NU volatility Nu Holdings Ltd.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.59.4%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.70.2%
HV6053.2%
IV − HV20 spread
-10.8pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
80
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 days recorded
Cboe delayed options data · as of 22:00 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 44.5% | -2.5pt | ±4.6% |
| Oct 30, 2026 | 11 | 77.9% | +8.6pt | ±10.8% |
| Nov 06, 2026 | 18 | 64.0% | +5.5pt | ±11.3% |
| Nov 13, 2026 | 25 | 67.4% | +13.9pt | ±14.1% |
| Nov 20, 2026 | 32 | 56.7% | +6.1pt | ±13.4% |
| Nov 27, 2026 | 39 | 57.2% | -3.3pt | ±14.9% |
| Dec 18, 2026 | 60 | 52.1% | +7.8pt | ±17.3% |
| Jan 15, 2027 | 88 | 48.4% | +4.9pt | ±19.3% |
| Mar 19, 2027 | 151 | 49.1% | +5.6pt | ±25.6% |
| Apr 16, 2027 | 179 | 45.7% | +5.6pt | ±25.9% |
| Jun 17, 2027 | 241 | 45.3% | +3.9pt | ±29.7% |
| Sep 17, 2027 | 333 | 46.2% | +2.0pt | ±35.3% |
| Dec 17, 2027 | 424 | 45.1% | +4.3pt | ±38.7% |
| Jan 21, 2028 | 459 | 46.4% | +2.8pt | ±41.5% |
Volatility smile — Nov 20, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20