NUE option chain Nucor Corporation
Cboe delayed options data · as of 12:41 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 ±9.7% (233.95–284.05) · ATM IV 40.6% · 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 | |
| 100.20 | 103.60 | 13 | 83.2% | 1.00 | 0.0002 | 0.000 | 160 | 0 | 2.20 | 2 | 98.4% | -0.00 | 0.0002 | -0.006 | ||
| 95.30 | 98.70 | 80.8% | 1.00 | 0.0002 | 0.000 | 165 | 0 | 2.20 | 7 | 93.2% | -0.00 | 0.0002 | -0.008 | |||
| 90.30 | 93.80 | 76.9% | 0.99 | 0.0003 | 0.000 | 170 | 0 | 2.25 | 8 | 88.4% | -0.01 | 0.0003 | -0.010 | |||
| 85.40 | 88.80 | 1 | 73.0% | 0.99 | 0.0004 | -0.002 | 175 | 0 | 2.25 | 83.4% | -0.01 | 0.0004 | -0.012 | |||
| 80.40 | 83.80 | 68.2% | 0.99 | 0.0006 | -0.006 | 180 | 0 | 1.50 | 27 | 72.5% | -0.01 | 0.0006 | -0.016 | |||
| 75.50 | 78.80 | 2 | 64.5% | 0.99 | 0.0008 | -0.011 | 185 | 0 | 1.65 | 69.2% | -0.01 | 0.0008 | -0.020 | |||
| 70.60 | 74.00 | 3 | 62.5% | 0.98 | 0.0010 | -0.017 | 190 | 0 | 0.8000 | 3 | 16 | 56.8% | -0.02 | 0.0010 | -0.025 | |
| 65.70 | 69.00 | 58.7% | 0.98 | 0.0013 | -0.023 | 195 | 0 | 0.5000 | 3 | 401 | 49.0% | -0.02 | 0.0013 | -0.032 | ||
| 60.80 | 64.20 | 7 | 56.3% | 0.97 | 0.0017 | -0.032 | 200 | 0.2000 | 1.05 | 254 | 53.0% | -0.03 | 0.0017 | -0.039 | ||
| 51.10 | 54.30 | 4 | 49.7% | 0.95 | 0.0029 | -0.053 | 210 | 0.1500 | 0.9000 | 14 | 144 | 43.4% | -0.05 | 0.0029 | -0.060 | |
| 41.80 | 45.20 | 12 | 47.7% | 0.91 | 0.0045 | -0.081 | 220 | 1.20 | 1.55 | 95 | 134 | 44.5% | -0.09 | 0.0045 | -0.087 | |
| 32.90 | 36.20 | 3 | 19 | 44.6% | 0.86 | 0.0067 | -0.115 | 230 | 2.20 | 3.00 | 79 | 227 | 43.5% | -0.14 | 0.0067 | -0.119 |
| 24.80 | 28.30 | 2 | 17 | 43.3% | 0.78 | 0.0091 | -0.149 | 240 | 4.10 | 5.10 | 76 | 165 | 42.7% | -0.23 | 0.0092 | -0.153 |
| 17.70 | 20.70 | 3 | 231 | 41.1% | 0.67 | 0.0113 | -0.178 | 250 | 7.10 | 7.60 | 26 | 132 | 40.9% | -0.33 | 0.0115 | -0.181 |
| 13.20 | 14.10 | 48 | 617 | 41.2% | 0.55 | 0.0126 | -0.193 | 260 | 10.60 | 12.20 | 45 | 175 | 39.9% | -0.46 | 0.0128 | -0.196 |
| 8.80 | 9.80 | 127 | 3,074 | 41.3% | 0.42 | 0.0126 | -0.189 | 270 | 15.60 | 19.00 | 21 | 87 | 40.7% | -0.58 | 0.0128 | -0.192 |
| 5.60 | 5.90 | 50 | 234 | 40.1% | 0.31 | 0.0113 | -0.170 | 280 | 22.10 | 25.50 | 39.4% | -0.70 | 0.0117 | -0.172 | ||
| 3.20 | 3.80 | 66 | 229 | 39.9% | 0.22 | 0.0094 | -0.141 | 290 | 30.00 | 33.30 | 20 | 39.2% | -0.80 | 0.0097 | -0.144 | |
| 0.8000 | 2.50 | 25 | 308 | 37.4% | 0.15 | 0.0072 | -0.111 | 300 | 38.60 | 41.20 | 35.9% | -0.87 | 0.0077 | -0.113 | ||
| 0.3500 | 1.90 | 114 | 141 | 39.6% | 0.10 | 0.0053 | -0.083 | 310 | 47.90 | 51.10 | 37.7% | -0.92 | 0.0058 | -0.086 | ||
| 0.1500 | 1.20 | 4 | 83 | 40.5% | 0.06 | 0.0038 | -0.061 | 320 | 57.30 | 60.70 | -0.96 | 0.0043 | -0.064 | |||
| 0.2000 | 2.45 | 2 | 16 | 47.1% | 0.04 | 0.0026 | -0.044 | 330 | 67.10 | 70.50 | -0.99 | 0.0029 | -0.043 | |||
| 0 | 0.8500 | 100 | 46.0% | 0.03 | 0.0018 | -0.031 | 340 | 77.00 | 81.00 | -1.00 | 0.0009 | -0.033 | ||||
| 0 | 2.30 | 2 | 5 | 60.0% | 0.02 | 0.0012 | -0.022 | 350 | 87.10 | 91.00 | -1.00 | 0.0000 | -0.033 | |||
| 0 | 2.30 | 64.5% | 0.01 | 0.0008 | -0.015 | 360 | 97.20 | 100.70 | -1.00 | 0.0000 | -0.033 | |||||
| 0 | 2.25 | 1 | 68.4% | 0.01 | 0.0006 | -0.011 | 370 | 107.10 | 111.00 | -1.00 | 0.0000 | -0.033 | ||||
| 0 | 2.20 | 1 | 72.2% | 0.01 | 0.0004 | -0.008 | 380 | 117.10 | 120.90 | -1.00 | 0.0000 | -0.033 | ||||
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