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Quanex Building Products Corporation NX

INDUSTRIALS · BUILDING PRODUCTS & EQUIPMENT
i

Market dataready · fetched 2026-11-05T17:25:20.244Z

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 · 2026-11-05T17:25:05.564647568Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-05T17:25:18.989364+00:00

Share price$20.88
1D-8.0%
$20.72$21.25$21.78$22.31$22.845:30 AM6:30 AM9:00 AM1:00 PMNX
Sold putSold call

Quanex Building Products Corporation options

Live interpolated NX call and put midpoint premiums by absolute delta.Quanex Building Products Corporation$0.26$1.71$3.16$4.62$6.07$16.81$19.42$22.03$24.65$27.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NX spot · $20.88NX PRICE$0.42$0.67$0.93$1.18$1.44$1.69$1.88$2.06$2.25$2.74$3.48$4.21$5.65$0.42$0.48$0.54$0.62$0.73$0.85$0.96$1.08$1.19$1.31$1.43$1.54$1.66
PutsCheap0.75×
CallsExpensive1.24×
SkewBullish-72.18 pp
Implied moveBullish±$2.84
TiltBullish38.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.9292.3%21.4%18.1087.5%15.3%
25Δ24.44101.3%20.3%18.8376.3%12.1%
30Δ23.96110.2%19.2%19.5565.1%8.9%
35Δ23.48119.1%18.1%20.0957.3%6.7%
40Δ23.00128.1%17.0%20.3555.1%6.1%
45Δ22.52137.0%16.0%20.6052.9%5.4%
50Δ21.79130.0%13.4%20.8550.8%4.8%
55Δ21.05122.3%10.7%21.1048.6%4.1%
60Δ20.32114.7%8.1%21.3546.5%3.5%
65Δ19.51119.8%6.6%21.6044.3%2.8%
70Δ18.64134.4%6.0%21.8542.1%2.2%
75Δ17.78149.1%5.4%22.1040.0%1.5%
80Δ16.28184.3%5.0%22.3537.8%0.9%

20Δ

Calls
Pseudo strike
24.92
IV
92.3%
B/E move
21.4%
Puts
Pseudo strike
18.10
IV
87.5%
B/E move
15.3%

25Δ

Calls
Pseudo strike
24.44
IV
101.3%
B/E move
20.3%
Puts
Pseudo strike
18.83
IV
76.3%
B/E move
12.1%

30Δ

Calls
Pseudo strike
23.96
IV
110.2%
B/E move
19.2%
Puts
Pseudo strike
19.55
IV
65.1%
B/E move
8.9%

35Δ

Calls
Pseudo strike
23.48
IV
119.1%
B/E move
18.1%
Puts
Pseudo strike
20.09
IV
57.3%
B/E move
6.7%

40Δ

Calls
Pseudo strike
23.00
IV
128.1%
B/E move
17.0%
Puts
Pseudo strike
20.35
IV
55.1%
B/E move
6.1%

45Δ

Calls
Pseudo strike
22.52
IV
137.0%
B/E move
16.0%
Puts
Pseudo strike
20.60
IV
52.9%
B/E move
5.4%

50Δ

Calls
Pseudo strike
21.79
IV
130.0%
B/E move
13.4%
Puts
Pseudo strike
20.85
IV
50.8%
B/E move
4.8%

55Δ

Calls
Pseudo strike
21.05
IV
122.3%
B/E move
10.7%
Puts
Pseudo strike
21.10
IV
48.6%
B/E move
4.1%

60Δ

Calls
Pseudo strike
20.32
IV
114.7%
B/E move
8.1%
Puts
Pseudo strike
21.35
IV
46.5%
B/E move
3.5%

65Δ

Calls
Pseudo strike
19.51
IV
119.8%
B/E move
6.6%
Puts
Pseudo strike
21.60
IV
44.3%
B/E move
2.8%

70Δ

Calls
Pseudo strike
18.64
IV
134.4%
B/E move
6.0%
Puts
Pseudo strike
21.85
IV
42.1%
B/E move
2.2%

75Δ

Calls
Pseudo strike
17.78
IV
149.1%
B/E move
5.4%
Puts
Pseudo strike
22.10
IV
40.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
16.28
IV
184.3%
B/E move
5.0%
Puts
Pseudo strike
22.35
IV
37.8%
B/E move
0.9%

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%