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Norfolk Southern Corporation NSC

INDUSTRIALS · RAILROADS
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Market dataready · fetched 2026-10-16T00:17:49.904Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.001588315Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:49.391799+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$1.55$10.05$18.55$27.05$35.55$291.03$307.14$323.24$339.35$355.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive NSC spot · $324.83NSC PRICE$2.47$3.26$4.09$5.01$5.92$6.94$8.38$9.82$11.26$12.95$14.86$16.78$18.97$3.37$4.36$5.46$6.60$7.84$9.55$11.27$13.12$15.66$18.21$21.80$26.38$33.10
PutsExpensive1.16×
CallsCheap0.88×
SkewBearish+5.98 pp
Implied moveBearish±$19.65
TiltBearish18.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ346.8021.9%7.5%303.4628.3%7.6%
25Δ342.6921.9%6.5%308.7127.4%6.3%
30Δ338.8921.7%5.6%312.9226.7%5.3%
35Δ335.7221.3%4.9%316.7826.1%4.5%
40Δ332.5420.9%4.2%320.5625.6%3.7%
45Δ329.4520.7%3.6%323.8925.7%3.2%
50Δ326.7320.9%3.2%327.2225.9%2.7%
55Δ324.0221.0%2.8%330.6226.1%2.3%
60Δ321.3021.2%2.4%334.3926.4%1.9%
65Δ318.4721.1%2.0%338.1726.8%1.5%
70Δ315.5520.9%1.7%342.8327.6%1.2%
75Δ312.6320.6%1.4%348.3528.9%0.9%
80Δ309.4620.5%1.1%355.9431.0%0.6%

20Δ

Calls
Pseudo strike
346.80
IV
21.9%
B/E move
7.5%
Puts
Pseudo strike
303.46
IV
28.3%
B/E move
7.6%

25Δ

Calls
Pseudo strike
342.69
IV
21.9%
B/E move
6.5%
Puts
Pseudo strike
308.71
IV
27.4%
B/E move
6.3%

30Δ

Calls
Pseudo strike
338.89
IV
21.7%
B/E move
5.6%
Puts
Pseudo strike
312.92
IV
26.7%
B/E move
5.3%

35Δ

Calls
Pseudo strike
335.72
IV
21.3%
B/E move
4.9%
Puts
Pseudo strike
316.78
IV
26.1%
B/E move
4.5%

40Δ

Calls
Pseudo strike
332.54
IV
20.9%
B/E move
4.2%
Puts
Pseudo strike
320.56
IV
25.6%
B/E move
3.7%

45Δ

Calls
Pseudo strike
329.45
IV
20.7%
B/E move
3.6%
Puts
Pseudo strike
323.89
IV
25.7%
B/E move
3.2%

50Δ

Calls
Pseudo strike
326.73
IV
20.9%
B/E move
3.2%
Puts
Pseudo strike
327.22
IV
25.9%
B/E move
2.7%

55Δ

Calls
Pseudo strike
324.02
IV
21.0%
B/E move
2.8%
Puts
Pseudo strike
330.62
IV
26.1%
B/E move
2.3%

60Δ

Calls
Pseudo strike
321.30
IV
21.2%
B/E move
2.4%
Puts
Pseudo strike
334.39
IV
26.4%
B/E move
1.9%

65Δ

Calls
Pseudo strike
318.47
IV
21.1%
B/E move
2.0%
Puts
Pseudo strike
338.17
IV
26.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
315.55
IV
20.9%
B/E move
1.7%
Puts
Pseudo strike
342.83
IV
27.6%
B/E move
1.2%

75Δ

Calls
Pseudo strike
312.63
IV
20.6%
B/E move
1.4%
Puts
Pseudo strike
348.35
IV
28.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
309.46
IV
20.5%
B/E move
1.1%
Puts
Pseudo strike
355.94
IV
31.0%
B/E move
0.6%