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Quanex Building Products Corporation NX

i

Market dataready · fetched 2026-11-04T07:26:17.246Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-04T00:00:00.003781088Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-04T07:26:16.832141+00:00

Share price$21.04
1D-4.5%
AH$20.96$21.25$21.54$21.83$22.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNX
Sold putSold callAH

Quanex Building Products Corporation options

Live interpolated NX call and put midpoint premiums by absolute delta.Quanex Building Products Corporation$0.23$1.66$3.10$4.53$5.96$17.29$19.39$21.50$23.61$25.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive NX spot · $21.04NX PRICE$0.39$0.51$0.64$0.76$0.89$1.03$1.17$1.31$1.45$1.59$5.54$0.39$0.41$0.44$0.53$0.62$0.70$0.79$0.88$0.96$1.05$1.14$1.22$1.31
PutsCheap0.67×
Calls——
Skew——
Implied moveBullish±$1.96
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.9384.0%20.3%18.3579.8%14.7%
25Δ24.2482.5%17.6%19.2663.4%10.4%
30Δ23.5580.9%15.0%20.0449.7%6.9%
35Δ22.8679.3%12.3%20.2547.6%6.3%
40Δ22.3077.2%10.2%20.4545.4%5.7%
45Δ21.9074.4%9.0%20.6643.3%5.1%
50Δ21.4971.6%7.7%20.8741.2%4.6%
55Δ21.0868.8%6.4%21.0739.1%4.0%
60Δ20.6766.0%5.1%21.2837.0%3.4%
65Δ20.2663.2%3.8%21.4934.8%2.9%
70Δ21.7032.7%2.3%
75Δ21.9030.6%1.7%
80Δ16.52171.2%4.9%22.1128.5%1.1%

20Δ

Calls
Pseudo strike
24.93
IV
84.0%
B/E move
20.3%
Puts
Pseudo strike
18.35
IV
79.8%
B/E move
14.7%

25Δ

Calls
Pseudo strike
24.24
IV
82.5%
B/E move
17.6%
Puts
Pseudo strike
19.26
IV
63.4%
B/E move
10.4%

30Δ

Calls
Pseudo strike
23.55
IV
80.9%
B/E move
15.0%
Puts
Pseudo strike
20.04
IV
49.7%
B/E move
6.9%

35Δ

Calls
Pseudo strike
22.86
IV
79.3%
B/E move
12.3%
Puts
Pseudo strike
20.25
IV
47.6%
B/E move
6.3%

40Δ

Calls
Pseudo strike
22.30
IV
77.2%
B/E move
10.2%
Puts
Pseudo strike
20.45
IV
45.4%
B/E move
5.7%

45Δ

Calls
Pseudo strike
21.90
IV
74.4%
B/E move
9.0%
Puts
Pseudo strike
20.66
IV
43.3%
B/E move
5.1%

50Δ

Calls
Pseudo strike
21.49
IV
71.6%
B/E move
7.7%
Puts
Pseudo strike
20.87
IV
41.2%
B/E move
4.6%

55Δ

Calls
Pseudo strike
21.08
IV
68.8%
B/E move
6.4%
Puts
Pseudo strike
21.07
IV
39.1%
B/E move
4.0%

60Δ

Calls
Pseudo strike
20.67
IV
66.0%
B/E move
5.1%
Puts
Pseudo strike
21.28
IV
37.0%
B/E move
3.4%

65Δ

Calls
Pseudo strike
20.26
IV
63.2%
B/E move
3.8%
Puts
Pseudo strike
21.49
IV
34.8%
B/E move
2.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.70
IV
32.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.90
IV
30.6%
B/E move
1.7%

80Δ

Calls
Pseudo strike
16.52
IV
171.2%
B/E move
4.9%
Puts
Pseudo strike
22.11
IV
28.5%
B/E move
1.1%

Options history

IV · four-Friday blend56.94%
Daily EOD
NX51.9%57.0%62.2%2026-10-19: 52.58%2026-10-20: 55.14%2026-10-21: 53.13%2026-10-22: 58.16%2026-10-23: 53.59%2026-10-26: 61.47%2026-10-27: 55.92%2026-10-28: 61.49%2026-10-29: 59.20%2026-10-30: 56.94%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
52.58%
55.14%
53.13%
58.16%
53.59%
61.47%
55.92%
61.49%
59.20%
56.94%