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NUENucor Corporation

Options Analysis Report•STEEL WORKS, BLAST FURNACES & ROLLING MILLS (COKE OVENS)
Market Cap $56.8B|NYSE
● 2026-08-31$250.50
NEUTRAL
Analysis: 2026-08-28 EOD data
1Y +71.1%YTD +47.9%7D +2.4%
735
30D
±10.0%
12%

NUE Options Overview

IV is elevated. Conditions favor premium sellers.

REWARDS

RISK ANALYSIS

5.2VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for premium sellers

Learn
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NUE Gamma Walls

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Value

Is IV priced right?

6.2
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks6/9 checks passed
≤35%

IV Rank 77.2% — elevated vs history

<1.05x

IV/HV 1.04x — IV ≤ HV

Sector Relative≤50%

Sector percentile 60% — above sector median

<1.1x

Front/Back 0.94x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 37.2% — normal range

<80%

Effective IV 57.6% (ATM 37.2% + spread 10.2% + bias) — good value

<3.0%

Total drag 14.20% (spread 10.21% + slippage 3.99%) — high friction

≥5.0

Vega efficiency 59.57 (vega 60.823 / spread 10.21%) — efficient

Sentiment

Bullish or bearish?

6.8
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Moderate signal (Conviction: +12%, Raw: -4%)
|net sentiment| ≥25%

Conviction-weighted: +12% (bullish) — Raw: -4%

≥15%

|OI skew| 10.3% — balanced

Same sign, |vol skew| ≥10%

Vol skew +27.3%, OI skew +10.3% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: -65%, ATM: +89%, OTM: -37% — neutral (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 60% — bearish vs sector

Activity

Unusual activity?

2.1
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks0/8 checks passed
≥1.5x

Volume 0.5x avg — normal

≥15%

Vol/OI 1.1% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +2.2% (5d) — building

Sector Relative≥60%

Sector activity percentile 30% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 46% — patient

≥30

Conviction +12 (bullish) — mixed

Liquidity

Can I trade efficiently?

3.7
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks2/8 checks passed
≤5.0%

Spread 10.2% — wide

≥10,000

OI 64,699 — deep

≥500

Volume 735/day — adequate

≤$0.50

$0.51 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 60% — wider than sector

≥100 contracts

Depth 74.6 contracts (bid:40.9 ask:33.7) — thin

<1.0%

Avg slippage 3.99% — poor

Timing

Is now a good time?

7.3
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope -6.5% — contango

<30 or >70

IV percentile 77% — seller opportunity

≥10pts kink

IV kink -1.7pts — no clear event

<0.5 or >2.0

θ/ν ratio 698.31 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +12% @ 56% consistency — unclear

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls6.2
bullishIV cheap, bullish flow
Long Puts4.9
bearishIV cheap, bullish flow
Premium Sellers
Cash-Secured Put5.3
bullishIV too cheap, bullish flow
Covered Call4.1
bearishIV too cheap, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

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