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Quanex Building Products Corporation NX

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Market datapartial · fetched 2026-10-23T01:40:54.417Z

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

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.004054099Z

FundamentalsAlpha Vantage · unavailable

Share price$20.65
1D+4.8%
AH$19.58$20.01$20.45$20.88$21.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNX
Sold putSold callAH

Quanex Building Products Corporation options

Live interpolated NX call and put midpoint premiums by absolute delta.Quanex Building Products Corporation$0.23$1.85$3.46$5.07$6.69$15.28$17.74$20.20$22.66$25.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NX spot · $20.65NX PRICE$0.41$0.56$0.70$0.85$0.95$1.03$1.10$1.18$1.26$0.55$0.79$1.03$1.26$1.51$1.79$2.06$2.34$2.62$3.19$4.01$4.83$6.22
PutsExpensive1.45×
CallsExpensive1.14×
SkewBearish+15.58 pp
Implied moveBearish±$3.17
TiltBearish60.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.8468.1%22.3%17.8969.9%16.0%
25Δ24.1468.0%19.6%18.4472.4%14.5%
30Δ23.4567.9%16.9%18.9874.8%13.1%
35Δ22.7567.8%14.3%19.5277.3%11.6%
40Δ22.2164.6%12.1%20.0679.2%10.1%
45Δ21.7559.7%10.3%20.6177.4%8.8%
50Δ21.3054.7%8.5%21.1675.5%7.5%
55Δ20.8449.7%6.6%21.7073.7%6.3%
60Δ20.3844.8%4.8%22.2571.8%5.0%
65Δ23.0173.4%4.0%
70Δ23.9677.9%3.4%
75Δ24.9182.4%2.7%
80Δ26.4584.7%2.0%

20Δ

Calls
Pseudo strike
24.84
IV
68.1%
B/E move
22.3%
Puts
Pseudo strike
17.89
IV
69.9%
B/E move
16.0%

25Δ

Calls
Pseudo strike
24.14
IV
68.0%
B/E move
19.6%
Puts
Pseudo strike
18.44
IV
72.4%
B/E move
14.5%

30Δ

Calls
Pseudo strike
23.45
IV
67.9%
B/E move
16.9%
Puts
Pseudo strike
18.98
IV
74.8%
B/E move
13.1%

35Δ

Calls
Pseudo strike
22.75
IV
67.8%
B/E move
14.3%
Puts
Pseudo strike
19.52
IV
77.3%
B/E move
11.6%

40Δ

Calls
Pseudo strike
22.21
IV
64.6%
B/E move
12.1%
Puts
Pseudo strike
20.06
IV
79.2%
B/E move
10.1%

45Δ

Calls
Pseudo strike
21.75
IV
59.7%
B/E move
10.3%
Puts
Pseudo strike
20.61
IV
77.4%
B/E move
8.8%

50Δ

Calls
Pseudo strike
21.30
IV
54.7%
B/E move
8.5%
Puts
Pseudo strike
21.16
IV
75.5%
B/E move
7.5%

55Δ

Calls
Pseudo strike
20.84
IV
49.7%
B/E move
6.6%
Puts
Pseudo strike
21.70
IV
73.7%
B/E move
6.3%

60Δ

Calls
Pseudo strike
20.38
IV
44.8%
B/E move
4.8%
Puts
Pseudo strike
22.25
IV
71.8%
B/E move
5.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.01
IV
73.4%
B/E move
4.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.96
IV
77.9%
B/E move
3.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.91
IV
82.4%
B/E move
2.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.45
IV
84.7%
B/E move
2.0%

Options history

No recorded observations