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Nucor Corporation NUE 267.91 -5.62 -2.05%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $267.86
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$4.61 $263.25 – $272.47 $262.34 – $273.38 $257.98 – $277.74
2 sessions ±2.4% ±$6.40 $261.46 – $274.26 $260.09 – $275.63 $254.04 – $281.68
3 sessions ±3.0% ±$8.06 $259.80 – $275.92 $258.24 – $277.48 $250.69 – $285.03
1 week ±3.8% ±$10.26 $257.60 – $278.12 $255.32 – $280.40 $246.03 – $289.69
2 weeks ±5.4% ±$14.38 $253.48 – $282.24 $250.07 – $285.65 $237.16 – $298.56
3 weeks ±6.6% ±$17.76 $250.10 – $285.62 $245.79 – $289.93 $230.33 – $305.39
1 month ±7.9% ±$21.08 $246.78 – $288.94 $241.53 – $294.19 $223.15 – $312.57
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±5.22%
Average actual move
2.78%
Beyond the implied move
0 / 3
Median IV change
-17.50%
Reaction session Implied Actual Used ATM IV before → after
July 29, 2025 ±4.53% -2.68% 0.59× 41.0% → 32.7%
April 29, 2025 ±5.51% +1.89% 0.34× 51.2% → 42.2%
January 28, 2025 ±5.62% +3.76% 0.67× 52.6% → 42.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →