Norfolk Southern Corporation (NSC) Options Greeks | Delta, Gamma, Theta & Vega Analysis - Stocknear

Norfolk Southern Corporat...

NYSE: NSC · Real-Time Price · USD
300.15
1.85 (0.62%)
At close: Oct 03, 2025, 3:59 PM
301.82
0.55%
After-hours: Oct 03, 2025, 07:25 PM EDT

Norfolk Southern Greeks

Delta, Gamma, Theta, and Vega Greek Charts for NSC options.

Delta Table

Strike Price Delta Gamma Theta Vega
155.00 0.8561 0.0017 -3.1224 0.0996
160.00 0.8454 0.0018 -3.2672 0.1048
165.00 0.8347 0.0019 -3.4091 0.1098
170.00 0.8236 0.0021 -3.5476 0.1149
175.00 0.8122 0.0022 -3.6824 0.1199
180.00 0.8036 0.0024 -3.6407 0.1238
185.00 0.7945 0.0026 -3.5921 0.1278
190.00 0.7850 0.0028 -3.5452 0.1319
195.00 0.7749 0.0030 -3.4905 0.1362
200.00 0.7643 0.0034 -3.4327 0.1406
205.00 0.7529 0.0037 -3.3758 0.1452
210.00 0.7407 0.0040 -3.3152 0.1500
215.00 0.7277 0.0045 -3.2464 0.1550
220.00 0.7136 0.0050 -3.1733 0.1603
225.00 0.6985 0.0055 -3.0915 0.1659
230.00 0.6817 0.0062 -3.0089 0.1718
235.00 0.7203 0.0046 -2.6525 0.1394
240.00 0.6428 0.0080 -2.8185 0.1852
245.00 0.6178 0.0094 -2.7337 0.1936
250.00 0.5833 0.0113 -2.6542 0.2058
255.00 0.6233 0.0109 -2.3259 0.1764
260.00 0.5126 0.0171 -2.3829 0.2266
262.50 0.4935 0.0195 -2.3065 0.2313
265.00 0.4582 0.0227 -2.2395 0.2419
267.50 0.4204 0.0270 -2.1655 0.2522
270.00 0.3716 0.0326 -2.0917 0.2644
272.50 0.3426 0.0444 -1.9576 0.2695
275.00 0.2519 0.0607 -1.8656 0.2877
277.50 0.1137 0.1144 -1.7158 0.3039
280.00 -0.4754 0.0074 -1.513 0.1533
282.50 -0.4983 0.0079 -1.4183 0.1536
285.00 -0.5246 0.0085 -1.3113 0.1533
287.50 -0.5525 0.0090 -1.2192 0.1523
290.00 -0.586 0.0097 -1.0993 0.1500
292.50 -0.6271 0.0105 -0.9541 0.1457
295.00 -0.6699 0.0110 -0.8281 0.1394
297.50 -0.7198 0.0114 -0.6856 0.1296
300.00 -0.7744 0.0114 -0.5389 0.1156
302.50 -0.8278 0.0108 -0.4039 0.0982
305.00 -0.8747 0.0095 -0.2896 0.0794
307.50 -0.9133 0.0079 -0.1956 0.0608
310.00 -0.8829 0.0080 -0.3141 0.0757
315.00 -0.9007 0.0067 -0.2939 0.0672
320.00 -0.9125 0.0057 -0.2838 0.0612
325.00 -0.9178 0.0051 -0.2929 0.0584
330.00 -0.9224 0.0045 -0.3011 0.0559
335.00 -0.9263 0.0041 -0.3087 0.0538
340.00 -0.9297 0.0037 -0.3157 0.0519
345.00 -0.9326 0.0034 -0.3221 0.0502
350.00 -0.9353 0.0031 -0.3281 0.0487
355.00 -0.9376 0.0029 -0.3337 0.0473
360.00 -0.9398 0.0027 -0.339 0.0460
365.00 -0.9417 0.0025 -0.3438 0.0448
370.00 -0.9435 0.0024 -0.3485 0.0438