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Nu Holdings Ltd. NU

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-06T14:37:40.568Z

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 · 2026-11-06T14:37:38.420777219Z

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$12.11
1D+1.9%
$11.68$11.78$11.88$11.98$12.085:30 AM6:30 AM9:00 AM1:00 PMNU
Sold putSold call

Nu Holdings Ltd. options

Live interpolated NU call and put midpoint premiums by absolute delta.Nu Holdings Ltd.$0.10$0.27$0.44$0.61$0.79$10.99$11.58$12.17$12.77$13.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive NU spot · $12.11NU PRICE$0.12$0.16$0.22$0.27$0.32$0.38$0.44$0.49$0.55$0.62$0.68$0.74$0.15$0.20$0.25$0.32$0.38$0.45$0.54$0.62$0.70
Puts——
Calls——
Skew——
Implied moveBearish±$0.97
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.1565.0%9.6%11.1673.7%9.1%
25Δ12.9768.2%8.5%11.3673.2%7.8%
30Δ12.8169.0%7.5%11.5473.1%6.7%
35Δ12.6469.8%6.6%11.7073.5%6.0%
40Δ12.4870.3%5.7%11.8674.0%5.2%
45Δ12.3369.2%4.9%12.0274.3%4.5%
50Δ12.1868.2%4.2%12.1873.8%3.9%
55Δ12.0367.2%3.4%12.3373.2%3.3%
60Δ11.9064.7%2.8%12.4972.7%2.7%
65Δ11.7862.0%2.3%
70Δ11.6559.2%1.8%
75Δ11.5356.5%1.3%
80Δ

20Δ

Calls
Pseudo strike
13.15
IV
65.0%
B/E move
9.6%
Puts
Pseudo strike
11.16
IV
73.7%
B/E move
9.1%

25Δ

Calls
Pseudo strike
12.97
IV
68.2%
B/E move
8.5%
Puts
Pseudo strike
11.36
IV
73.2%
B/E move
7.8%

30Δ

Calls
Pseudo strike
12.81
IV
69.0%
B/E move
7.5%
Puts
Pseudo strike
11.54
IV
73.1%
B/E move
6.7%

35Δ

Calls
Pseudo strike
12.64
IV
69.8%
B/E move
6.6%
Puts
Pseudo strike
11.70
IV
73.5%
B/E move
6.0%

40Δ

Calls
Pseudo strike
12.48
IV
70.3%
B/E move
5.7%
Puts
Pseudo strike
11.86
IV
74.0%
B/E move
5.2%

45Δ

Calls
Pseudo strike
12.33
IV
69.2%
B/E move
4.9%
Puts
Pseudo strike
12.02
IV
74.3%
B/E move
4.5%

50Δ

Calls
Pseudo strike
12.18
IV
68.2%
B/E move
4.2%
Puts
Pseudo strike
12.18
IV
73.8%
B/E move
3.9%

55Δ

Calls
Pseudo strike
12.03
IV
67.2%
B/E move
3.4%
Puts
Pseudo strike
12.33
IV
73.2%
B/E move
3.3%

60Δ

Calls
Pseudo strike
11.90
IV
64.7%
B/E move
2.8%
Puts
Pseudo strike
12.49
IV
72.7%
B/E move
2.7%

65Δ

Calls
Pseudo strike
11.78
IV
62.0%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
11.65
IV
59.2%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
11.53
IV
56.5%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend55.47%
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%Aug 10Sep 21Nov 3
58 observations2026-08-10 — 2026-11-03
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%

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