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Nucor Corp NUE

BASIC MATERIALS · STEEL
i

Market dataready · fetched 2026-10-16T00:19:19.269Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.001539342Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:19:18.687714+00:00

Share price$254.69
1D-0.7%
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$2.44$11.73$21.02$30.31$39.60$213.49$233.99$254.50$275.01$295.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NUE spot · $254.69NUE PRICE$3.44$4.56$5.85$7.18$8.68$10.21$12.05$14.11$16.29$19.35$22.40$25.71$29.04$4.09$5.47$6.89$8.59$10.29$12.42$14.62$17.08$19.82$22.65$25.79$29.18$36.93
PutsExpensive1.12×
CallsExpensive1.21×
SkewBearish+0.47 pp
Implied moveBearish±$26.66
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ287.2540.6%14.1%230.3442.8%11.2%
25Δ281.0340.6%12.1%235.5542.4%9.7%
30Δ275.8440.6%10.6%240.6342.0%8.2%
35Δ270.8540.7%9.2%245.0441.9%7.2%
40Δ266.3540.5%8.0%249.4441.7%6.1%
45Δ261.9640.3%6.9%253.6941.7%5.3%
50Δ257.7340.4%5.9%257.9141.8%4.5%
55Δ253.6440.7%5.1%262.2341.7%3.7%
60Δ249.4941.1%4.4%266.6541.6%3.1%
65Δ244.8942.1%3.7%271.1041.3%2.5%
70Δ240.3043.2%3.1%275.6840.5%1.9%
75Δ235.4642.8%2.5%280.4839.9%1.3%
80Δ230.5942.3%1.9%289.1342.9%1.0%

20Δ

Calls
Pseudo strike
287.25
IV
40.6%
B/E move
14.1%
Puts
Pseudo strike
230.34
IV
42.8%
B/E move
11.2%

25Δ

Calls
Pseudo strike
281.03
IV
40.6%
B/E move
12.1%
Puts
Pseudo strike
235.55
IV
42.4%
B/E move
9.7%

30Δ

Calls
Pseudo strike
275.84
IV
40.6%
B/E move
10.6%
Puts
Pseudo strike
240.63
IV
42.0%
B/E move
8.2%

35Δ

Calls
Pseudo strike
270.85
IV
40.7%
B/E move
9.2%
Puts
Pseudo strike
245.04
IV
41.9%
B/E move
7.2%

40Δ

Calls
Pseudo strike
266.35
IV
40.5%
B/E move
8.0%
Puts
Pseudo strike
249.44
IV
41.7%
B/E move
6.1%

45Δ

Calls
Pseudo strike
261.96
IV
40.3%
B/E move
6.9%
Puts
Pseudo strike
253.69
IV
41.7%
B/E move
5.3%

50Δ

Calls
Pseudo strike
257.73
IV
40.4%
B/E move
5.9%
Puts
Pseudo strike
257.91
IV
41.8%
B/E move
4.5%

55Δ

Calls
Pseudo strike
253.64
IV
40.7%
B/E move
5.1%
Puts
Pseudo strike
262.23
IV
41.7%
B/E move
3.7%

60Δ

Calls
Pseudo strike
249.49
IV
41.1%
B/E move
4.4%
Puts
Pseudo strike
266.65
IV
41.6%
B/E move
3.1%

65Δ

Calls
Pseudo strike
244.89
IV
42.1%
B/E move
3.7%
Puts
Pseudo strike
271.10
IV
41.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
240.30
IV
43.2%
B/E move
3.1%
Puts
Pseudo strike
275.68
IV
40.5%
B/E move
1.9%

75Δ

Calls
Pseudo strike
235.46
IV
42.8%
B/E move
2.5%
Puts
Pseudo strike
280.48
IV
39.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
230.59
IV
42.3%
B/E move
1.9%
Puts
Pseudo strike
289.13
IV
42.9%
B/E move
1.0%