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Nu Holdings Ltd. NU

i

Market datapartial · fetched 2026-11-07T16:19:32.751Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · unavailable

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.$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICENU PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

Calls
Pseudo strike
IV
B/E move
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 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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