NU · Expected Move
Nu Holdings Ltd.
The expected move for NU is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
NU straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current NU Expected Move
30-Day Straddle
$2.23
7-Day Straddle
$1.74
30-Day ATM IV
65.9%
IV Rank
94%
Implied one-standard-deviation move through the next 30 days. Compare to NU's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
NU Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $2.23 | $1.74 | 65.9% | 94% |
| 20261022 | $2.29 | $1.90 | 67.9% | 100% |
| 20261021 | $2.29 | $1.74 | 66.5% | 100% |
| 20261020 | $2.19 | $1.75 | 63.0% | 94% |
| 20261019 | $1.94 | $0.67 | 59.6% | 84% |
| 20261016 | $2.13 | $0.77 | 64.8% | 100% |
| 20261015 | $2.08 | $0.82 | 60.5% | 100% |
| 20261014 | $1.96 | $0.79 | 57.3% | 96% |
| 20261013 | $2.05 | $0.99 | 55.6% | 89% |
| 20261012 | $2.19 | $0.64 | 56.0% | 91% |
| 20261009 | $1.71 | $0.77 | 49.2% | 63% |
| 20261008 | $1.60 | $0.73 | 47.4% | 56% |
| 20261007 | $1.62 | $0.84 | 45.2% | 47% |
| 20261006 | $1.76 | $0.93 | 47.8% | 58% |
| 20261005 | $1.58 | $0.72 | 46.2% | 51% |
| 20261002 | $1.77 | $0.99 | 58.3% | 100% |
| 20261001 | $1.85 | $1.04 | 57.9% | 100% |
| 20260930 | $1.63 | $0.86 | 55.9% | 100% |
| 20260929 | $1.63 | $0.90 | 54.9% | 100% |
| 20260928 | $1.33 | $0.52 | 45.3% | 69% |
| 20260925 | $1.25 | $0.56 | 44.9% | 66% |
| 20260924 | $1.31 | $0.65 | 44.3% | 63% |
| 20260923 | $1.27 | $0.68 | 41.3% | 45% |
| 20260922 | $1.47 | $0.73 | 49.7% | 95% |
| 20260921 | $1.35 | $0.48 | 42.0% | 49% |
| 20260918 | $1.35 | $0.55 | 43.5% | 58% |
| 20260917 | $1.37 | $0.63 | 43.3% | 57% |
| 20260916 | $1.38 | $0.73 | 43.2% | 56% |
| 20260915 | $1.48 | $0.73 | 44.5% | 64% |
| 20260914 | $1.58 | $0.57 | 45.4% | 69% |
| 20260911 | $1.56 | $0.66 | 46.5% | 75% |
| 20260910 | $1.48 | $0.77 | 44.7% | 62% |
| 20260909 | $1.63 | $0.87 | 47.8% | 79% |
| 20260908 | $1.69 | $0.83 | 45.7% | 68% |
| 20260904 | $1.25 | $0.59 | 38.8% | 29% |
| 20260903 | $1.06 | $0.66 | 34.4% | 4% |
| 20260902 | $1.41 | $0.72 | 39.2% | 31% |
| 20260901 | $1.11 | $0.69 | 34.1% | 2% |
| 20260831 | $1.21 | $0.47 | 34.8% | 7% |
| 20260828 | $1.16 | $0.53 | 35.1% | 9% |
| 20260827 | $1.09 | $0.72 | 34.2% | 3% |
| 20260826 | $1.19 | $0.63 | 36.8% | 18% |
| 20260825 | $1.30 | $0.74 | 36.8% | 18% |
| 20260824 | $1.31 | $0.56 | 36.9% | 18% |
| 20260821 | $1.21 | $0.59 | 35.4% | 10% |
| 20260820 | $1.17 | $0.65 | 35.5% | 10% |
| 20260819 | $1.27 | $0.64 | 36.4% | 15% |
| 20260818 | $1.23 | $0.68 | 35.1% | 8% |
| 20260817 | $1.23 | $0.54 | 33.6% | 0% |
| 20260814 | $1.29 | $0.66 | 35.5% | 2% |
| 20260813 | $1.42 | $1.06 | 45.2% | 62% |
| 20260812 | $1.42 | $1.06 | 45.7% | 65% |
| 20260811 | $1.27 | $1.04 | 42.8% | 47% |
| 20260810 | $1.42 | $1.00 | 44.8% | 59% |
| 20260807 | — | — | 43.1% | 49% |
| 20260806 | $1.50 | $1.23 | 45.3% | 62% |
| 20260805 | $1.56 | $1.24 | 47.4% | 75% |
| 20260804 | $1.46 | $1.25 | 44.6% | 58% |
| 20260803 | $1.56 | $0.52 | 44.8% | 59% |
| 20260731 | $1.44 | $0.58 | 45.8% | 65% |
More on NU
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.