NU Moves

Nu Holdings Ltd NU 12.03 0.29 2.47%

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Expected move

November 06, 2026 close · $12.02

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.9% ±$0.23	$11.79 – $12.25	$11.74 – $12.30	$11.52 – $12.52
2 sessions	±2.7% ±$0.32	$11.70 – $12.34	$11.63 – $12.41	$11.33 – $12.71
3 sessions	±3.4% ±$0.41	$11.61 – $12.43	$11.54 – $12.50	$11.16 – $12.88
1 week	±4.3% ±$0.52	$11.50 – $12.54	$11.39 – $12.65	$10.92 – $13.12
2 weeks	±6.0% ±$0.72	$11.30 – $12.74	$11.13 – $12.91	$10.48 – $13.56
3 weeks Earnings	±9.9% ±$1.19	$10.83 – $13.21	$10.55 – $13.49	$9.53 – $14.51
1 month Earnings	±11.0% ±$1.32	$10.70 – $13.34	$10.38 – $13.66	$9.24 – $14.80

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 11 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 →