NU option chain Nu Holdings Ltd.
Cboe delayed options data · as of 18:36 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 ±39.3% (9.49–21.80) · ATM IV 43.1% · P/C open interest 0.72
| 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 | |
| 8.25 | 8.75 | 10 | 4,710 | 53.6% | 0.94 | 0.0130 | 0.000 | 8 | 0.2300 | 0.3700 | 6 | 6,398 | 49.0% | -0.06 | 0.0135 | -0.001 |
| 6.60 | 6.90 | 18 | 5,127 | 44.0% | 0.88 | 0.0225 | -0.001 | 10 | 0.5800 | 0.6200 | 36 | 13.8K | 45.7% | -0.12 | 0.0236 | -0.002 |
| 4.75 | 4.90 | 381 | 21.7K | 43.5% | 0.77 | 0.0375 | -0.002 | 13 | 1.25 | 1.54 | 10 | 57.1K | 42.3% | -0.24 | 0.0403 | -0.002 |
| 3.75 | 3.90 | 66 | 14.6K | 43.5% | 0.68 | 0.0451 | -0.002 | 15 | 2.18 | 2.48 | 7 | 3,434 | 42.7% | -0.34 | 0.0498 | -0.003 |
| 2.88 | 2.99 | 44 | 16.5K | 42.3% | 0.58 | 0.0498 | -0.003 | 17 | 3.35 | 3.55 | 5 | 4,857 | 42.6% | -0.45 | 0.0567 | -0.003 |
| 1.89 | 2.03 | 44 | 17.0K | 41.4% | 0.45 | 0.0512 | -0.003 | 20 | 5.35 | 5.65 | 1 | 2,343 | 42.7% | -0.60 | 0.0625 | -0.003 |
| 1.37 | 1.57 | 94 | 7,220 | 40.8% | 0.37 | 0.0492 | -0.003 | 22 | 6.90 | 7.20 | 36 | 42.6% | -0.70 | 0.0641 | -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 — Jan 21, 2028
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs