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CSX Corporation CSX

INDUSTRIALS · RAILROADS
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Market dataready · fetched 2026-10-16T00:14:45.653Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:19:05.155076029Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:44.959201+00:00

Share price$48.53
1D+1.0%
AH$48.31$48.52$48.73$48.94$49.155:30 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$0.30$1.53$2.77$4.01$5.24$43.24$45.99$48.74$51.48$54.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CSX spot · $48.53CSX PRICE$0.43$0.60$0.76$0.93$1.12$1.48$1.84$2.20$2.56$3.08$3.67$4.26$4.89$0.48$0.60$0.73$0.86$1.12$1.38$1.64$1.91$2.17$2.58$3.06$3.54$4.02
PutsCheap0.89×
CallsExpensive1.25×
SkewBullish-5.87 pp
Implied moveBullish±$3.49
TiltBullish7.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.3826.0%8.8%45.4226.9%7.4%
25Δ51.7726.1%7.9%46.1225.6%6.2%
30Δ51.1526.3%7.0%46.8224.2%5.0%
35Δ50.5426.4%6.1%47.5122.9%3.9%
40Δ49.9326.7%5.2%47.9823.2%3.4%
45Δ49.3728.3%4.8%48.4523.6%3.0%
50Δ48.8029.9%4.4%48.9224.0%2.6%
55Δ48.2431.4%3.9%49.3824.3%2.2%
60Δ47.6733.0%3.5%49.8524.7%1.7%
65Δ46.9434.3%3.1%50.4324.9%1.4%
70Δ46.1435.4%2.6%51.0625.1%1.1%
75Δ45.3336.5%2.2%51.7025.3%0.8%
80Δ44.4936.2%1.7%52.3325.5%0.5%

20Δ

Calls
Pseudo strike
52.38
IV
26.0%
B/E move
8.8%
Puts
Pseudo strike
45.42
IV
26.9%
B/E move
7.4%

25Δ

Calls
Pseudo strike
51.77
IV
26.1%
B/E move
7.9%
Puts
Pseudo strike
46.12
IV
25.6%
B/E move
6.2%

30Δ

Calls
Pseudo strike
51.15
IV
26.3%
B/E move
7.0%
Puts
Pseudo strike
46.82
IV
24.2%
B/E move
5.0%

35Δ

Calls
Pseudo strike
50.54
IV
26.4%
B/E move
6.1%
Puts
Pseudo strike
47.51
IV
22.9%
B/E move
3.9%

40Δ

Calls
Pseudo strike
49.93
IV
26.7%
B/E move
5.2%
Puts
Pseudo strike
47.98
IV
23.2%
B/E move
3.4%

45Δ

Calls
Pseudo strike
49.37
IV
28.3%
B/E move
4.8%
Puts
Pseudo strike
48.45
IV
23.6%
B/E move
3.0%

50Δ

Calls
Pseudo strike
48.80
IV
29.9%
B/E move
4.4%
Puts
Pseudo strike
48.92
IV
24.0%
B/E move
2.6%

55Δ

Calls
Pseudo strike
48.24
IV
31.4%
B/E move
3.9%
Puts
Pseudo strike
49.38
IV
24.3%
B/E move
2.2%

60Δ

Calls
Pseudo strike
47.67
IV
33.0%
B/E move
3.5%
Puts
Pseudo strike
49.85
IV
24.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
46.94
IV
34.3%
B/E move
3.1%
Puts
Pseudo strike
50.43
IV
24.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
46.14
IV
35.4%
B/E move
2.6%
Puts
Pseudo strike
51.06
IV
25.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
45.33
IV
36.5%
B/E move
2.2%
Puts
Pseudo strike
51.70
IV
25.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
44.49
IV
36.2%
B/E move
1.7%
Puts
Pseudo strike
52.33
IV
25.5%
B/E move
0.5%