IntraAlpha
Create free account Start free

Nucor Corp NUE

BASIC MATERIALS · STEEL
i

Market dataready · fetched 2026-10-15T20:35:55.526Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.001124733Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:55.122152+00:00

Share price$254.69
1D-0.5%
AH$248$250$253$255$2575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNUE
Sold putSold callAH

Nucor Corp options

Live interpolated NUE call and put midpoint premiums by absolute delta.Nucor Corp$0.58$2.63$4.68$6.73$8.78$245.32$249.80$254.29$258.77$263.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $254.69OPTION PRICELive NUE spot · $254.69NUE PRICE$0.80$1.02$1.35$1.68$2.02$2.35$2.68$3.01$3.34$3.68$4.01$4.34$4.67$1.04$1.09$1.58$2.07$2.56$3.05$3.54$4.04$4.53$5.02$5.51$6.00$8.19
PutsFair0.99×
CallsCheap0.84×
SkewBearish+14.05 pp
Implied moveBearish±$6.22
TiltBearish15.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ264.8068.2%4.3%238.23113.7%6.9%
25Δ259.4347.7%2.3%250.1252.5%2.2%
30Δ258.6546.6%2.1%251.0752.5%2.0%
35Δ257.8745.4%1.9%252.0252.4%1.9%
40Δ257.1044.3%1.7%252.9752.4%1.7%
45Δ256.3243.1%1.6%253.9252.4%1.5%
50Δ255.5442.0%1.4%254.8752.3%1.3%
55Δ254.7740.8%1.2%255.8252.3%1.1%
60Δ253.9939.7%1.0%256.7752.3%1.0%
65Δ253.2138.5%0.9%257.7252.2%0.8%
70Δ252.4437.4%0.7%258.6752.2%0.6%
75Δ251.6636.2%0.5%259.6252.2%0.4%
80Δ250.8835.1%0.3%262.0958.1%0.3%

20Δ

Calls
Pseudo strike
264.80
IV
68.2%
B/E move
4.3%
Puts
Pseudo strike
238.23
IV
113.7%
B/E move
6.9%

25Δ

Calls
Pseudo strike
259.43
IV
47.7%
B/E move
2.3%
Puts
Pseudo strike
250.12
IV
52.5%
B/E move
2.2%

30Δ

Calls
Pseudo strike
258.65
IV
46.6%
B/E move
2.1%
Puts
Pseudo strike
251.07
IV
52.5%
B/E move
2.0%

35Δ

Calls
Pseudo strike
257.87
IV
45.4%
B/E move
1.9%
Puts
Pseudo strike
252.02
IV
52.4%
B/E move
1.9%

40Δ

Calls
Pseudo strike
257.10
IV
44.3%
B/E move
1.7%
Puts
Pseudo strike
252.97
IV
52.4%
B/E move
1.7%

45Δ

Calls
Pseudo strike
256.32
IV
43.1%
B/E move
1.6%
Puts
Pseudo strike
253.92
IV
52.4%
B/E move
1.5%

50Δ

Calls
Pseudo strike
255.54
IV
42.0%
B/E move
1.4%
Puts
Pseudo strike
254.87
IV
52.3%
B/E move
1.3%

55Δ

Calls
Pseudo strike
254.77
IV
40.8%
B/E move
1.2%
Puts
Pseudo strike
255.82
IV
52.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
253.99
IV
39.7%
B/E move
1.0%
Puts
Pseudo strike
256.77
IV
52.3%
B/E move
1.0%

65Δ

Calls
Pseudo strike
253.21
IV
38.5%
B/E move
0.9%
Puts
Pseudo strike
257.72
IV
52.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
252.44
IV
37.4%
B/E move
0.7%
Puts
Pseudo strike
258.67
IV
52.2%
B/E move
0.6%

75Δ

Calls
Pseudo strike
251.66
IV
36.2%
B/E move
0.5%
Puts
Pseudo strike
259.62
IV
52.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
250.88
IV
35.1%
B/E move
0.3%
Puts
Pseudo strike
262.09
IV
58.1%
B/E move
0.3%