NU volatilidade 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.33.1%
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.51.2%
HV6040.1%
Spread IV − HV20
-18.1pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
51
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 dias registrados
Cboe delayed options data · em 21:53 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 42.4% | +5.4pt | ±2.0% |
| Sep 11, 2026 | 8 | 34.7% | +4.5pt | ±4.2% |
| Sep 18, 2026 | 15 | 36.6% | +0.6pt | ±6.0% |
| Sep 25, 2026 | 22 | 33.2% | +2.1pt | ±6.6% |
| Oct 02, 2026 | 29 | 29.9% | +7.0pt | ±6.8% |
| Oct 09, 2026 | 36 | 45.4% | +8.5pt | ±11.4% |
| Oct 16, 2026 | 43 | 41.1% | +2.3pt | ±11.4% |
| Oct 23, 2026 | 50 | 45.6% | -18.5pt | ±13.5% |
| Nov 20, 2026 | 78 | 45.7% | +2.3pt | ±17.0% |
| Dec 18, 2026 | 106 | 43.7% | +2.1pt | ±19.0% |
| Jan 15, 2027 | 134 | 42.1% | +2.4pt | ±20.5% |
| Mar 19, 2027 | 197 | 45.5% | -0.6pt | ±26.7% |
| Apr 16, 2027 | 225 | 42.7% | +2.5pt | ±26.8% |
| Jun 17, 2027 | 287 | 43.5% | +2.3pt | ±30.2% |
| Sep 17, 2027 | 379 | 43.5% | +1.7pt | ±34.6% |
| Dec 17, 2027 | 470 | 42.8% | +4.0pt | ±37.6% |
Sorriso de volatilidade — Sep 18, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20