | 0.2100 | 0.2600 | 10 | 6 | 47.1% | -0.08 | 0.0262 | -0.002 | ||
| 4.90 | 5.20 | 25 | 2 | 45.2% | 0.88 | 0.0355 | -0.002 | 11 | 0.1500 | 0.4100 | 10 | 7 | 41.4% | -0.12 | 0.0363 | -0.002 |
| 4.20 | 4.40 | 2 | 2 | 45.0% | 0.83 | 0.0464 | -0.002 | 12 | 0.5600 | 0.6400 | 30 | 12 | 45.2% | -0.17 | 0.0476 | -0.003 |
| 3.40 | 3.70 | 31 | 42.8% | 0.77 | 0.0570 | -0.003 | 13 | 0.8200 | 0.9500 | 4 | 516 | 44.5% | -0.23 | 0.0589 | -0.004 | |
| 2.69 | 3.10 | 2 | 11 | 41.5% | 0.70 | 0.0662 | -0.004 | 14 | 1.17 | 1.26 | 2 | 18 | 43.1% | -0.31 | 0.0689 | -0.004 |
| 2.35 | 2.45 | 6,277 | 1,942 | 42.2% | 0.63 | 0.0730 | -0.004 | 15 | 1.60 | 1.75 | 2 | 50 | 43.0% | -0.38 | 0.0768 | -0.004 |
| 1.86 | 2.08 | 35 | 38 | 42.5% | 0.55 | 0.0769 | -0.004 | 16 | 2.00 | 2.27 | 41.3% | -0.46 | 0.0819 | -0.004 | ||
| 1.33 | 1.65 | 10 | 27 | 40.3% | 0.48 | 0.0780 | -0.004 | 17 | 2.71 | 2.87 | 5 | 42.0% | -0.54 | 0.0842 | -0.004 | |
| 0.9900 | 1.34 | 40.0% | 0.41 | 0.0764 | -0.004 | 18 | 3.35 | 3.55 | 41.5% | -0.61 | 0.0842 | -0.004 | ||||
| 0.9100 | 1.04 | 400 | 4 | 41.3% | 0.35 | 0.0728 | -0.004 | 19 | 4.10 | 4.30 | 10 | 41.4% | -0.68 | 0.0822 | -0.004 | |
| 0.6700 | 0.8300 | 2 | 40 | 40.8% | 0.29 | 0.0678 | -0.004 | 20 | 4.90 | 5.10 | 41.3% | -0.75 | 0.0788 | -0.004 | ||
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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs