Implied Volatility Skew (30-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Nu Holdings Ltd. (NU) had 30-Day Implied Volatility Skew of 0.1354 for 2026-03-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-03-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5406
Historical Volatility (Parkinson)	0.4370
Implied Volatility (Calls)	0.4422
Implied Volatility (Puts)	0.4234
Implied Volatility (Mean)	0.4328
Put-Call Implied Volatility Ratio	0.9577
Implied Volatility Skew	0.1354
Option Statistics
Put-Call Ratio (Volume)	2.0263
Put-Call Ratio (Open Interest)	3.1319