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Nu Holdings Ltd. NU

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-07T02:27:30.343Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:59:44.176581345Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-02T05:48:18.929215+00:00

NewsAlpha Vantage · collected 2026-11-06T06:21:23.002460+00:00

Earnings observationsAlpha Vantage · collected 2026-11-06T06:20:44.588253+00:00

Share price$12.03
1D+1.9%
AH$11.67$11.82$11.97$12.12$12.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNU
Sold putSold callAH

Nu Holdings Ltd. options

Live interpolated NU call and put midpoint premiums by absolute delta.Nu Holdings Ltd.$0.12$0.36$0.61$0.86$1.11$10.98$11.53$12.09$12.65$13.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive NU spot · $12.03NU PRICE$0.21$0.26$0.31$0.37$0.42$0.49$0.57$0.66$0.74$0.84$0.94$0.14$0.18$0.23$0.29$0.34$0.40$0.48$0.56$0.65$0.75$0.89$1.04
Puts——
Calls——
Skew——
Implied moveBearish±$0.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.1172.3%8.9%
25Δ11.3170.2%7.5%
30Δ12.7167.7%7.4%11.5168.2%6.2%
35Δ12.5568.4%6.4%11.6567.6%5.5%
40Δ12.3968.1%5.6%11.8067.0%4.7%
45Δ12.2467.5%4.8%11.9566.4%4.0%
50Δ12.1066.8%4.1%12.0966.3%3.4%
55Δ11.9566.4%3.4%12.2466.5%2.9%
60Δ11.8166.5%2.9%12.3866.7%2.5%
65Δ11.6666.6%2.4%12.5467.1%2.0%
70Δ11.5266.7%1.9%12.7268.0%1.7%
75Δ11.3764.3%1.5%12.9169.0%1.3%
80Δ11.2361.5%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.11
IV
72.3%
B/E move
8.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.31
IV
70.2%
B/E move
7.5%

30Δ

Calls
Pseudo strike
12.71
IV
67.7%
B/E move
7.4%
Puts
Pseudo strike
11.51
IV
68.2%
B/E move
6.2%

35Δ

Calls
Pseudo strike
12.55
IV
68.4%
B/E move
6.4%
Puts
Pseudo strike
11.65
IV
67.6%
B/E move
5.5%

40Δ

Calls
Pseudo strike
12.39
IV
68.1%
B/E move
5.6%
Puts
Pseudo strike
11.80
IV
67.0%
B/E move
4.7%

45Δ

Calls
Pseudo strike
12.24
IV
67.5%
B/E move
4.8%
Puts
Pseudo strike
11.95
IV
66.4%
B/E move
4.0%

50Δ

Calls
Pseudo strike
12.10
IV
66.8%
B/E move
4.1%
Puts
Pseudo strike
12.09
IV
66.3%
B/E move
3.4%

55Δ

Calls
Pseudo strike
11.95
IV
66.4%
B/E move
3.4%
Puts
Pseudo strike
12.24
IV
66.5%
B/E move
2.9%

60Δ

Calls
Pseudo strike
11.81
IV
66.5%
B/E move
2.9%
Puts
Pseudo strike
12.38
IV
66.7%
B/E move
2.5%

65Δ

Calls
Pseudo strike
11.66
IV
66.6%
B/E move
2.4%
Puts
Pseudo strike
12.54
IV
67.1%
B/E move
2.0%

70Δ

Calls
Pseudo strike
11.52
IV
66.7%
B/E move
1.9%
Puts
Pseudo strike
12.72
IV
68.0%
B/E move
1.7%

75Δ

Calls
Pseudo strike
11.37
IV
64.3%
B/E move
1.5%
Puts
Pseudo strike
12.91
IV
69.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
11.23
IV
61.5%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend56.66%
Daily close
NU26.7%79.7%132.6%2026-08-10: 61.05%2026-08-11: 66.78%2026-08-12: 72.63%2026-08-13: 81.50%2026-08-14: 37.88%2026-08-17: 35.58%2026-08-18: 38.37%2026-08-19: 44.25%2026-08-20: 96.28%2026-08-21: 35.10%2026-08-24: 38.61%2026-08-25: 58.36%2026-08-26: 37.41%2026-08-27: 79.38%2026-08-28: 34.05%2026-08-31: 36.80%2026-09-01: 38.54%2026-09-02: 39.08%2026-09-03: 101.81%2026-09-04: 35.09%2026-09-08: 44.20%2026-09-09: 52.63%2026-09-10: 58.72%2026-09-11: 42.64%2026-09-14: 43.66%2026-09-15: 43.04%2026-09-16: 44.46%2026-09-18: 50.63%2026-09-21: 48.48%2026-09-22: 93.40%2026-09-23: 73.76%2026-09-24: 82.68%2026-09-25: 47.48%2026-09-28: 47.16%2026-09-29: 62.82%2026-09-30: 60.33%2026-10-01: 125.33%2026-10-02: 57.51%2026-10-05: 49.47%2026-10-06: 45.59%2026-10-07: 72.87%2026-10-08: 45.99%2026-10-09: 49.98%2026-10-12: 49.72%2026-10-13: 52.75%2026-10-14: 49.53%2026-10-15: 108.35%2026-10-16: 70.32%2026-10-19: 66.69%2026-10-20: 68.33%2026-10-21: 91.01%2026-10-23: 79.95%2026-10-26: 58.73%2026-10-27: 51.20%2026-10-28: 50.05%2026-10-29: 91.30%2026-10-30: 48.06%2026-11-03: 55.47%2026-11-06: 56.66%Aug 10Sep 22Nov 6
59 observations2026-08-10 — 2026-11-06
Table
DateIV (%)
61.05%
66.78%
72.63%
81.50%
37.88%
35.58%
38.37%
44.25%
96.28%
35.10%
38.61%
58.36%
37.41%
79.38%
34.05%
36.80%
38.54%
39.08%
101.81%
35.09%
44.20%
52.63%
58.72%
42.64%
43.66%
43.04%
44.46%
50.63%
48.48%
93.40%
73.76%
82.68%
47.48%
47.16%
62.82%
60.33%
125.33%
57.51%
49.47%
45.59%
72.87%
45.99%
49.98%
49.72%
52.75%
49.53%
108.35%
70.32%
66.69%
68.33%
91.01%
79.95%
58.73%
51.20%
50.05%
91.30%
48.06%
55.47%
56.66%

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