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CSX Corporation CSX

INDUSTRIALS · RAILROADS
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Market dataready · fetched 2026-10-15T20:32:54.583Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:32:49.197418207Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:32:53.999478+00:00

Share price$48.75
1D+0.3%
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$2.64$5.28$7.92$10.56$45.37$46.92$48.48$50.03$51.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $48.75OPTION PRICELive CSX spot · $48.75CSX PRICE$0.23$0.64$0.52$0.40$0.28$0.35$0.44$0.53$0.71$1.42$2.14$2.77$2.05$0.32$0.37$0.32$0.28$0.30$0.46$0.63$0.80$1.31$2.22$3.23$4.24$9.80
PutsExpensive2.97×
CallsExpensive2.78×
SkewBearish+21.75 pp
Implied moveBearish±$1.07
TiltBearish32.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.9890.4%5.0%46.62108.3%5.0%
25Δ52.61190.2%9.2%47.1298.0%4.1%
30Δ51.44140.6%6.6%47.6375.2%3.0%
35Δ50.2691.0%3.9%48.1352.3%1.8%
40Δ49.0941.4%1.3%48.5438.4%1.0%
45Δ48.8839.6%1.0%48.6947.7%1.1%
50Δ48.7441.7%0.9%48.8557.0%1.1%
55Δ48.6143.7%0.8%49.0066.3%1.1%
60Δ48.4050.4%0.7%49.4291.3%1.3%
65Δ47.7681.6%0.9%50.32121.3%1.3%
70Δ47.12112.8%1.0%51.33152.5%1.3%
75Δ46.54140.2%1.2%52.34183.7%1.3%
80Δ46.9484.9%0.5%57.70339.3%1.7%

20Δ

Calls
Pseudo strike
50.98
IV
90.4%
B/E move
5.0%
Puts
Pseudo strike
46.62
IV
108.3%
B/E move
5.0%

25Δ

Calls
Pseudo strike
52.61
IV
190.2%
B/E move
9.2%
Puts
Pseudo strike
47.12
IV
98.0%
B/E move
4.1%

30Δ

Calls
Pseudo strike
51.44
IV
140.6%
B/E move
6.6%
Puts
Pseudo strike
47.63
IV
75.2%
B/E move
3.0%

35Δ

Calls
Pseudo strike
50.26
IV
91.0%
B/E move
3.9%
Puts
Pseudo strike
48.13
IV
52.3%
B/E move
1.8%

40Δ

Calls
Pseudo strike
49.09
IV
41.4%
B/E move
1.3%
Puts
Pseudo strike
48.54
IV
38.4%
B/E move
1.0%

45Δ

Calls
Pseudo strike
48.88
IV
39.6%
B/E move
1.0%
Puts
Pseudo strike
48.69
IV
47.7%
B/E move
1.1%

50Δ

Calls
Pseudo strike
48.74
IV
41.7%
B/E move
0.9%
Puts
Pseudo strike
48.85
IV
57.0%
B/E move
1.1%

55Δ

Calls
Pseudo strike
48.61
IV
43.7%
B/E move
0.8%
Puts
Pseudo strike
49.00
IV
66.3%
B/E move
1.1%

60Δ

Calls
Pseudo strike
48.40
IV
50.4%
B/E move
0.7%
Puts
Pseudo strike
49.42
IV
91.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
47.76
IV
81.6%
B/E move
0.9%
Puts
Pseudo strike
50.32
IV
121.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
47.12
IV
112.8%
B/E move
1.0%
Puts
Pseudo strike
51.33
IV
152.5%
B/E move
1.3%

75Δ

Calls
Pseudo strike
46.54
IV
140.2%
B/E move
1.2%
Puts
Pseudo strike
52.34
IV
183.7%
B/E move
1.3%

80Δ

Calls
Pseudo strike
46.94
IV
84.9%
B/E move
0.5%
Puts
Pseudo strike
57.70
IV
339.3%
B/E move
1.7%