NUE option chain Nucor Corporation
Cboe delayed options data · as of 15:41 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 ±9.6% (236.10–286.20) · ATM IV 41.1% · P/C open interest 0.35
| 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 | |
| 100.10 | 103.30 | 13 | 52.5% | 1.00 | 0.0002 | 0.000 | 160 | 0 | 2.20 | 2 | 99.8% | -0.00 | 0.0002 | -0.008 | ||
| 95.10 | 98.60 | 67.9% | 0.99 | 0.0003 | 0.000 | 165 | 0 | 2.25 | 7 | 94.9% | -0.00 | 0.0003 | -0.010 | |||
| 90.00 | 93.30 | 0.99 | 0.0004 | -0.001 | 170 | 0 | 2.25 | 8 | 89.7% | -0.01 | 0.0004 | -0.012 | ||||
| 85.30 | 88.60 | 1 | 63.0% | 0.99 | 0.0005 | -0.004 | 175 | 0 | 2.30 | 85.0% | -0.01 | 0.0005 | -0.015 | |||
| 80.00 | 83.40 | 0.99 | 0.0006 | -0.009 | 180 | 0.0500 | 1.50 | 27 | 74.0% | -0.01 | 0.0006 | -0.018 | ||||
| 75.40 | 78.50 | 2 | 53.4% | 0.99 | 0.0008 | -0.013 | 185 | 0 | 2.40 | 75.8% | -0.01 | 0.0008 | -0.023 | |||
| 70.50 | 73.60 | 3 | 52.8% | 0.98 | 0.0011 | -0.020 | 190 | 0.1500 | 0.7500 | 16 | 58.8% | -0.02 | 0.0011 | -0.029 | ||
| 65.70 | 68.70 | 52.6% | 0.98 | 0.0014 | -0.027 | 195 | 0.2000 | 0.8500 | 401 | 56.2% | -0.02 | 0.0014 | -0.035 | |||
| 60.90 | 63.80 | 7 | 51.4% | 0.97 | 0.0018 | -0.035 | 200 | 0.3000 | 0.7500 | 1 | 254 | 52.1% | -0.03 | 0.0018 | -0.043 | |
| 51.30 | 54.20 | 4 | 48.6% | 0.95 | 0.0029 | -0.057 | 210 | 0.5500 | 0.9500 | 2 | 144 | 47.4% | -0.05 | 0.0029 | -0.063 | |
| 41.50 | 44.90 | 12 | 44.3% | 0.91 | 0.0045 | -0.085 | 220 | 1.05 | 1.60 | 26 | 134 | 44.8% | -0.09 | 0.0045 | -0.090 | |
| 33.30 | 36.10 | 19 | 45.0% | 0.86 | 0.0066 | -0.118 | 230 | 2.20 | 3.00 | 227 | 44.3% | -0.14 | 0.0067 | -0.123 | ||
| 25.60 | 27.40 | 7 | 17 | 43.0% | 0.78 | 0.0091 | -0.153 | 240 | 4.10 | 4.60 | 37 | 165 | 42.3% | -0.22 | 0.0091 | -0.157 |
| 18.40 | 20.60 | 231 | 42.2% | 0.67 | 0.0113 | -0.182 | 250 | 6.70 | 7.90 | 9 | 132 | 41.6% | -0.33 | 0.0114 | -0.185 | |
| 12.60 | 14.00 | 6 | 617 | 40.2% | 0.55 | 0.0126 | -0.197 | 260 | 10.80 | 12.70 | 3 | 175 | 41.9% | -0.45 | 0.0127 | -0.200 |
| 8.50 | 9.80 | 8 | 3,074 | 41.0% | 0.43 | 0.0126 | -0.194 | 270 | 16.40 | 18.20 | 87 | 41.7% | -0.58 | 0.0128 | -0.196 | |
| 5.30 | 5.90 | 20 | 234 | 39.8% | 0.31 | 0.0114 | -0.175 | 280 | 23.30 | 25.40 | 42.7% | -0.70 | 0.0116 | -0.176 | ||
| 3.20 | 3.70 | 3 | 229 | 40.0% | 0.22 | 0.0094 | -0.146 | 290 | 30.30 | 33.30 | 20 | 41.5% | -0.79 | 0.0097 | -0.148 | |
| 1.90 | 2.45 | 3 | 308 | 41.0% | 0.15 | 0.0072 | -0.116 | 300 | 38.80 | 41.50 | 40.3% | -0.86 | 0.0076 | -0.117 | ||
| 1.10 | 1.70 | 2 | 141 | 42.2% | 0.10 | 0.0054 | -0.088 | 310 | 48.20 | 50.80 | 41.8% | -0.91 | 0.0057 | -0.089 | ||
| 0.2000 | 1.20 | 83 | 41.2% | 0.07 | 0.0038 | -0.066 | 320 | 57.70 | 60.90 | 45.5% | -0.95 | 0.0043 | -0.067 | |||
| 0.1000 | 1.55 | 16 | 47.6% | 0.04 | 0.0027 | -0.048 | 330 | 67.70 | 70.50 | 48.1% | -0.98 | 0.0031 | -0.048 | |||
| 0 | 2.35 | 100 | 56.2% | 0.03 | 0.0019 | -0.035 | 340 | 77.40 | 80.40 | 49.1% | -0.99 | 0.0019 | -0.032 | |||
| 0 | 0.9500 | 5 | 51.6% | 0.02 | 0.0013 | -0.025 | 350 | 87.00 | 91.00 | 55.8% | -1.00 | 0.0006 | -0.026 | |||
| 0.0500 | 1.20 | 1 | 58.2% | 0.01 | 0.0009 | -0.018 | 360 | 97.40 | 100.60 | 60.1% | -1.00 | 0.0001 | -0.026 | |||
| 0 | 2.15 | 1 | 68.5% | 0.01 | 0.0007 | -0.013 | 370 | 107.40 | 110.40 | 61.8% | -1.00 | 0.0000 | -0.026 | |||
| 0 | 2.15 | 1 | 72.7% | 0.01 | 0.0005 | -0.010 | 380 | 117.40 | 121.00 | 72.2% | -1.00 | 0.0000 | -0.026 | |||
| 0 | 2.15 | 4 | 76.6% | 0.00 | 0.0003 | -0.007 | 390 | 127.40 | 131.00 | 76.2% | -1.00 | 0.0000 | -0.026 | |||
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