NU option chain Nu Holdings Ltd.
Cboe delayed options data · as of 00:42 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 ±38.6% (8.93–20.17) · ATM IV 45.1% · P/C open interest 0.47
| 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 | |
| 7.10 | 7.45 | 9 | 1,019 | 50.5% | 0.93 | 0.0172 | -0.000 | 8 | 0.2700 | 0.3700 | 538 | 50.7% | -0.08 | 0.0178 | -0.001 | |
| 5.55 | 6.20 | 3,666 | 51.5% | 0.86 | 0.0290 | -0.001 | 10 | 0.6200 | 0.7700 | 2,666 | 48.1% | -0.15 | 0.0304 | -0.002 | ||
| 4.40 | 4.65 | 1 | 4,702 | 48.0% | 0.77 | 0.0408 | -0.002 | 12 | 1.30 | 1.44 | 4,408 | 48.0% | -0.24 | 0.0436 | -0.003 | |
| 2.45 | 3.35 | 15 | 3,508 | 44.5% | 0.62 | 0.0532 | -0.003 | 15 | 2.57 | 2.87 | 1,775 | 45.7% | -0.41 | 0.0593 | -0.003 | |
| 2.07 | 2.38 | 176 | 5,436 | 45.0% | 0.52 | 0.0565 | -0.003 | 17 | 3.80 | 4.15 | 886 | 45.7% | -0.52 | 0.0655 | -0.003 | |
| 1.34 | 1.55 | 4,706 | 44.7% | 0.38 | 0.0547 | -0.003 | 20 | 5.90 | 6.30 | 6,531 | 43.8% | -0.69 | 0.0688 | -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 — Dec 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs