How often does Nucor move more than the options market prices?

1 of the last 8 reports moved at least as far as the implied move.

NUENYSESteel Works, Blast Furnaces & Rolling Mills (Coke Ovens)

Nucor Corp (NUE) earnings date, market-implied expected move, and options open interest by expiry

270.04

Closed17:31 ET

Open274.88Volume1.5MMkt cap$62.1BP/E21.53EPS12.54Div yield0.82%

Day269.53 – 275.009%52-wk139.30 – 279.4593%

NUE

Nucor Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 25

after close · in 86 days

est.Q4 FY26

Calendar

Next report

Last report

+5.22%

vs ±8.1% implied · ×0.64

shaded = implied · ▲▼ = realized

Oct 26 '26 · confirmed

Implied vs realized

Largest filed tie

85.00%

of NUE revenue · Contract customers

customerNUE 10-K

Supply chain

Largest filed tie

13F top-10 QoQ

+1.55%

shares held · 10 largest managers

13F · Jun 30 '26123d lag

1,550 managers

Top fund weight

3.88%

NUE weight · XLB

N-PORTJun 30 '26

10 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Nucor (NUE) is expected to report on Jan 25 after close (estimated date).

Implied vs realized

8 reports

1 of 8≥ implied

avg implied: ±5.8%
avg realized: ±4.1%

Jan 27 '25Jan 27 '25confirmed±4.7%▲+3.76%×0.80

Apr 28 '25Apr 28 '25confirmed±4.7%▲+1.89%×0.40

Jul 28 '25Jul 28 '25confirmed±3.9%▼−2.68%×0.69

Q3 FY25Oct 27 '25confirmed±4.8%▲+5.43%×1.14

Jan 26 '26Jan 26 '26confirmed±6.7%▼−2.30%×0.34

Q1 FY26Apr 27 '26confirmed±6.5%▲+4.70%×0.73

Q2 FY26Jul 27 '26confirmed±7.4%▲+7.17%×0.97

Oct 26 '26Oct 26 '26confirmed±8.1%▲+5.22%×0.64

quarterimplied−10%0+10%realized×

Oct '26±8.1%▲+5.22%×0.64

Q2 FY26±7.4%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 5 expiries · Oct 26 close

0.40OI · 5 expiries · Oct 26 closeP/C open interest · Mar 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

2,141+6%Nov 2020d0.405,406+1%0.40

4,3080%Dec 1848d0.954,5290%0.95

8,916+1%Jan 1576d0.7312,2810%0.73

report · Jan 25 · after close · est.

9430%Mar 19139d2,3330%

2240%Apr 16167d0.42528+1%0.42

ExpiryPutsCallsP/C

Nov 2020d2,141+6%5,406+1%0.40

Dec 1848d4,3080%4,5290%0.95

Jan 1576d8,916+1%12,2810%0.73

report · Jan 25 · after close · est.

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

12.31%as filednet margin · revenue +9.49% QoQ · +22.95% YoY

Revenue

$10.4B+9.49% QoQ

Gross profit

$2.0B+35.51% QoQ

19.56% margin

Operating income

$1.6B+47.02% QoQ

15.67% margin

Pre-tax income

$1.6B+48.27% QoQ

Net income

$1.3B+47.13% QoQ

12.31% margin

Cost of revenue

$8.4B+4.60% QoQ

Operating expenses

$405M+3.05% QoQ

Other expense

$4M

Tax

$345M+52.65% QoQ

Revenue$10.4B+9.49%

Gross profit

$2.0B+35.51%

19.56% margin

Operating income

$1.6B+47.02%

15.67% margin

Pre-tax income

$1.6B+48.27%

Net income

$1.3B+47.13%

12.31% margin

Cost of revenue

$8.4B+4.60%

Operating expenses

$405M+3.05%

Other expense

$4M

Tax$345M+52.65%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jul 4 '26 · width = $

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ down · bars = volume, 15mSource: market data · 17:30 ET

Intraday

Event sensitivity

FOMC ×1.00· ±1.5% vs ±1.5% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±1.5%13 of 24×1.00

CPIconsumer prices±1.3%5 of 10×0.88

NFPjobs report±1.3%6 of 10×0.83

PCEpersonal income & outlays±1.3%12 of 19×0.83

PPIproducer prices±1.2%7 of 10×0.79

CPROFcorporate profits±1.0%8 of 12×0.69

GDPgross domestic product±1.0%13 of 19×0.64

Bar = avg |move| to ±2% · tick = ±1.5% avg day · ×base = |move| ÷ ±1.5% · min 6 releases

Earnings history

EPS 5.04 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Jul 27 '26 · confirmed	5.04	—
Q1 FY26	Apr 27 '26 · confirmed	3.23	—
Q3 FY25	Oct 27 '25 · confirmed	2.63	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod