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CSX Corporation CSX

INDUSTRIALS · RAILROADS
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Market dataready · fetched 2026-10-15T20:02:24.728Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:04.116369559Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:02:24.332692+00:00

Share price$48.69
1D+0.2%
AH$48.33$48.45$48.58$48.70$48.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCSX
Sold putSold callAH

CSX Corporation options

Live interpolated CSX call and put midpoint premiums by absolute delta.CSX Corporation$0.00$2.33$4.66$6.99$9.31$45.53$47.05$48.56$50.08$51.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $48.69OPTION PRICELive CSX spot · $48.69CSX PRICE$0.22$0.63$0.50$0.37$0.30$0.39$0.48$0.57$1.03$1.69$2.35$2.01$3.28$0.31$0.37$0.33$0.29$0.25$0.40$0.57$0.74$1.14$1.93$2.96$3.99$8.64
PutsExpensive2.75×
CallsExpensive2.83×
SkewBearish+9.93 pp
Implied moveBearish±$1.05
TiltBearish22.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.4075.4%4.0%46.67102.0%4.8%
25Δ52.54187.2%9.2%47.0897.1%4.1%
30Δ51.25133.6%6.3%47.5376.7%3.1%
35Δ49.9680.1%3.4%47.9956.2%2.0%
40Δ48.9640.8%1.2%48.4535.7%1.0%
45Δ48.8343.2%1.1%48.6441.3%0.9%
50Δ48.6945.6%1.0%48.7950.2%1.0%
55Δ48.5548.1%0.9%48.9459.1%1.0%
60Δ48.1168.1%0.9%49.2879.1%1.1%
65Δ47.5297.6%1.1%50.03108.2%1.2%
70Δ46.93127.0%1.2%51.06139.4%1.2%
75Δ47.09101.4%0.8%52.09170.5%1.2%
80Δ45.77136.1%0.7%56.58297.9%1.5%

20Δ

Calls
Pseudo strike
50.40
IV
75.4%
B/E move
4.0%
Puts
Pseudo strike
46.67
IV
102.0%
B/E move
4.8%

25Δ

Calls
Pseudo strike
52.54
IV
187.2%
B/E move
9.2%
Puts
Pseudo strike
47.08
IV
97.1%
B/E move
4.1%

30Δ

Calls
Pseudo strike
51.25
IV
133.6%
B/E move
6.3%
Puts
Pseudo strike
47.53
IV
76.7%
B/E move
3.1%

35Δ

Calls
Pseudo strike
49.96
IV
80.1%
B/E move
3.4%
Puts
Pseudo strike
47.99
IV
56.2%
B/E move
2.0%

40Δ

Calls
Pseudo strike
48.96
IV
40.8%
B/E move
1.2%
Puts
Pseudo strike
48.45
IV
35.7%
B/E move
1.0%

45Δ

Calls
Pseudo strike
48.83
IV
43.2%
B/E move
1.1%
Puts
Pseudo strike
48.64
IV
41.3%
B/E move
0.9%

50Δ

Calls
Pseudo strike
48.69
IV
45.6%
B/E move
1.0%
Puts
Pseudo strike
48.79
IV
50.2%
B/E move
1.0%

55Δ

Calls
Pseudo strike
48.55
IV
48.1%
B/E move
0.9%
Puts
Pseudo strike
48.94
IV
59.1%
B/E move
1.0%

60Δ

Calls
Pseudo strike
48.11
IV
68.1%
B/E move
0.9%
Puts
Pseudo strike
49.28
IV
79.1%
B/E move
1.1%

65Δ

Calls
Pseudo strike
47.52
IV
97.6%
B/E move
1.1%
Puts
Pseudo strike
50.03
IV
108.2%
B/E move
1.2%

70Δ

Calls
Pseudo strike
46.93
IV
127.0%
B/E move
1.2%
Puts
Pseudo strike
51.06
IV
139.4%
B/E move
1.2%

75Δ

Calls
Pseudo strike
47.09
IV
101.4%
B/E move
0.8%
Puts
Pseudo strike
52.09
IV
170.5%
B/E move
1.2%

80Δ

Calls
Pseudo strike
45.77
IV
136.1%
B/E move
0.7%
Puts
Pseudo strike
56.58
IV
297.9%
B/E move
1.5%