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CSX Corporation Common Stock CSX

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Market dataready · fetched 2026-11-03T14:42:53.220Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T14:42:48.445388678Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-03T14:42:52.543907+00:00

Share price$50.87
1D-1.4%
$50.94$51.15$51.35$51.55$51.765:30 AM6:30 AM9:00 AM1:00 PMCSX
Sold putSold call

CSX Corporation Common Stock options

Live interpolated CSX call and put midpoint premiums by absolute delta.CSX Corporation Common Stock$0.06$1.45$2.85$4.24$5.64$49.06$50.31$51.56$52.81$54.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CSX spot · $50.87CSX PRICE$0.21$0.26$0.34$0.44$0.54$0.63$0.75$0.89$1.03$1.17$3.15$3.43$5.24$0.32$0.29$0.38$0.46$0.55$0.63$0.81$1.06$1.31$1.56$1.81$2.06
Puts——
CallsExpensive2.62×
Skew——
Implied moveBullish±$1.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.6442.1%3.9%48.8655.6%4.6%
25Δ52.1638.5%3.0%
30Δ51.8537.9%2.6%50.1929.9%1.9%
35Δ51.6238.7%2.3%50.3730.7%1.7%
40Δ51.3939.6%2.1%50.5531.5%1.5%
45Δ51.1540.4%1.8%50.7332.3%1.3%
50Δ50.9241.0%1.6%50.9233.1%1.2%
55Δ50.6741.1%1.4%51.1734.3%1.0%
60Δ50.4341.1%1.2%51.4835.9%0.9%
65Δ50.1941.1%1.0%51.7937.5%0.8%
70Δ48.70102.8%1.9%52.1039.1%0.6%
75Δ48.1596.5%1.4%52.4240.7%0.5%
80Δ46.36131.2%1.4%52.7342.3%0.4%

20Δ

Calls
Pseudo strike
52.64
IV
42.1%
B/E move
3.9%
Puts
Pseudo strike
48.86
IV
55.6%
B/E move
4.6%

25Δ

Calls
Pseudo strike
52.16
IV
38.5%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
51.85
IV
37.9%
B/E move
2.6%
Puts
Pseudo strike
50.19
IV
29.9%
B/E move
1.9%

35Δ

Calls
Pseudo strike
51.62
IV
38.7%
B/E move
2.3%
Puts
Pseudo strike
50.37
IV
30.7%
B/E move
1.7%

40Δ

Calls
Pseudo strike
51.39
IV
39.6%
B/E move
2.1%
Puts
Pseudo strike
50.55
IV
31.5%
B/E move
1.5%

45Δ

Calls
Pseudo strike
51.15
IV
40.4%
B/E move
1.8%
Puts
Pseudo strike
50.73
IV
32.3%
B/E move
1.3%

50Δ

Calls
Pseudo strike
50.92
IV
41.0%
B/E move
1.6%
Puts
Pseudo strike
50.92
IV
33.1%
B/E move
1.2%

55Δ

Calls
Pseudo strike
50.67
IV
41.1%
B/E move
1.4%
Puts
Pseudo strike
51.17
IV
34.3%
B/E move
1.0%

60Δ

Calls
Pseudo strike
50.43
IV
41.1%
B/E move
1.2%
Puts
Pseudo strike
51.48
IV
35.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
50.19
IV
41.1%
B/E move
1.0%
Puts
Pseudo strike
51.79
IV
37.5%
B/E move
0.8%

70Δ

Calls
Pseudo strike
48.70
IV
102.8%
B/E move
1.9%
Puts
Pseudo strike
52.10
IV
39.1%
B/E move
0.6%

75Δ

Calls
Pseudo strike
48.15
IV
96.5%
B/E move
1.4%
Puts
Pseudo strike
52.42
IV
40.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
46.36
IV
131.2%
B/E move
1.4%
Puts
Pseudo strike
52.73
IV
42.3%
B/E move
0.4%

Options history

IV · four-Friday blend24.05%
Daily close
CSX16.5%32.7%48.9%2026-08-05: 33.67%2026-08-06: 33.94%2026-08-07: 23.85%2026-08-10: 24.77%2026-08-11: 23.37%2026-08-12: 28.93%2026-08-13: 35.33%2026-08-14: 18.77%2026-08-17: 19.74%2026-08-18: 26.09%2026-08-19: 29.82%2026-08-20: 28.38%2026-08-21: 22.89%2026-08-24: 24.54%2026-08-25: 24.69%2026-08-26: 27.90%2026-08-27: 36.49%2026-08-28: 23.76%2026-08-31: 25.08%2026-09-01: 30.84%2026-09-02: 32.85%2026-09-03: 33.99%2026-09-04: 25.81%2026-09-08: 31.65%2026-09-09: 35.50%2026-09-10: 32.71%2026-09-11: 23.39%2026-09-14: 25.65%2026-09-15: 29.85%2026-09-16: 27.62%2026-09-17: 29.07%2026-09-18: 25.16%2026-09-21: 28.44%2026-09-22: 25.64%2026-09-23: 26.12%2026-09-24: 31.04%2026-09-25: 25.80%2026-09-28: 28.81%2026-09-29: 26.60%2026-09-30: 27.83%2026-10-01: 33.29%2026-10-02: 27.82%2026-10-05: 30.97%2026-10-06: 30.12%2026-10-07: 36.83%2026-10-08: 44.99%2026-10-09: 29.01%2026-10-12: 30.89%2026-10-13: 31.98%2026-10-14: 34.46%2026-10-15: 38.57%2026-10-16: 35.49%2026-10-19: 38.46%2026-10-20: 42.58%2026-10-21: 46.64%2026-10-22: 32.99%2026-10-23: 21.85%2026-10-26: 24.06%2026-10-27: 25.60%2026-10-28: 26.59%2026-10-30: 24.05%Aug 5Sep 17Oct 30
61 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
33.67%
33.94%
23.85%
24.77%
23.37%
28.93%
35.33%
18.77%
19.74%
26.09%
29.82%
28.38%
22.89%
24.54%
24.69%
27.90%
36.49%
23.76%
25.08%
30.84%
32.85%
33.99%
25.81%
31.65%
35.50%
32.71%
23.39%
25.65%
29.85%
27.62%
29.07%
25.16%
28.44%
25.64%
26.12%
31.04%
25.80%
28.81%
26.60%
27.83%
33.29%
27.82%
30.97%
30.12%
36.83%
44.99%
29.01%
30.89%
31.98%
34.46%
38.57%
35.49%
38.46%
42.58%
46.64%
32.99%
21.85%
24.06%
25.60%
26.59%
24.05%