NUE option chain Nucor Corporation
Cboe delayed options data · as of 18:42 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% (236.26–286.46) · ATM IV 41.2% · 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 | |
| 101.30 | 104.10 | 13 | 98.5% | 1.00 | 0.0002 | 0.000 | 160 | 0 | 2.20 | 2 | 100.0% | -0.00 | 0.0002 | -0.007 | ||
| 96.30 | 99.20 | 93.8% | 0.99 | 0.0002 | 0.000 | 165 | 0 | 2.25 | 7 | 95.1% | -0.00 | 0.0003 | -0.009 | |||
| 91.40 | 93.60 | 83.7% | 0.99 | 0.0003 | 0.000 | 170 | 0 | 2.25 | 8 | 89.9% | -0.01 | 0.0003 | -0.011 | |||
| 86.40 | 89.30 | 1 | 84.5% | 0.99 | 0.0004 | -0.003 | 175 | 0 | 0.3000 | 61.1% | -0.01 | 0.0004 | -0.014 | |||
| 81.60 | 84.30 | 80.7% | 0.99 | 0.0006 | -0.007 | 180 | 0.0500 | 1.45 | 27 | 73.7% | -0.01 | 0.0006 | -0.017 | |||
| 76.50 | 79.40 | 2 | 75.5% | 0.99 | 0.0008 | -0.012 | 185 | 0 | 2.40 | 75.9% | -0.01 | 0.0008 | -0.022 | |||
| 71.60 | 74.40 | 3 | 71.0% | 0.98 | 0.0010 | -0.018 | 190 | 0.0500 | 0.7500 | 16 | 57.7% | -0.02 | 0.0010 | -0.027 | ||
| 66.80 | 68.80 | 63.5% | 0.98 | 0.0014 | -0.025 | 195 | 0.2000 | 0.8500 | 401 | 56.3% | -0.02 | 0.0014 | -0.034 | |||
| 61.90 | 64.20 | 7 | 61.8% | 0.97 | 0.0018 | -0.034 | 200 | 0.2000 | 0.7500 | 1 | 254 | 51.3% | -0.03 | 0.0018 | -0.042 | |
| 52.20 | 54.50 | 4 | 55.3% | 0.95 | 0.0029 | -0.056 | 210 | 0.4500 | 0.9500 | 8 | 144 | 46.8% | -0.05 | 0.0029 | -0.063 | |
| 42.80 | 45.20 | 12 | 50.8% | 0.91 | 0.0045 | -0.085 | 220 | 1.10 | 1.70 | 27 | 134 | 45.6% | -0.09 | 0.0045 | -0.090 | |
| 34.10 | 36.50 | 19 | 48.5% | 0.86 | 0.0066 | -0.118 | 230 | 2.10 | 2.70 | 5 | 227 | 43.2% | -0.14 | 0.0067 | -0.123 | |
| 26.00 | 28.00 | 7 | 17 | 45.2% | 0.78 | 0.0091 | -0.154 | 240 | 3.90 | 4.70 | 42 | 165 | 42.2% | -0.22 | 0.0091 | -0.157 |
| 18.60 | 20.40 | 3 | 231 | 42.3% | 0.67 | 0.0113 | -0.183 | 250 | 6.70 | 8.00 | 10 | 132 | 41.8% | -0.33 | 0.0114 | -0.186 |
| 13.20 | 14.00 | 27 | 617 | 41.3% | 0.55 | 0.0126 | -0.197 | 260 | 10.60 | 12.40 | 14 | 175 | 41.1% | -0.45 | 0.0128 | -0.200 |
| 8.50 | 9.50 | 14 | 3,074 | 40.6% | 0.42 | 0.0127 | -0.193 | 270 | 16.00 | 17.80 | 87 | 40.4% | -0.58 | 0.0128 | -0.195 | |
| 5.40 | 6.00 | 42 | 234 | 40.3% | 0.31 | 0.0114 | -0.173 | 280 | 22.50 | 24.40 | 39.5% | -0.70 | 0.0117 | -0.174 | ||
| 3.10 | 3.80 | 9 | 229 | 40.1% | 0.21 | 0.0094 | -0.143 | 290 | 30.00 | 32.20 | 20 | 38.4% | -0.79 | 0.0097 | -0.144 | |
| 1.80 | 2.50 | 4 | 308 | 40.9% | 0.14 | 0.0072 | -0.111 | 300 | 38.50 | 41.00 | 37.9% | -0.87 | 0.0075 | -0.111 | ||
| 1.05 | 1.50 | 3 | 141 | 41.3% | 0.09 | 0.0052 | -0.082 | 310 | 47.70 | 50.50 | 38.2% | -0.92 | 0.0056 | -0.082 | ||
| 0.4000 | 1.05 | 15 | 83 | 41.5% | 0.06 | 0.0037 | -0.059 | 320 | 57.30 | 60.20 | 36.9% | -0.96 | 0.0041 | -0.059 | ||
| 0.1000 | 2.50 | 16 | 52.5% | 0.04 | 0.0025 | -0.042 | 330 | 66.80 | 70.00 | -0.98 | 0.0031 | -0.041 | ||||
| 0 | 2.35 | 100 | 56.3% | 0.02 | 0.0017 | -0.029 | 340 | 76.60 | 80.50 | -1.00 | 0.0015 | -0.027 | ||||
| 0 | 2.30 | 5 | 60.8% | 0.02 | 0.0012 | -0.020 | 350 | 86.70 | 90.50 | -1.00 | 0.0001 | -0.024 | ||||
| 0.0500 | 1.20 | 1 | 58.3% | 0.01 | 0.0008 | -0.014 | 360 | 96.80 | 100.10 | -1.00 | 0.0000 | -0.024 | ||||
| 0 | 2.20 | 1 | 69.0% | 0.01 | 0.0005 | -0.010 | 370 | 107.00 | 110.10 | -1.00 | 0.0000 | -0.024 | ||||
| 0 | 2.15 | 1 | 72.8% | 0.00 | 0.0004 | -0.007 | 380 | 116.50 | 120.50 | -1.00 | 0.0000 | -0.024 | ||||
| 0 | 2.15 | 4 | 76.8% | 0.00 | 0.0002 | -0.005 | 390 | 126.70 | 130.50 | -1.00 | 0.0000 | -0.024 | ||||
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