NUE · Expected Move
Nucor Corporation
The expected move for NUE is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
NUE straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current NUE Expected Move
30-Day Straddle
$27.35
7-Day Straddle
$11.10
30-Day ATM IV
39.7%
IV Rank
91%
Implied one-standard-deviation move through the next 30 days. Compare to NUE's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
NUE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261008 | $27.35 | $11.10 | 39.7% | 91% |
| 20261007 | $27.60 | $11.90 | 39.6% | 91% |
| 20261006 | $28.20 | $12.35 | 39.7% | 92% |
| 20261005 | $28.00 | $12.90 | 38.9% | 82% |
| 20261002 | $12.75 | $12.75 | 36.6% | 58% |
| 20261001 | $13.90 | $13.90 | 36.6% | 58% |
| 20260930 | $15.10 | $15.10 | 37.3% | 66% |
| 20260929 | $15.05 | $15.05 | 37.0% | 62% |
| 20260928 | $15.65 | $15.65 | 36.5% | 57% |
| 20260925 | $16.35 | $16.35 | 35.7% | 47% |
| 20260924 | $16.85 | $16.85 | 35.7% | 48% |
| 20260923 | $17.75 | $17.75 | 35.8% | 49% |
| 20260922 | $18.45 | $18.45 | 35.9% | 50% |
| 20260921 | $18.35 | $18.35 | 36.6% | 58% |
| 20260918 | $18.25 | $3.35 | 33.3% | 21% |
| 20260917 | $21.30 | $8.90 | 35.0% | 40% |
| 20260916 | $22.75 | $8.95 | 38.2% | 75% |
| 20260915 | $22.35 | $10.55 | 37.0% | 62% |
| 20260914 | $22.50 | $11.25 | 36.8% | 59% |
| 20260911 | $21.85 | $10.75 | 34.3% | 32% |
| 20260910 | $23.10 | $12.30 | 35.5% | 45% |
| 20260909 | $23.90 | $12.55 | 36.6% | 57% |
| 20260908 | $25.05 | $13.95 | 37.3% | 65% |
| 20260904 | $25.20 | $14.50 | 35.6% | 46% |
| 20260903 | $24.25 | $15.20 | 33.8% | 27% |
| 20260902 | $15.45 | $15.45 | 34.3% | 32% |
| 20260901 | $15.85 | $15.85 | 35.4% | 45% |
| 20260831 | $14.85 | $14.85 | 35.5% | 45% |
| 20260828 | $16.70 | $16.70 | 35.4% | 44% |
| 20260827 | $17.70 | $17.70 | 35.7% | 48% |
| 20260826 | $18.75 | $18.75 | 36.5% | 55% |
| 20260825 | $19.05 | $19.05 | 37.0% | 60% |
| 20260824 | $19.05 | $19.05 | 36.5% | 55% |
| 20260821 | $19.55 | $3.62 | 35.2% | 42% |
| 20260820 | $20.00 | $5.10 | 37.0% | 61% |
| 20260819 | $21.05 | $7.40 | 36.8% | 59% |
| 20260818 | $20.85 | $9.65 | 32.8% | 15% |
| 20260817 | $21.65 | $9.10 | 33.2% | 20% |
| 20260814 | $21.75 | $10.20 | 32.6% | 13% |
| 20260813 | $23.90 | $10.85 | 34.4% | 33% |
| 20260812 | $22.95 | $11.90 | 33.2% | 20% |
| 20260811 | $23.50 | $13.40 | 33.7% | 24% |
| 20260810 | $25.90 | $14.35 | 35.6% | 45% |
| 20260807 | — | — | 34.8% | 37% |
| 20260806 | $27.35 | $15.90 | 36.6% | 56% |
| 20260805 | $16.95 | $16.95 | 35.9% | 49% |
| 20260804 | $18.10 | $18.10 | 36.9% | 60% |
| 20260803 | $16.75 | $16.75 | 35.4% | 44% |
| 20260731 | $17.15 | $17.15 | 35.0% | 40% |
| 20260730 | $17.75 | $17.75 | 34.7% | 36% |
| 20260729 | $19.30 | $19.30 | 36.4% | 54% |
| 20260728 | $20.75 | $20.75 | 36.6% | 56% |
| 20260727 | $21.35 | $21.35 | 40.5% | 98% |
| 20260724 | $21.85 | $21.85 | 39.3% | 86% |
| 20260723 | $21.40 | $21.40 | 39.3% | 86% |
| 20260722 | $21.80 | $21.80 | 39.7% | 90% |
| 20260721 | $21.20 | $21.20 | 38.6% | 78% |
| 20260720 | $21.80 | $21.80 | 40.1% | 94% |
| 20260716 | $23.15 | $5.10 | 38.5% | 77% |
| 20260715 | $23.90 | $6.68 | 39.2% | 84% |
More on NUE
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.