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Nu Holdings Ltd NU 11.74 -0.25 -2.09%

Previous-day view · Thu Nov 5 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 05, 2026 close · $11.73
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.0% ±$0.24 $11.49 – $11.97 $11.45 – $12.01 $11.22 – $12.24
2 sessions ±2.8% ±$0.33 $11.40 – $12.06 $11.33 – $12.13 $11.02 – $12.44
3 sessions ±3.5% ±$0.41 $11.32 – $12.14 $11.24 – $12.22 $10.85 – $12.61
1 week ±4.5% ±$0.53 $11.20 – $12.26 $11.09 – $12.37 $10.61 – $12.85
2 weeks Earnings ±8.7% ±$1.03 $10.70 – $12.76 $10.46 – $13.00 $9.57 – $13.89
3 weeks Earnings ±9.9% ±$1.16 $10.57 – $12.89 $10.29 – $13.17 $9.28 – $14.18
1 month Earnings ±11.1% ±$1.31 $10.42 – $13.04 $10.11 – $13.35 $8.98 – $14.48
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. NU reports in 8 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±8.03%
Average actual move
8.30%
Beyond the implied move
4 / 7
Median IV change
-31.12%
Reaction session Implied Actual Used ATM IV before → after
August 14, 2026 ±6.68% +9.33% 1.40× —
May 15, 2026 ±10.52% -5.72% 0.54× 73.6% → 41.7%
February 26, 2026 ±7.87% -9.55% 1.21× —
August 15, 2025 ±8.24% +9.08% 1.10× 60.9% → 42.0%
May 14, 2025 ±7.57% +2.66% 0.35× 52.2% → 36.0%
February 21, 2025 ±7.01% -18.89% 2.70× —
November 14, 2024 ±8.31% -2.88% 0.35× 59.9% → 41.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →