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Nu Holdings Ltd NU

FINANCIAL SERVICES · BANKS - REGIONAL
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Market dataready · fetched 2026-10-16T01:04:41.661Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:54:03.985415232Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:04:40.654583+00:00

Share price$14.76
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$0.18$0.97$1.77$2.56$3.36$11.40$13.14$14.89$16.63$18.3820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NU spot · $14.76NU PRICE$0.26$0.35$0.45$0.55$0.67$0.80$0.92$1.09$1.25$1.42$1.71$2.02$2.38$0.35$0.46$0.59$0.71$0.86$1.01$1.18$1.43$1.68$1.94$2.20$2.46$3.13
PutsExpensive1.26×
CallsCheap0.88×
SkewBearish+1.91 pp
Implied moveBearish±$2.10
TiltBearish13.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.3954.2%19.6%12.8061.7%15.6%
25Δ16.9155.0%16.9%13.2660.2%13.3%
30Δ16.4954.9%14.8%13.6559.4%11.5%
35Δ16.0854.7%12.6%14.0458.5%9.7%
40Δ15.7254.9%11.1%14.3857.8%8.4%
45Δ15.3855.1%9.6%14.7157.0%7.2%
50Δ15.0455.3%8.2%15.0656.5%6.0%
55Δ14.7255.4%7.1%15.4357.4%5.2%
60Δ14.3955.4%6.0%15.8058.3%4.3%
65Δ14.0755.4%4.9%16.1858.2%3.5%
70Δ13.6757.6%4.2%16.5556.9%2.7%
75Δ13.2560.2%3.5%16.9355.6%2.0%
80Δ12.7962.3%2.8%17.6857.8%1.4%

20Δ

Calls
Pseudo strike
17.39
IV
54.2%
B/E move
19.6%
Puts
Pseudo strike
12.80
IV
61.7%
B/E move
15.6%

25Δ

Calls
Pseudo strike
16.91
IV
55.0%
B/E move
16.9%
Puts
Pseudo strike
13.26
IV
60.2%
B/E move
13.3%

30Δ

Calls
Pseudo strike
16.49
IV
54.9%
B/E move
14.8%
Puts
Pseudo strike
13.65
IV
59.4%
B/E move
11.5%

35Δ

Calls
Pseudo strike
16.08
IV
54.7%
B/E move
12.6%
Puts
Pseudo strike
14.04
IV
58.5%
B/E move
9.7%

40Δ

Calls
Pseudo strike
15.72
IV
54.9%
B/E move
11.1%
Puts
Pseudo strike
14.38
IV
57.8%
B/E move
8.4%

45Δ

Calls
Pseudo strike
15.38
IV
55.1%
B/E move
9.6%
Puts
Pseudo strike
14.71
IV
57.0%
B/E move
7.2%

50Δ

Calls
Pseudo strike
15.04
IV
55.3%
B/E move
8.2%
Puts
Pseudo strike
15.06
IV
56.5%
B/E move
6.0%

55Δ

Calls
Pseudo strike
14.72
IV
55.4%
B/E move
7.1%
Puts
Pseudo strike
15.43
IV
57.4%
B/E move
5.2%

60Δ

Calls
Pseudo strike
14.39
IV
55.4%
B/E move
6.0%
Puts
Pseudo strike
15.80
IV
58.3%
B/E move
4.3%

65Δ

Calls
Pseudo strike
14.07
IV
55.4%
B/E move
4.9%
Puts
Pseudo strike
16.18
IV
58.2%
B/E move
3.5%

70Δ

Calls
Pseudo strike
13.67
IV
57.6%
B/E move
4.2%
Puts
Pseudo strike
16.55
IV
56.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
13.25
IV
60.2%
B/E move
3.5%
Puts
Pseudo strike
16.93
IV
55.6%
B/E move
2.0%

80Δ

Calls
Pseudo strike
12.79
IV
62.3%
B/E move
2.8%
Puts
Pseudo strike
17.68
IV
57.8%
B/E move
1.4%