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CSX Corporation Common Stock CSX

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Market dataready · fetched 2026-11-06T21:07:05.748Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T21:00:44.28953842Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T21:07:05.165065+00:00

Share price$49.17
1D-3.0%
AH$48.98$49.44$49.91$50.37$50.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCSX
Sold putSold callAH

CSX Corporation Common Stock options

Live interpolated CSX call and put midpoint premiums by absolute delta.CSX Corporation Common Stock$0.18$0.76$1.34$1.91$2.49$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECSX PRICE$0.25$0.31$0.38$0.45$0.59$0.73$0.82$0.90$1.23$1.53$2.33$0.35$0.40$0.47$0.57$1.32$1.42$1.53$1.65$1.76$1.88
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.2032.6%4.6%
25Δ50.7731.7%3.9%47.7133.9%3.7%
30Δ50.3930.2%3.3%48.1829.8%2.8%
35Δ50.0028.6%2.6%48.4928.9%2.3%
40Δ49.7730.5%2.4%48.7528.7%2.0%
45Δ49.5332.4%2.2%
50Δ49.2731.0%1.9%
55Δ49.0029.3%1.5%49.6240.1%1.8%
60Δ48.6534.2%1.4%49.9237.4%1.4%
65Δ48.2937.4%1.3%50.1735.0%1.1%
70Δ50.3932.6%0.9%
75Δ47.3844.1%1.1%50.6230.2%0.6%
80Δ50.8527.9%0.4%

20Δ

Calls
Pseudo strike
51.20
IV
32.6%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
50.77
IV
31.7%
B/E move
3.9%
Puts
Pseudo strike
47.71
IV
33.9%
B/E move
3.7%

30Δ

Calls
Pseudo strike
50.39
IV
30.2%
B/E move
3.3%
Puts
Pseudo strike
48.18
IV
29.8%
B/E move
2.8%

35Δ

Calls
Pseudo strike
50.00
IV
28.6%
B/E move
2.6%
Puts
Pseudo strike
48.49
IV
28.9%
B/E move
2.3%

40Δ

Calls
Pseudo strike
49.77
IV
30.5%
B/E move
2.4%
Puts
Pseudo strike
48.75
IV
28.7%
B/E move
2.0%

45Δ

Calls
Pseudo strike
49.53
IV
32.4%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
49.27
IV
31.0%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
49.00
IV
29.3%
B/E move
1.5%
Puts
Pseudo strike
49.62
IV
40.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
48.65
IV
34.2%
B/E move
1.4%
Puts
Pseudo strike
49.92
IV
37.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
48.29
IV
37.4%
B/E move
1.3%
Puts
Pseudo strike
50.17
IV
35.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.39
IV
32.6%
B/E move
0.9%

75Δ

Calls
Pseudo strike
47.38
IV
44.1%
B/E move
1.1%
Puts
Pseudo strike
50.62
IV
30.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.85
IV
27.9%
B/E move
0.4%

Options history

IV · four-Friday blend24.05%
Daily close
CSX16.5%32.7%48.9%2026-08-10: 24.77%2026-08-11: 23.37%2026-08-12: 28.93%2026-08-13: 35.33%2026-08-14: 18.77%2026-08-17: 19.74%2026-08-18: 26.09%2026-08-19: 29.82%2026-08-20: 28.38%2026-08-21: 22.89%2026-08-24: 24.54%2026-08-25: 24.69%2026-08-26: 27.90%2026-08-27: 36.49%2026-08-28: 23.76%2026-08-31: 25.08%2026-09-01: 30.84%2026-09-02: 32.85%2026-09-03: 33.99%2026-09-04: 25.81%2026-09-08: 31.65%2026-09-09: 35.50%2026-09-10: 32.71%2026-09-11: 23.39%2026-09-14: 25.65%2026-09-15: 29.85%2026-09-16: 27.62%2026-09-17: 29.07%2026-09-18: 25.16%2026-09-21: 28.44%2026-09-22: 25.64%2026-09-23: 26.12%2026-09-24: 31.04%2026-09-25: 25.80%2026-09-28: 28.81%2026-09-29: 26.60%2026-09-30: 27.83%2026-10-01: 33.29%2026-10-02: 27.82%2026-10-05: 30.97%2026-10-06: 30.12%2026-10-07: 36.83%2026-10-08: 44.99%2026-10-09: 29.01%2026-10-12: 30.89%2026-10-13: 31.98%2026-10-14: 34.46%2026-10-15: 38.57%2026-10-16: 35.49%2026-10-19: 38.46%2026-10-20: 42.58%2026-10-21: 46.64%2026-10-22: 32.99%2026-10-23: 21.85%2026-10-26: 24.06%2026-10-27: 25.60%2026-10-28: 26.59%2026-10-30: 24.05%Aug 10Sep 18Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
24.77%
23.37%
28.93%
35.33%
18.77%
19.74%
26.09%
29.82%
28.38%
22.89%
24.54%
24.69%
27.90%
36.49%
23.76%
25.08%
30.84%
32.85%
33.99%
25.81%
31.65%
35.50%
32.71%
23.39%
25.65%
29.85%
27.62%
29.07%
25.16%
28.44%
25.64%
26.12%
31.04%
25.80%
28.81%
26.60%
27.83%
33.29%
27.82%
30.97%
30.12%
36.83%
44.99%
29.01%
30.89%
31.98%
34.46%
38.57%
35.49%
38.46%
42.58%
46.64%
32.99%
21.85%
24.06%
25.60%
26.59%
24.05%