NU (Nu Holdings Ltd.)

Historical IV Rank & Volatility Regime

IV Rank measures where NU's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on NU are priced rich or cheap relative to its own recent regime.

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.

NU IV Rank Summary
Current
33%
Subdued — neutral to long-vol
30-Day Avg
26%
60-Day Avg
27%
90-Day Avg
31%
90-Day Low
1%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in NU's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
NU IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260723 33% 0.9%
20260722 28% 0.8%
20260721 18% 0.7%
20260720 34% 0.9%
20260716 40% 0.9%
20260715 19% 0.8%
20260714 14% 0.7%
20260713 23% 0.8%
20260710 17% 0.7%
20260709 12% 0.7%
20260708 14% 0.7%
20260707 6% 0.6%
20260706 11% 0.7%
20260702 1% 0.6%
20260701 16% 0.7%
20260630 10% 0.7%
20260629 24% 0.8%
20260626 41% 1.0%
20260625 28% 0.8%
20260624 47% 1.0%
20260623 15% 0.7%
20260622 18% 0.7%
20260618 58% 1.1%
20260617 28% 0.8%
20260616 49% 1.0%
20260615 73% 1.3%
20260613 36% 0.9%
20260612 21% 0.8%
20260611 21% 0.8%
20260610 15% 0.7%
20260609 16% 0.7%
20260608 18% 0.7%
20260605 13% 0.7%
20260604 17% 0.7%
20260603 13% 0.7%
20260602 19% 0.7%
20260601 2% 0.6%
20260529 7% 0.6%
20260528 12% 0.7%
20260527 1% 0.6%
20260526 6% 0.6%
20260510 22% 0.8%
20260508 21% 0.8%
20260507 16% 0.7%
20260506 25% 0.8%
20260505 32% 0.9%
20260504 38% 0.9%
20260502 41% 0.9%
20260501 38% 0.9%
20260430 49% 1.0%
20260429 46% 0.9%
20260428 40% 0.9%
20260427 23% 0.7%
20260424 44% 0.9%
20260423 41% 0.9%
20260422 36% 0.8%
20260421 41% 0.9%
20260420 38% 0.9%
20260417 100% 1.5%
20260416 61% 1.0%
20260415 74% 1.1%
20260414 37% 0.8%
20260413 37% 0.8%
20260410 40% 0.8%
20260409 45% 0.9%
20260408 58% 1.0%
20260407 46% 0.9%
20260406 52% 0.9%
20260402 40% 0.8%
20260401 42% 0.8%
20260331 57% 1.0%
20260330 41% 0.8%
20260327 51% 0.9%
20260326 51% 0.9%
20260325 32% 0.8%
20260324 31% 0.9%
20260323 21% 0.7%
20260320 39% 1.0%
20260319 41% 1.0%
20260318 71% 1.4%
20260317 54% 1.2%
20260316 23% 0.8%
20260313 17% 0.7%
20260312 32% 0.9%
20260311 24% 0.8%
20260310 18% 0.7%
20260309 20% 0.7%
20260308 22% 0.8%
20260306 20% 0.7%
20260305 34% 0.9%