NU volatilidad 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.40.5%
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.52.0%
HV6040.2%
Diferencial IV − HV20
-11.5pt
Percentil en el universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
66
Percentil en historial propioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 días registrados
Cboe delayed options data · a fecha de 12:36 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 49.2% | +0.4pt | ±3.0% |
| Sep 11, 2026 | 8 | 37.1% | +2.3pt | ±4.7% |
| Sep 18, 2026 | 15 | 37.2% | +7.3pt | ±6.3% |
| Sep 25, 2026 | 22 | 34.4% | +2.3pt | ±7.0% |
| Oct 02, 2026 | 29 | 39.8% | +9.4pt | ±9.2% |
| Oct 09, 2026 | 36 | 43.8% | -1.4pt | ±11.2% |
| Oct 16, 2026 | 43 | 42.3% | +2.5pt | ±11.9% |
| Oct 23, 2026 | 50 | — | — | — |
| Nov 20, 2026 | 78 | 47.0% | +2.9pt | ±17.5% |
| Dec 18, 2026 | 106 | 45.9% | +3.4pt | ±19.8% |
| Jan 15, 2027 | 134 | 42.7% | +3.3pt | ±20.7% |
| Mar 19, 2027 | 197 | 42.2% | +3.9pt | ±24.7% |
| Apr 16, 2027 | 225 | 42.6% | +3.2pt | ±26.5% |
| Jun 17, 2027 | 287 | 43.3% | +4.2pt | ±30.4% |
| Sep 17, 2027 | 379 | 42.2% | +3.8pt | ±33.8% |
| Dec 17, 2027 | 470 | 41.7% | +4.8pt | ±37.1% |
Sonrisa de volatilidad — Sep 18, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.
callsputs
Implícita vs realizada, registro diario
IV30HV20