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Nu Holdings Ltd NU

FINANCIAL SERVICES · BANKS - REGIONAL
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Market dataready · fetched 2026-10-16T22:44:02.207Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:30:00.001458081Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:44:01.766500+00:00

Share price$14.56
1D-1.6%
AH$14.44$14.56$14.68$14.80$14.925:30 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$3.60$7.20$10.80$14.40$11.16$12.69$14.22$15.75$17.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NU spot · $14.56NU PRICE$0.52$0.61$0.39$0.21$0.27$0.33$0.39$0.46$0.56$0.67$0.77$1.94$3.30$0.21$0.13$0.18$0.22$0.27$0.32$0.99$1.75$2.51$3.28$4.65$7.03$13.35
PutsExpensive3.24×
CallsExpensive2.71×
SkewBearish+33.77 pp
Implied moveBearish±$1.38
TiltBearish54.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.40272.0%50.5%13.3094.7%10.1%
25Δ19.16237.9%35.8%14.0838.4%4.2%
30Δ16.71129.3%17.5%14.1840.0%3.8%
35Δ14.9444.2%4.1%14.2941.5%3.4%
40Δ14.8345.8%3.7%14.3943.1%3.1%
45Δ14.7147.4%3.3%14.4944.6%2.7%
50Δ14.6049.0%2.9%15.0682.3%3.3%
55Δ14.4850.6%2.6%15.71125.1%4.2%
60Δ14.3252.6%2.2%16.35168.0%5.0%
65Δ14.1754.6%1.9%17.00210.9%5.8%
70Δ14.0256.5%1.6%18.44243.2%5.2%
75Δ12.99129.7%2.6%20.87297.6%4.9%
80Δ11.80216.1%3.7%27.24395.3%4.6%

20Δ

Calls
Pseudo strike
21.40
IV
272.0%
B/E move
50.5%
Puts
Pseudo strike
13.30
IV
94.7%
B/E move
10.1%

25Δ

Calls
Pseudo strike
19.16
IV
237.9%
B/E move
35.8%
Puts
Pseudo strike
14.08
IV
38.4%
B/E move
4.2%

30Δ

Calls
Pseudo strike
16.71
IV
129.3%
B/E move
17.5%
Puts
Pseudo strike
14.18
IV
40.0%
B/E move
3.8%

35Δ

Calls
Pseudo strike
14.94
IV
44.2%
B/E move
4.1%
Puts
Pseudo strike
14.29
IV
41.5%
B/E move
3.4%

40Δ

Calls
Pseudo strike
14.83
IV
45.8%
B/E move
3.7%
Puts
Pseudo strike
14.39
IV
43.1%
B/E move
3.1%

45Δ

Calls
Pseudo strike
14.71
IV
47.4%
B/E move
3.3%
Puts
Pseudo strike
14.49
IV
44.6%
B/E move
2.7%

50Δ

Calls
Pseudo strike
14.60
IV
49.0%
B/E move
2.9%
Puts
Pseudo strike
15.06
IV
82.3%
B/E move
3.3%

55Δ

Calls
Pseudo strike
14.48
IV
50.6%
B/E move
2.6%
Puts
Pseudo strike
15.71
IV
125.1%
B/E move
4.2%

60Δ

Calls
Pseudo strike
14.32
IV
52.6%
B/E move
2.2%
Puts
Pseudo strike
16.35
IV
168.0%
B/E move
5.0%

65Δ

Calls
Pseudo strike
14.17
IV
54.6%
B/E move
1.9%
Puts
Pseudo strike
17.00
IV
210.9%
B/E move
5.8%

70Δ

Calls
Pseudo strike
14.02
IV
56.5%
B/E move
1.6%
Puts
Pseudo strike
18.44
IV
243.2%
B/E move
5.2%

75Δ

Calls
Pseudo strike
12.99
IV
129.7%
B/E move
2.6%
Puts
Pseudo strike
20.87
IV
297.6%
B/E move
4.9%

80Δ

Calls
Pseudo strike
11.80
IV
216.1%
B/E move
3.7%
Puts
Pseudo strike
27.24
IV
395.3%
B/E move
4.6%