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Nucor Corporation NUE

i

Market datapartial · fetched 2026-11-05T18:13:36.132Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

FundamentalsAlpha Vantage · unavailable

NewsAlpha Vantage · collected 2026-11-04T02:59:43.854942+00:00

Share priceNUE
1D
Price history unavailable.

Nucor Corporation options

Live interpolated NUE call and put midpoint premiums by absolute delta.Nucor Corporation$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICENUE PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend38.03%
Daily close
NUE33.0%39.4%45.8%2026-08-07: 35.30%2026-08-10: 35.74%2026-08-11: 35.44%2026-08-12: 34.72%2026-08-13: 34.71%2026-08-14: 33.92%2026-08-17: 35.25%2026-08-18: 36.11%2026-08-19: 40.56%2026-08-21: 36.44%2026-08-24: 37.34%2026-08-25: 37.46%2026-08-26: 36.94%2026-08-27: 36.49%2026-08-28: 35.95%2026-08-31: 35.82%2026-09-01: 35.96%2026-09-02: 35.54%2026-09-03: 35.19%2026-09-04: 35.79%2026-09-08: 38.10%2026-09-09: 37.29%2026-09-10: 37.20%2026-09-11: 36.30%2026-09-14: 40.64%2026-09-15: 41.48%2026-09-16: 43.26%2026-09-17: 44.90%2026-09-18: 35.82%2026-09-21: 37.18%2026-09-22: 36.94%2026-09-23: 36.47%2026-09-24: 36.17%2026-09-25: 36.30%2026-09-28: 36.77%2026-09-29: 37.00%2026-09-30: 36.85%2026-10-01: 36.39%2026-10-02: 35.94%2026-10-05: 37.93%2026-10-06: 38.26%2026-10-07: 38.37%2026-10-08: 38.04%2026-10-09: 37.17%2026-10-12: 39.49%2026-10-13: 39.04%2026-10-14: 40.36%2026-10-16: 37.72%2026-10-19: 38.47%2026-10-20: 38.63%2026-10-21: 38.29%2026-10-22: 39.51%2026-10-23: 39.27%2026-10-26: 40.07%2026-10-27: 36.97%2026-10-28: 36.28%2026-10-29: 35.34%2026-10-30: 36.15%2026-11-03: 38.03%Aug 7Sep 21Nov 3
59 observations2026-08-07 — 2026-11-03
Table
DateIV (%)
35.30%
35.74%
35.44%
34.72%
34.71%
33.92%
35.25%
36.11%
40.56%
36.44%
37.34%
37.46%
36.94%
36.49%
35.95%
35.82%
35.96%
35.54%
35.19%
35.79%
38.10%
37.29%
37.20%
36.30%
40.64%
41.48%
43.26%
44.90%
35.82%
37.18%
36.94%
36.47%
36.17%
36.30%
36.77%
37.00%
36.85%
36.39%
35.94%
37.93%
38.26%
38.37%
38.04%
37.17%
39.49%
39.04%
40.36%
37.72%
38.47%
38.63%
38.29%
39.51%
39.27%
40.07%
36.97%
36.28%
35.34%
36.15%
38.03%

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