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Norfolk Southern Corporation NSC

INDUSTRIALS · RAILROADS
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Market dataready · fetched 2026-10-15T20:33:41.239Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.004005423Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:40.253064+00:00

Share price$324.83
1D-0.8%
AH$322$324$325$327$3285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMNSC
Sold putSold callAH

Norfolk Southern Corporation options

Live interpolated NSC call and put midpoint premiums by absolute delta.Norfolk Southern Corporation$0.46$2.64$4.82$6.99$9.17$317.88$320.74$323.60$326.46$329.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $324.83OPTION PRICELive NSC spot · $324.83NSC PRICE$0.69$0.96$1.23$1.50$1.76$2.03$2.30$2.56$2.83$3.10$3.37$3.63$3.90$0.84$1.29$1.74$2.19$2.64$3.09$3.54$3.99$4.44$4.89$5.34$5.79$8.54
PutsExpensive1.54×
CallsExpensive1.41×
SkewBearish+14.65 pp
Implied moveBearish±$5.84
TiltBearish23.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ328.9823.7%1.5%320.8728.5%1.5%
25Δ328.4123.1%1.4%321.6729.4%1.4%
30Δ327.8322.5%1.3%322.4630.4%1.3%
35Δ327.2521.9%1.2%323.2631.3%1.2%
40Δ326.6721.3%1.1%324.0532.3%1.1%
45Δ326.1020.7%1.0%324.8533.2%0.9%
50Δ325.5220.1%0.9%325.6434.1%0.8%
55Δ324.9419.5%0.8%326.4435.1%0.7%
60Δ324.3618.9%0.7%327.2336.0%0.6%
65Δ323.7918.4%0.6%328.0337.0%0.5%
70Δ323.2117.8%0.5%328.8237.9%0.4%
75Δ322.6317.2%0.4%329.6238.9%0.3%
80Δ322.0516.6%0.3%332.5748.3%0.2%

20Δ

Calls
Pseudo strike
328.98
IV
23.7%
B/E move
1.5%
Puts
Pseudo strike
320.87
IV
28.5%
B/E move
1.5%

25Δ

Calls
Pseudo strike
328.41
IV
23.1%
B/E move
1.4%
Puts
Pseudo strike
321.67
IV
29.4%
B/E move
1.4%

30Δ

Calls
Pseudo strike
327.83
IV
22.5%
B/E move
1.3%
Puts
Pseudo strike
322.46
IV
30.4%
B/E move
1.3%

35Δ

Calls
Pseudo strike
327.25
IV
21.9%
B/E move
1.2%
Puts
Pseudo strike
323.26
IV
31.3%
B/E move
1.2%

40Δ

Calls
Pseudo strike
326.67
IV
21.3%
B/E move
1.1%
Puts
Pseudo strike
324.05
IV
32.3%
B/E move
1.1%

45Δ

Calls
Pseudo strike
326.10
IV
20.7%
B/E move
1.0%
Puts
Pseudo strike
324.85
IV
33.2%
B/E move
0.9%

50Δ

Calls
Pseudo strike
325.52
IV
20.1%
B/E move
0.9%
Puts
Pseudo strike
325.64
IV
34.1%
B/E move
0.8%

55Δ

Calls
Pseudo strike
324.94
IV
19.5%
B/E move
0.8%
Puts
Pseudo strike
326.44
IV
35.1%
B/E move
0.7%

60Δ

Calls
Pseudo strike
324.36
IV
18.9%
B/E move
0.7%
Puts
Pseudo strike
327.23
IV
36.0%
B/E move
0.6%

65Δ

Calls
Pseudo strike
323.79
IV
18.4%
B/E move
0.6%
Puts
Pseudo strike
328.03
IV
37.0%
B/E move
0.5%

70Δ

Calls
Pseudo strike
323.21
IV
17.8%
B/E move
0.5%
Puts
Pseudo strike
328.82
IV
37.9%
B/E move
0.4%

75Δ

Calls
Pseudo strike
322.63
IV
17.2%
B/E move
0.4%
Puts
Pseudo strike
329.62
IV
38.9%
B/E move
0.3%

80Δ

Calls
Pseudo strike
322.05
IV
16.6%
B/E move
0.3%
Puts
Pseudo strike
332.57
IV
48.3%
B/E move
0.2%