NUE option chain Nucor Corporation
Cboe delayed options data · as of 12:39 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±9.9% (229.72–280.32) · ATM IV 39.4% · P/C open interest 0.33
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 95.30 | 99.10 | 13 | 75.6% | 1.00 | 0.0002 | -0.007 | 160 | 0 | 1.00 | 2 | 79.4% | -0.00 | 0.0002 | -0.007 | ||
| 90.40 | 94.20 | 73.5% | 0.99 | 0.0003 | -0.009 | 165 | 0 | 0.8500 | 7 | 73.0% | -0.00 | 0.0003 | -0.009 | |||
| 85.40 | 89.20 | 68.6% | 0.99 | 0.0004 | -0.011 | 170 | 0 | 1.05 | 8 | 71.1% | -0.01 | 0.0004 | -0.011 | |||
| 80.50 | 84.20 | 1 | 65.0% | 0.99 | 0.0006 | -0.014 | 175 | 0 | 1.20 | 68.3% | -0.01 | 0.0006 | -0.014 | |||
| 75.50 | 79.00 | 57.9% | 0.99 | 0.0007 | -0.018 | 180 | 0.1000 | 0.3000 | 24 | 27 | 53.8% | -0.01 | 0.0007 | -0.018 | ||
| 70.60 | 74.20 | 2 | 57.0% | 0.98 | 0.0010 | -0.022 | 185 | 0 | 0.6000 | 53.2% | -0.02 | 0.0010 | -0.022 | |||
| 65.70 | 69.10 | 3 | 52.6% | 0.98 | 0.0013 | -0.028 | 190 | 0 | 0.7500 | 10 | 13 | 51.3% | -0.02 | 0.0013 | -0.028 | |
| 60.80 | 64.20 | 50.1% | 0.97 | 0.0017 | -0.034 | 195 | 0.2000 | 0.8000 | 400 | 50.0% | -0.03 | 0.0017 | -0.035 | |||
| 56.00 | 59.30 | 1 | 7 | 48.3% | 0.96 | 0.0022 | -0.043 | 200 | 0.2000 | 0.6500 | 1 | 254 | 44.7% | -0.04 | 0.0022 | -0.043 |
| 46.50 | 50.00 | 4 | 46.5% | 0.93 | 0.0035 | -0.063 | 210 | 0.7500 | 1.30 | 18 | 131 | 44.8% | -0.07 | 0.0035 | -0.064 | |
| 37.60 | 40.50 | 3 | 12 | 43.6% | 0.89 | 0.0054 | -0.090 | 220 | 1.60 | 2.25 | 20 | 104 | 43.4% | -0.11 | 0.0054 | -0.091 |
| 28.80 | 32.20 | 20 | 41.8% | 0.82 | 0.0078 | -0.121 | 230 | 3.10 | 3.80 | 26 | 183 | 42.2% | -0.18 | 0.0078 | -0.122 | |
| 21.40 | 24.50 | 7 | 19 | 41.0% | 0.73 | 0.0103 | -0.151 | 240 | 5.50 | 6.20 | 21 | 107 | 41.2% | -0.27 | 0.0103 | -0.152 |
| 15.20 | 17.20 | 21 | 231 | 39.2% | 0.62 | 0.0122 | -0.171 | 250 | 8.50 | 9.90 | 1 | 123 | 39.9% | -0.39 | 0.0123 | -0.173 |
| 10.30 | 11.90 | 451 | 614 | 39.0% | 0.49 | 0.0128 | -0.177 | 260 | 13.40 | 15.00 | 20 | 145 | 39.9% | -0.51 | 0.0130 | -0.179 |
| 6.90 | 7.80 | 94 | 3,056 | 39.1% | 0.37 | 0.0122 | -0.166 | 270 | 19.20 | 21.40 | 16 | 75 | 39.6% | -0.64 | 0.0124 | -0.169 |
| 4.20 | 6.70 | 89 | 196 | 38.6% | 0.26 | 0.0105 | -0.144 | 280 | 26.70 | 28.80 | 40.2% | -0.74 | 0.0107 | -0.148 | ||
| 2.55 | 3.30 | 32 | 196 | 39.7% | 0.18 | 0.0084 | -0.117 | 290 | 34.10 | 37.50 | 20 | 39.6% | -0.83 | 0.0087 | -0.122 | |
| 1.50 | 1.80 | 215 | 288 | 39.2% | 0.12 | 0.0063 | -0.091 | 300 | 43.00 | 46.50 | 40.1% | -0.89 | 0.0067 | -0.097 | ||
| 0.9000 | 1.70 | 11 | 34 | 42.4% | 0.08 | 0.0046 | -0.068 | 310 | 52.60 | 55.90 | 41.7% | -0.93 | 0.0050 | -0.075 | ||
| 0.4000 | 0.9500 | 81 | 82 | 41.5% | 0.05 | 0.0033 | -0.050 | 320 | 62.30 | 65.60 | 43.3% | -0.96 | 0.0035 | -0.055 | ||
| 0.2000 | 0.5500 | 5 | 14 | 41.6% | 0.04 | 0.0023 | -0.036 | 330 | 72.10 | 75.40 | 44.1% | -0.98 | 0.0022 | -0.036 | ||
| 0 | 0.8500 | 100 | 46.5% | 0.02 | 0.0016 | -0.026 | 340 | 82.10 | 85.40 | 48.4% | -0.99 | 0.0012 | -0.018 | |||
| 0 | 2.40 | 5 | 60.8% | 0.02 | 0.0011 | -0.019 | 350 | 92.10 | 95.60 | 54.9% | -1.00 | 0.0005 | -0.006 | |||
| 0 | 1.55 | 59.9% | 0.01 | 0.0008 | -0.014 | 360 | 102.00 | 105.60 | 57.8% | -1.00 | 0.0002 | -0.002 | ||||
| 0 | 0.8500 | 1 | 57.8% | 0.01 | 0.0005 | -0.010 | 370 | 112.00 | 115.60 | 61.6% | -1.00 | 0.0001 | -0.000 | |||
| 0 | 0.8500 | 1 | 61.3% | 0.01 | 0.0004 | -0.007 | 380 | 122.00 | 125.60 | 65.2% | -1.00 | 0.0000 | 0.000 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs