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Nu Holdings Ltd NU

FINANCIAL SERVICES · BANKS - REGIONAL
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Market dataready · fetched 2026-10-15T20:35:33.334Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:33:46.662035746Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:32.545156+00:00

Share price$14.78
1D+1.7%
AH$14.36$14.54$14.73$14.91$15.095:30 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$0.01$0.49$0.96$1.44$1.91$13.71$14.90$16.09$17.28$18.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $14.78OPTION PRICELive NU spot · $14.78NU PRICE$0.60$0.89$0.34$1.02$0.94$0.87$0.79$0.71$0.63$0.55$0.48$0.40$0.32$0.25$0.06$0.09$0.12$0.15$0.18$0.21$0.24$0.26$0.29$0.42$0.69$1.77
PutsExpensive1.47×
CallsExpensive6.21×
SkewBullish-343.38 pp
Implied moveBullish±$0.99
TiltBullish28.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.05537.7%32.9%13.51197.3%10.3%
25Δ19.96702.9%41.1%14.5349.8%2.1%
30Δ16.22253.8%12.1%14.5850.8%2.0%
35Δ19.20754.9%36.8%14.6451.7%1.8%
40Δ18.68676.0%32.8%14.6952.6%1.6%
45Δ18.16597.2%28.7%14.7553.6%1.4%
50Δ17.64518.3%24.7%14.8054.5%1.3%
55Δ17.11439.4%20.6%14.8655.5%1.1%
60Δ16.59360.5%16.5%14.9156.4%0.9%
65Δ16.07281.6%12.5%14.9757.4%0.7%
70Δ15.55202.7%8.4%15.1069.7%0.6%
75Δ15.03123.8%4.4%15.3699.5%0.7%
80Δ14.5145.0%0.3%16.44181.2%0.8%

20Δ

Calls
Pseudo strike
19.05
IV
537.7%
B/E move
32.9%
Puts
Pseudo strike
13.51
IV
197.3%
B/E move
10.3%

25Δ

Calls
Pseudo strike
19.96
IV
702.9%
B/E move
41.1%
Puts
Pseudo strike
14.53
IV
49.8%
B/E move
2.1%

30Δ

Calls
Pseudo strike
16.22
IV
253.8%
B/E move
12.1%
Puts
Pseudo strike
14.58
IV
50.8%
B/E move
2.0%

35Δ

Calls
Pseudo strike
19.20
IV
754.9%
B/E move
36.8%
Puts
Pseudo strike
14.64
IV
51.7%
B/E move
1.8%

40Δ

Calls
Pseudo strike
18.68
IV
676.0%
B/E move
32.8%
Puts
Pseudo strike
14.69
IV
52.6%
B/E move
1.6%

45Δ

Calls
Pseudo strike
18.16
IV
597.2%
B/E move
28.7%
Puts
Pseudo strike
14.75
IV
53.6%
B/E move
1.4%

50Δ

Calls
Pseudo strike
17.64
IV
518.3%
B/E move
24.7%
Puts
Pseudo strike
14.80
IV
54.5%
B/E move
1.3%

55Δ

Calls
Pseudo strike
17.11
IV
439.4%
B/E move
20.6%
Puts
Pseudo strike
14.86
IV
55.5%
B/E move
1.1%

60Δ

Calls
Pseudo strike
16.59
IV
360.5%
B/E move
16.5%
Puts
Pseudo strike
14.91
IV
56.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
16.07
IV
281.6%
B/E move
12.5%
Puts
Pseudo strike
14.97
IV
57.4%
B/E move
0.7%

70Δ

Calls
Pseudo strike
15.55
IV
202.7%
B/E move
8.4%
Puts
Pseudo strike
15.10
IV
69.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
15.03
IV
123.8%
B/E move
4.4%
Puts
Pseudo strike
15.36
IV
99.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
14.51
IV
45.0%
B/E move
0.3%
Puts
Pseudo strike
16.44
IV
181.2%
B/E move
0.8%