IntraAlpha
Create free account Start free

Quanex Building Products Corporation NX

INDUSTRIALS · BUILDING PRODUCTS & EQUIPMENT
i

Market dataready · fetched 2026-11-11T15:56:34.620Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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

PriceAlpaca · sip · 2026-11-11T15:54:07.110677444Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-11T15:56:33.055759+00:00

Share price$20.81
1D-1.3%
$20.74$20.86$20.98$21.10$21.225:30 AM6:30 AM9:00 AM1:00 PMNX
Sold putSold call

Quanex Building Products Corporation options

Live interpolated NX call and put midpoint premiums by absolute delta.Quanex Building Products Corporation$0.75$1.93$3.11$4.29$5.47$14.75$17.85$20.94$24.04$27.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NX spot · $20.81NX PRICE$0.88$1.08$1.28$1.57$1.96$2.35$2.75$3.24$3.79$4.34$5.13$1.00$1.33$1.33$1.34$1.48$1.79$2.09$2.40$2.70$3.01$3.31$3.62$3.92
PutsExpensive1.25×
Calls——
Skew——
Implied moveBearish±$4.05
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.61106.5%25.0%
25Δ17.52111.0%22.2%
30Δ24.5977.9%22.4%18.4894.3%17.6%
35Δ23.7877.5%19.5%19.4577.6%13.0%
40Δ22.9677.1%16.5%20.2467.9%9.8%
45Δ22.2178.8%14.3%20.8167.2%8.6%
50Δ21.5583.1%13.0%21.3766.6%7.3%
55Δ20.8887.5%11.7%21.9465.9%6.1%
60Δ20.2291.9%10.3%22.5065.2%4.9%
65Δ19.4294.9%8.9%22.9862.0%4.0%
70Δ18.5797.3%7.4%23.4558.8%3.2%
75Δ17.7299.7%6.0%23.9355.5%2.4%
80Δ16.65102.8%4.7%24.4152.3%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.61
IV
106.5%
B/E move
25.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.52
IV
111.0%
B/E move
22.2%

30Δ

Calls
Pseudo strike
24.59
IV
77.9%
B/E move
22.4%
Puts
Pseudo strike
18.48
IV
94.3%
B/E move
17.6%

35Δ

Calls
Pseudo strike
23.78
IV
77.5%
B/E move
19.5%
Puts
Pseudo strike
19.45
IV
77.6%
B/E move
13.0%

40Δ

Calls
Pseudo strike
22.96
IV
77.1%
B/E move
16.5%
Puts
Pseudo strike
20.24
IV
67.9%
B/E move
9.8%

45Δ

Calls
Pseudo strike
22.21
IV
78.8%
B/E move
14.3%
Puts
Pseudo strike
20.81
IV
67.2%
B/E move
8.6%

50Δ

Calls
Pseudo strike
21.55
IV
83.1%
B/E move
13.0%
Puts
Pseudo strike
21.37
IV
66.6%
B/E move
7.3%

55Δ

Calls
Pseudo strike
20.88
IV
87.5%
B/E move
11.7%
Puts
Pseudo strike
21.94
IV
65.9%
B/E move
6.1%

60Δ

Calls
Pseudo strike
20.22
IV
91.9%
B/E move
10.3%
Puts
Pseudo strike
22.50
IV
65.2%
B/E move
4.9%

65Δ

Calls
Pseudo strike
19.42
IV
94.9%
B/E move
8.9%
Puts
Pseudo strike
22.98
IV
62.0%
B/E move
4.0%

70Δ

Calls
Pseudo strike
18.57
IV
97.3%
B/E move
7.4%
Puts
Pseudo strike
23.45
IV
58.8%
B/E move
3.2%

75Δ

Calls
Pseudo strike
17.72
IV
99.7%
B/E move
6.0%
Puts
Pseudo strike
23.93
IV
55.5%
B/E move
2.4%

80Δ

Calls
Pseudo strike
16.65
IV
102.8%
B/E move
4.7%
Puts
Pseudo strike
24.41
IV
52.3%
B/E move
1.6%

Options history

IV · four-Friday blend56.94%
Daily EOD
NX51.9%57.0%62.2%2026-10-19: 52.58%2026-10-20: 55.14%2026-10-21: 53.13%2026-10-22: 58.16%2026-10-23: 53.59%2026-10-26: 61.47%2026-10-27: 55.92%2026-10-28: 61.49%2026-10-29: 59.20%2026-10-30: 56.94%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.58%
55.14%
53.13%
58.16%
53.59%
61.47%
55.92%
61.49%
59.20%
56.94%