Ultra Luminous X-ray Sources (ULXs) are extragalactic X-ray point sources with X-ray luminosities in the range Lx~10^39-10^41 erg/s discovered over the last decade with XMM-Newton and Chandra. The observed variability and spectra of ULXs point to accreting X-ray binaries, but the nature of the compact object is highly controversial, they could be super-Eddington stellar-mass BHs (Black Holes) or IMBHs (Intermediate-Mass BHs). IMBHs may be remnants of massive stellar collapse in the early Universe or result from the collapse of dense stellar clusters, and they are expected to play a key role in the formation of supermassive BHs in galactic nuclei. Deriving dynamical masses of the brightest ULXs is the only way to find out the nature of the compact object and the existence of IMBHs. The first radial velocities of the ULX Holmberg II X-1 (one of the brightest sources accessible to GTC) obtained from OSIRIS long-slit spectra will be presented.