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 ±6.1% (14.69–16.60) · ATM IV 37.5% · P/C open interest 0.61
| 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 | |
| 7.30 | 7.70 | 1 | 36 | 1.00 | 0.0014 | 0.000 | 8 | 0 | 0.0300 | 1,258 | 148.7% | -0.00 | 0.0013 | -0.001 | ||
| 6.30 | 6.95 | 25 | 1.00 | 0.0023 | 0.000 | 9 | 0 | 0.0300 | 1,576 | 124.8% | -0.00 | 0.0023 | -0.001 | |||
| 5.80 | 6.45 | 3 | 1.00 | 0.0032 | 0.000 | 9.5 | 0 | 0.0400 | 118.6% | -0.00 | 0.0032 | -0.001 | ||||
| 5.50 | 5.70 | 472 | 0.99 | 0.0044 | 0.000 | 10 | 0 | 0.0300 | 11.4K | 103.3% | -0.00 | 0.0044 | -0.001 | |||
| 5.00 | 5.20 | 0.99 | 0.0062 | 0.000 | 10.5 | 0 | 0.0200 | 5 | 88.1% | -0.01 | 0.0062 | -0.001 | ||||
| 4.50 | 4.70 | 1 | 288 | 0.99 | 0.0090 | 0.000 | 11 | 0.0100 | 0.0200 | 20 | 12.3K | 83.6% | -0.01 | 0.0090 | -0.002 | |
| 4.00 | 4.20 | 0.99 | 0.0133 | 0.000 | 11.5 | 0 | 0.0200 | 1 | 70.1% | -0.01 | 0.0133 | -0.002 | ||||
| 3.50 | 3.70 | 3 | 5,557 | 0.98 | 0.0200 | -0.001 | 12 | 0.0100 | 0.0200 | 38 | 26.2K | 65.4% | -0.02 | 0.0201 | -0.003 | |
| 3.00 | 3.25 | 18 | 0.97 | 0.0308 | -0.002 | 12.5 | 0 | 0.0200 | 5 | 53.2% | -0.02 | 0.0309 | -0.003 | |||
| 2.55 | 2.70 | 11 | 16.7K | 0.96 | 0.0484 | -0.003 | 13 | 0.0100 | 0.0200 | 49 | 26.3K | 48.1% | -0.04 | 0.0485 | -0.004 | |
| 2.10 | 2.22 | 3 | 40 | 29.7% | 0.94 | 0.0772 | -0.005 | 13.5 | 0.0200 | 0.0400 | 7 | 1,293 | 45.3% | -0.06 | 0.0774 | -0.006 |
| 1.64 | 1.75 | 647 | 46.4K | 37.7% | 0.90 | 0.1233 | -0.007 | 14 | 0.0500 | 0.0600 | 243 | 27.5K | 41.9% | -0.10 | 0.1236 | -0.008 |
| 1.20 | 1.30 | 42 | 767 | 37.0% | 0.83 | 0.1919 | -0.010 | 14.5 | 0.0900 | 0.1100 | 471 | 3,914 | 38.4% | -0.17 | 0.1924 | -0.011 |
| 0.8500 | 0.9100 | 472 | 55.4K | 38.6% | 0.72 | 0.2758 | -0.013 | 15 | 0.2000 | 0.2300 | 1,491 | 17.5K | 38.2% | -0.28 | 0.2768 | -0.013 |
| 0.5400 | 0.5800 | 1,222 | 7,540 | 37.6% | 0.57 | 0.3389 | -0.015 | 15.5 | 0.3800 | 0.4100 | 968 | 1,580 | 37.3% | -0.43 | 0.3404 | -0.015 |
| 0.3200 | 0.3400 | 426 | 41.8K | 37.4% | 0.40 | 0.3361 | -0.015 | 16 | 0.6400 | 0.6800 | 38 | 1,738 | 36.7% | -0.60 | 0.3385 | -0.015 |
| 0.1600 | 0.1900 | 563 | 3,738 | 37.0% | 0.26 | 0.2739 | -0.013 | 16.5 | 0.9700 | 1.06 | 45 | 63 | 37.0% | -0.75 | 0.2765 | -0.012 |
| 0.0700 | 0.0900 | 1,096 | 17.3K | 36.2% | 0.16 | 0.1963 | -0.010 | 17 | 1.38 | 1.53 | 19 | 1,854 | 40.7% | -0.85 | 0.1988 | -0.009 |
| 0.0400 | 0.0500 | 101.6K | 831 | 38.4% | 0.10 | 0.1318 | -0.007 | 17.5 | 1.78 | 2.07 | 2 | 45.2% | -0.91 | 0.1335 | -0.006 | |
| 0.0100 | 0.0300 | 7,186 | 38.6% | 0.06 | 0.0863 | -0.005 | 18 | 2.28 | 2.80 | 3 | 69.3% | -0.95 | 0.0868 | -0.004 | ||
| 0 | 0.0200 | 4 | 39.9% | 0.04 | 0.0562 | -0.004 | 18.5 | 2.65 | 3.20 | 1 | 60.5% | -0.97 | 0.0633 | -0.002 | ||
| 0 | 0.0200 | 1,051 | 45.2% | 0.02 | 0.0367 | -0.003 | 19 | 3.30 | 3.70 | 2 | 80.1% | -0.99 | 0.0470 | -0.002 | ||
| 0 | 0.0100 | 6,985 | 50.4% | 0.01 | 0.0162 | -0.001 | 20 | 4.25 | 4.70 | 2 | 90.2% | -1.00 | 0.0079 | -0.003 | ||
| 0 | 0.0300 | 550 | 68.0% | 0.00 | 0.0075 | -0.001 | 21 | 5.30 | 5.70 | 2 | 107.4% | -1.00 | 0.0000 | -0.004 | ||
| 0 | 0.0400 | 6,428 | 80.2% | 0.00 | 0.0036 | -0.000 | 22 | 6.30 | 6.70 | 119.4% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.0300 | 465 | 85.3% | 0.00 | 0.0018 | -0.000 | 23 | 7.30 | 7.70 | 2 | 130.7% | -1.00 | 0.0000 | -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 — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs