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Nucor Corp NUE

BASIC MATERIALS · STEEL
i

Market dataready · fetched 2026-10-16T22:42:05.247Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:30:00.001542983Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:42:04.612353+00:00

Share price$256.29
1D-1.7%
AH$255$257$260$262$2645:30 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$2.37$11.09$19.81$28.53$37.24$216.48$236.18$255.88$275.58$295.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NUE spot · $256.29NUE PRICE$3.32$4.33$5.59$6.89$8.35$9.89$11.54$13.54$15.54$18.21$21.20$24.60$28.59$4.00$5.29$6.68$8.17$9.81$11.82$13.83$16.28$18.84$21.91$25.67$29.91$34.73
PutsExpensive1.09×
CallsFair1.05×
SkewBearish+1.04 pp
Implied moveBearish±$25.37
TiltBearish9.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ287.5139.4%13.5%232.3042.1%10.9%
25Δ281.0738.7%11.4%237.6541.5%9.3%
30Δ276.1938.8%9.9%242.4841.0%8.0%
35Δ271.6239.1%8.7%246.9140.4%6.8%
40Δ267.3439.1%7.6%251.2240.0%5.8%
45Δ263.2239.1%6.6%255.2440.1%5.0%
50Δ259.1439.1%5.6%259.2640.2%4.2%
55Δ255.2239.1%4.9%263.4240.1%3.6%
60Δ251.2939.2%4.1%267.6040.1%2.9%
65Δ247.0239.8%3.5%272.1640.2%2.4%
70Δ242.6040.5%2.9%277.2140.7%1.9%
75Δ237.8141.1%2.4%282.6840.9%1.4%
80Δ232.5341.6%1.9%288.6740.9%0.9%

20Δ

Calls
Pseudo strike
287.51
IV
39.4%
B/E move
13.5%
Puts
Pseudo strike
232.30
IV
42.1%
B/E move
10.9%

25Δ

Calls
Pseudo strike
281.07
IV
38.7%
B/E move
11.4%
Puts
Pseudo strike
237.65
IV
41.5%
B/E move
9.3%

30Δ

Calls
Pseudo strike
276.19
IV
38.8%
B/E move
9.9%
Puts
Pseudo strike
242.48
IV
41.0%
B/E move
8.0%

35Δ

Calls
Pseudo strike
271.62
IV
39.1%
B/E move
8.7%
Puts
Pseudo strike
246.91
IV
40.4%
B/E move
6.8%

40Δ

Calls
Pseudo strike
267.34
IV
39.1%
B/E move
7.6%
Puts
Pseudo strike
251.22
IV
40.0%
B/E move
5.8%

45Δ

Calls
Pseudo strike
263.22
IV
39.1%
B/E move
6.6%
Puts
Pseudo strike
255.24
IV
40.1%
B/E move
5.0%

50Δ

Calls
Pseudo strike
259.14
IV
39.1%
B/E move
5.6%
Puts
Pseudo strike
259.26
IV
40.2%
B/E move
4.2%

55Δ

Calls
Pseudo strike
255.22
IV
39.1%
B/E move
4.9%
Puts
Pseudo strike
263.42
IV
40.1%
B/E move
3.6%

60Δ

Calls
Pseudo strike
251.29
IV
39.2%
B/E move
4.1%
Puts
Pseudo strike
267.60
IV
40.1%
B/E move
2.9%

65Δ

Calls
Pseudo strike
247.02
IV
39.8%
B/E move
3.5%
Puts
Pseudo strike
272.16
IV
40.2%
B/E move
2.4%

70Δ

Calls
Pseudo strike
242.60
IV
40.5%
B/E move
2.9%
Puts
Pseudo strike
277.21
IV
40.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
237.81
IV
41.1%
B/E move
2.4%
Puts
Pseudo strike
282.68
IV
40.9%
B/E move
1.4%

80Δ

Calls
Pseudo strike
232.53
IV
41.6%
B/E move
1.9%
Puts
Pseudo strike
288.67
IV
40.9%
B/E move
0.9%