NUE volatility Nucor Corporation
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.35.1%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.35.3%
HV6037.9%
IV − HV20 spread
-0.2pt
Universe percentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
55
Own-history percentileWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
3/60 days recorded
Cboe delayed options data · as of 12:36 UTC · How these are computed
IV term structure
At-the-money implied volatility for each listed expiration, plotted by days remaining.
| Expires | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied move |
|---|---|---|---|---|
| Sep 18, 2026 | 15 | 35.1% | +1.4pt | ±5.9% |
| Oct 16, 2026 | 43 | 35.0% | +0.9pt | ±9.7% |
| Dec 18, 2026 | 106 | 36.7% | +2.6pt | ±15.8% |
| Jan 15, 2027 | 134 | 36.2% | +1.2pt | ±17.4% |
| Mar 19, 2027 | 197 | 37.3% | +3.4pt | ±21.7% |
| Apr 16, 2027 | 225 | 36.8% | +2.9pt | ±22.8% |
| Jun 17, 2027 | 287 | 37.7% | +4.1pt | ±26.3% |
| Sep 17, 2027 | 379 | 38.4% | +5.1pt | ±30.7% |
| Jan 21, 2028 | 505 | 39.4% | +5.2pt | ±35.8% |
Volatility smile — Sep 18, 2026
Implied volatility by strike. The tilt toward puts (left side higher) is the skew: downside protection priced richer than upside.
callsputs
Implied vs realized, daily record
IV30HV20