NU option chain Nu Holdings Ltd.

Expiration Cboe delayed options data · as of 21:59 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 ±14.4% (12.97–17.35) · ATM IV 62.4% · P/C open interest 0.46

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
7.00	7.30		2	95.6%	0.99	0.0057	-0.001	8	0	0.0300	400	674	99.5%	-0.01	0.0058	-0.002
6.00	6.30		40	74.8%	0.98	0.0112	-0.002	9	0	0.0400		503	86.3%	-0.02	0.0112	-0.003
5.55	5.80			83.4%	0.97	0.0153	-0.003	9.5	0.0100	0.0600			85.7%	-0.03	0.0154	-0.004
5.10	5.30	16	311	83.5%	0.96	0.0208	-0.004	10	0.0200	0.0600	252	3,979	79.3%	-0.04	0.0208	-0.004
4.60	4.85			81.0%	0.95	0.0277	-0.005	10.5	0.0400	0.0900	10	4	78.4%	-0.05	0.0278	-0.006
4.15	4.35		496	77.0%	0.94	0.0365	-0.006	11	0.0600	0.1100	1	26.5K	74.4%	-0.06	0.0366	-0.007
3.65	3.90			72.2%	0.91	0.0472	-0.008	11.5	0.1000	0.1500		4	72.7%	-0.09	0.0474	-0.008
3.25	3.45	3	2,182	72.9%	0.89	0.0599	-0.009	12	0.1600	0.2000	13	16.7K	71.1%	-0.11	0.0602	-0.010
2.82	3.05			72.0%	0.85	0.0746	-0.011	12.5	0.2300	0.2800	10	60	69.8%	-0.15	0.0749	-0.011
2.43	2.60	37	6,792	68.8%	0.81	0.0905	-0.013	13	0.3300	0.3500	101	63.2K	67.4%	-0.19	0.0910	-0.013
2.07	2.22	40		67.8%	0.76	0.1069	-0.014	13.5	0.4500	0.5100	11	139	67.5%	-0.24	0.1075	-0.015
1.72	1.85	33	117.3K	65.6%	0.70	0.1225	-0.016	14	0.6000	0.6600	1,246	52.0K	66.0%	-0.30	0.1233	-0.016
1.41	1.51	25	58	63.8%	0.63	0.1358	-0.017	14.5	0.7700	0.8400	44	199	64.2%	-0.37	0.1368	-0.017
1.14	1.20	150	44.3K	62.1%	0.56	0.1451	-0.017	15	0.9900	1.05	260	9,528	62.8%	-0.44	0.1464	-0.017
0.8900	0.9700	7,275	54	61.2%	0.49	0.1494	-0.017	15.5	1.24	1.30	228	6	61.5%	-0.52	0.1509	-0.017
0.6900	0.7400	1,983	59.5K	60.4%	0.41	0.1481	-0.016	16	1.53	1.60	57	11.2K	60.6%	-0.59	0.1500	-0.017
0.5200	0.6000	52	29	59.9%	0.34	0.1415	-0.015	16.5	1.81	2.07	15		62.6%	-0.66	0.1437	-0.015
0.3900	0.4200	691	48.3K	58.1%	0.28	0.1306	-0.014	17	1.78	2.74	1	619	59.3%	-0.72	0.1332	-0.014
0.2800	0.3300	24	51	58.1%	0.23	0.1168	-0.012	17.5	2.27	2.90			53.3%	-0.78	0.1199	-0.012
0.2000	0.2200	1,973	47.5K	56.6%	0.18	0.1017	-0.011	18	2.59	3.55		67	58.2%	-0.83	0.1052	-0.011
0.1400	0.2000	7		58.4%	0.14	0.0866	-0.009	18.5	2.90	4.35			69.0%	-0.87	0.0904	-0.009
0.1000	0.1500	50	48.9K	58.5%	0.11	0.0725	-0.008	19	3.40	4.95		7	79.1%	-0.90	0.0766	-0.008
0.0600	0.1100			57.6%	0.09	0.0598	-0.006	19.5	3.95	5.20			75.3%	-0.93	0.0643	-0.006
0.0300	0.0900	60	23.4K	57.6%	0.07	0.0488	-0.005	20	4.30	5.75		2	74.8%	-0.95	0.0540	-0.005
0.0200	0.0700			58.2%	0.05	0.0396	-0.004	20.5	4.80	6.00			55.7%	-0.97	0.0446	-0.004
0.0100	0.0500		1,376	57.7%	0.04	0.0319	-0.004	21	3.80	7.75				-0.98	0.0390	-0.003
0	0.0500		354	62.5%	0.02	0.0206	-0.002	22	4.80	8.75				-1.00	0.0171	-0.002

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 — Nov 20, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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NU option chain Nu Holdings Ltd.

Volatility smile — Nov 20, 2026

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