Nu Holdings Ltd. (NU)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 15:36 UTC · Figures derived from the full chain (790 contracts, 17 expirations) · IV own-history percentile appears after 60 recorded days (3 so far)
Expected move — Sep 18, 2026 (15 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±6.0% (range 14.49–16.35) by Sep 18, 2026. ATM straddle: 0.93 @ strike 15.5 · ATM IV: 36.8%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 13.88 | -10% | 91.5% | 8.5% |
| 14.65 | -5% | 74.2% | 25.8% |
| 15.42 | +0% | 48.5% | 51.5% |
| 16.19 | +5% | 24.5% | 75.5% |
| 16.96 | +10% | 9.5% | 90.5% |
Model-estimated probabilities of finishing above/below each level at expiration — estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Sep 18, 2026 · lognormal model, zero drift — an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | ±2.0% | 43.6% | 37.9K |
| Sep 11, 2026 | 8 | ±4.3% | 35.4% | 10.9K |
| Sep 18, 2026 | 15 | ±6.0% | 36.8% | 355.8K |
| Sep 25, 2026 | 22 | ±7.2% | 36.4% | 7,988 |
| Oct 02, 2026 | 29 | ±8.5% | 38.6% | 10.5K |
| Oct 09, 2026 | 36 | ±10.5% | 41.5% | 1,304 |
| Oct 16, 2026 | 43 | ±11.7% | 42.4% | 248.4K |
| Oct 23, 2026 | 50 | ±13.8% | 46.2% | 0 |
| Nov 20, 2026 | 78 | ±17.2% | 46.7% | 106.5K |
| Dec 18, 2026 | 106 | ±19.1% | 44.6% | 98.1K |
| Jan 15, 2027 | 134 | ±20.7% | 42.9% | 492.9K |
| Mar 19, 2027 | 197 | ±24.9% | 42.6% | 96.0K |
Open interest by strike — Sep 18
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 12 P · 95.3K15 C · 90.6K16 C · 69.0K18 C · 63.4K14 C · 62.6K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Track record
Full history →Every trading day we record what the options market is pricing for each expiration — before the outcome is known. Once expirations start resolving, this section compares expected versus actual, and the record is never rewritten. Recording since Aug 31, 2026.
Past earnings reactions
Avg |reaction| 9.3% · median 6.2% (19 reports) — two-session close-to-close window; definition
About Nu Holdings Ltd.
Nu Holdings Ltd. provides digital banking platform in Brazil, Mexico, Colombia, the Cayman Islands, and the United States. The company provides spending solutions comprising Nu credit and prepaid card, a digitally enabled card that acts as a credit and a prepaid card; Nubank+ Tier, an evolution of the Nu experience; Ultraviolet credit and prepaid card, a premium metal credit card; mobile payment solutions for NuAccount customers to make and receive transfers, pay bills, and make everyday purchases through their mobile phones; and Nu Shopping, an integrated marketplace that enables customers to purchase goods and services from various ecommerce retailers. It also offers transactional solutions, such as Nu Personal Accounts, a digital account solution for personal financial activities; Nu business accounts for entrepreneur customers and their businesses; and Nu business prepaid and credit card. In addition, it offers savings and investing solutions, including Money Boxes, a solution for goal-based investing; investing solutions, an attractive investment product with customized and conflict-free guidance; and NuCrypto, a solution for buying and selling cryptocurrencies through the Nu
Financial Services · Banks - Regional · NYSE · Profile: Financial Modeling Prep
NU news
All news →Broadcom Forecasts Steep Ramp In AI Revenue
Yahoo Finance · 17:03 UTC ↗Does Janus Living (JAN) Have an Attractive Runway for Long-Term Growth?
Yahoo Finance · 17:03 UTC ↗Microsoft to impose time limits on Xbox cloud gaming subscribers as costs continue to climb
Xbox Game Pass subscribers will have cloud gaming capped starting in November.
CNBC · 17:00 UTC ↗Why you can't find McDonald's $3 value menu
Yahoo Finance · 16:03 UTC ↗Liquidia Corporation’s (LQDA) Yutrepia Launch Continues to Outpace the Expectations
Yahoo Finance · 15:03 UTC ↗Related securities — Financial Services
HOOD · IV 63.6%SOFI · IV 48.3%MARA · IV 86.1%COIN · IV 66.8%BAC · IV 20.7%PYPL · IV 34.4%