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 ±25.8% (10.79–18.29) · ATM IV 45.6% · P/C open interest 0.20
| 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 | |
| 5.60 | 6.35 | 4 | 54.6% | 0.94 | 0.0230 | -0.001 | 9 | 0.0900 | 0.2200 | 51 | 52.1% | -0.07 | 0.0234 | -0.002 | ||
| 4.90 | 5.35 | 22 | 53.0% | 0.90 | 0.0333 | -0.002 | 10 | 0.2100 | 0.3200 | 5 | 198 | 50.1% | -0.10 | 0.0339 | -0.003 | |
| 4.10 | 4.65 | 269 | 53.3% | 0.85 | 0.0452 | -0.003 | 11 | 0.4000 | 0.5300 | 498 | 50.0% | -0.15 | 0.0462 | -0.003 | ||
| 3.35 | 3.90 | 11 | 50.9% | 0.79 | 0.0577 | -0.004 | 12 | 0.6600 | 0.8000 | 5 | 1,689 | 49.4% | -0.21 | 0.0593 | -0.004 | |
| 2.78 | 3.05 | 46 | 48.0% | 0.72 | 0.0693 | -0.004 | 13 | 0.9900 | 1.16 | 1,212 | 48.8% | -0.29 | 0.0717 | -0.005 | ||
| 2.20 | 2.48 | 1 | 1,006 | 47.1% | 0.64 | 0.0786 | -0.005 | 14 | 1.41 | 1.62 | 14 | 330 | 48.5% | -0.37 | 0.0820 | -0.005 |
| 1.75 | 1.89 | 1 | 18.7K | 45.6% | 0.56 | 0.0845 | -0.005 | 15 | 1.84 | 2.02 | 60 | 45.5% | -0.46 | 0.0891 | -0.005 | |
| 1.30 | 1.48 | 245 | 44.4% | 0.48 | 0.0865 | -0.005 | 16 | 2.43 | 2.62 | 25 | 45.1% | -0.54 | 0.0926 | -0.005 | ||
| 0.9800 | 1.28 | 53 | 45.7% | 0.40 | 0.0849 | -0.005 | 17 | 3.10 | 3.45 | 156 | 46.7% | -0.63 | 0.0927 | -0.005 | ||
| 0.7300 | 0.9100 | 490 | 44.0% | 0.33 | 0.0802 | -0.004 | 18 | 3.85 | 4.15 | 10 | 45.9% | -0.71 | 0.0899 | -0.005 | ||
| 0.5700 | 0.6500 | 17 | 370 | 43.6% | 0.27 | 0.0733 | -0.004 | 19 | 4.40 | 4.95 | 20 | 41.2% | -0.78 | 0.0852 | -0.004 | |
| 0.4000 | 0.4600 | 197 | 42.5% | 0.21 | 0.0651 | -0.004 | 20 | 5.20 | 5.95 | 41.8% | -0.84 | 0.0793 | -0.004 | |||
| 0.1000 | 0.4200 | 3 | 40.0% | 0.17 | 0.0565 | -0.003 | 21 | 6.00 | 6.95 | 39.6% | -0.90 | 0.0731 | -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 — 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