Nucor Corporation (NUE)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 03:41 UTC · Figures derived from the full chain (750 contracts, 9 expirations) · IV own-history percentile appears after 60 recorded days (29 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±9.6% (range 235.68–285.78) by Nov 20, 2026. ATM straddle: 25.05 @ strike 260 · ATM IV: 40.6%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 234.66 | -10% | 79.3% | 20.7% |
| 247.69 | -5% | 64.3% | 35.7% |
| 260.73 | +0% | 47.6% | 52.4% |
| 273.77 | +5% | 32.0% | 68.0% |
| 286.80 | +10% | 19.7% | 80.3% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Nov 20, 2026 | 32 | ±9.6% | 40.6% | 6,502 |
| Dec 18, 2026 | 60 | ±12.4% | 38.3% | 8,347 |
| Jan 15, 2027 | 88 | ±14.3% | 36.6% | 21.1K |
| Mar 19, 2027 | 151 | ±19.2% | 37.5% | 3,238 |
| Apr 16, 2027 | 179 | ±20.6% | 37.0% | 431 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 270 C · 3,406210 P · 1,198260 C · 913250 C · 687220 P · 661
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 43 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 86.0% of the time.
Past earnings reactions
Avg |reaction| 5.4% · median 4.8% (23 reports). Two-session close-to-close window; definition
About Nucor Corporation
Nucor Corporation is a prominent producer and distributor of steel and diverse steel-related products. Within its Steel Mills division, the company manufactures a comprehensive range of steel goods. These include various sheet steel types like hot-rolled, cold-rolled, and galvanized, alongside plate steel. It also produces structural components such as wide-flange beams, beam blanks, H-piling, and sheet piling. Furthermore, this segment supplies bar steel products, encompassing blooms, billets, concrete reinforcing bars, merchant bars, and specialized bar quality items. Beyond manufacturing, Nucor's steel mills are involved in steel trading and the distribution of rebar. Its clientele primarily consists of steel service centers, fabricators, and manufacturers across the United States, Canada, and Mexico. The Steel Products segment provides an array of manufactured steel goods, such as hollow structural section tubing, electrical conduits, steel racking, joists and girders, steel decks, and fabricated concrete reinforcing steel. It also supplies cold finished steel, fasteners, complete metal building systems, insulated metal panels, steel grating, expanded metal, and various wire an
Basic Materials · Steel · NYSE · Profile: Financial Modeling Prep
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