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NSC: Norfolk Southern Corp - Options Greek Montage |
Enter Ticker:
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| Closing Date |
Closing Price |
One Day Return |
Ten Day Return |
One Month Historical |
Two Month Historical |
Three Month Historical |
| 11/19/2009 | $50.92 | -1.40% | -0.20% | 71.93% | 78.15% | 70.40% |
| Option Symbol (Call) |
Price (Call) |
Rho (Call) |
Vega (Call) |
Theta (Call) |
Gamma (Call) |
Delta (Call) |
Implied Volatility (Call) |
Strike |
Implied Volatility (Put) |
Delta (Put) |
Gamma (Put) |
Theta (Put) |
Vega (Put) |
Rho (Put) |
Price (Put) |
Option Symbol (Put) |
| NSC LY | $40.95 | 0.01 | 0.00 | 0.00 | 0.00 | 1.00 | 282% | 10 | 224% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.03 | NSC XY |
| NSC LV | $38.45 | 0.01 | 0.00 | 0.00 | 0.00 | 1.00 | 244% | 12.5 | 194% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.03 | NSC XV |
| NSC LC | $35.95 | 0.01 | 0.00 | 0.00 | 0.00 | 1.00 | 214% | 15 | 169% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.03 | NSC XC |
| NSC LW | $33.45 | 0.01 | 0.00 | 0.00 | 0.00 | 1.00 | 188% | 17.5 | 149% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.03 | NSC XW |
| NSC LD | $30.95 | 0.02 | 0.00 | 0.00 | 0.00 | 1.00 | 166% | 20 | 131% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.03 | NSC XD |
| NSC LX | $28.45 | 0.02 | 0.00 | 0.00 | 0.00 | 1.00 | 147% | 22.5 | 115% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.03 | NSC XX |
| NSC LE | $25.95 | 0.02 | 0.00 | 0.00 | 0.00 | 1.00 | 130% | 25 | 101% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.03 | NSC XE |
| NSC LF | $20.94 | 0.03 | 0.00 | 0.00 | 0.00 | 1.00 | 99% | 30 | 77% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.03 | NSC XF |
| NSC LJ | $19.95 | 0.03 | 0.00 | 0.00 | 0.00 | 1.00 | 94% | 31 | 73% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.03 | NSC XJ |
| NSC LK | $18.95 | 0.03 | 0.00 | 0.00 | 0.00 | 1.00 | 89% | 32 | 75% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.05 | NSC XK |
| NSC LL | $17.95 | 0.03 | 0.00 | 0.00 | 0.00 | 1.00 | 84% | 33 | 71% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.05 | NSC XL |
| NSC LM | $16.95 | 0.03 | 0.00 | 0.00 | 0.00 | 1.00 | 79% | 34 | 67% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.05 | NSC XM |
| NSC LG | $16.00 | 0.03 | 0.00 | 0.00 | 0.00 | 1.00 | 79% | 35 | 56% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.03 | NSC XG |
| NSC LA | $15.00 | 0.03 | 0.00 | 0.00 | 0.00 | 1.00 | 74% | 36 | 58% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.05 | NSC XA |
| NSC LB | $13.95 | 0.03 | 0.00 | 0.00 | 0.00 | 1.00 | 65% | 37 | 54% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.05 | NSC XB |
| NSC LU | $12.95 | 0.03 | 0.00 | 0.00 | 0.00 | 1.00 | 60% | 38 | 50% | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.05 | NSC XU |
| NSC LT | $11.95 | 0.03 | 0.00 | 0.00 | 0.00 | 1.00 | 56% | 39 | 46% | -0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.05 | NSC XT |
| NSC LH | $11.00 | 0.03 | 0.00 | 0.00 | 0.00 | 1.00 | 55% | 40 | 45% | -0.00 | 0.00 | 0.00 | 0.00 | 0.00 | $0.08 | NSC XH |
| NSC LS | $10.00 | 0.03 | 0.00 | 0.00 | 0.00 | 0.99 | 50% | 41 | 41% | -0.00 | 0.00 | -0.00 | 0.00 | 0.00 | $0.08 | NSC XS |
| NSC LP | $9.00 | 0.03 | 0.00 | 0.00 | 0.01 | 0.99 | 45% | 42 | 40% | -0.01 | 0.01 | -0.00 | 0.00 | 0.00 | $0.10 | NSC XP |
| NSC LQ | $8.10 | 0.04 | 0.01 | 0.00 | 0.01 | 0.98 | 46% | 43 | 39% | -0.02 | 0.01 | -0.00 | 0.01 | -0.00 | $0.15 | NSC XQ |
| NSC LR | $7.10 | 0.04 | 0.01 | -0.00 | 0.02 | 0.96 | 41% | 44 | 37% | -0.04 | 0.02 | -0.01 | 0.01 | -0.00 | $0.20 | NSC XR |
| NSC LI | $6.20 | 0.03 | 0.02 | -0.00 | 0.03 | 0.93 | 40% | 45 | 36% | -0.06 | 0.03 | -0.01 | 0.02 | -0.00 | $0.30 | NSC XI |
| JBC LF | $5.30 | 0.03 | 0.03 | -0.01 | 0.04 | 0.89 | 37% | 46 | 35% | -0.10 | 0.04 | -0.01 | 0.03 | -0.00 | $0.40 | JBC XF |
| JBC LU | $4.50 | 0.03 | 0.04 | -0.01 | 0.06 | 0.84 | 37% | 47 | 33% | -0.16 | 0.06 | -0.02 | 0.04 | -0.01 | $0.55 | JBC XU |
| JBC LV | $3.70 | 0.03 | 0.04 | -0.02 | 0.07 | 0.77 | 35% | 48 | 33% | -0.23 | 0.07 | -0.02 | 0.04 | -0.01 | $0.77 | JBC XV |
| JBC LW | $3.03 | 0.03 | 0.05 | -0.02 | 0.09 | 0.68 | 35% | 49 | 32% | -0.31 | 0.09 | -0.03 | 0.05 | -0.01 | $1.05 | JBC XW |
| JBC LJ | $2.35 | 0.02 | 0.06 | -0.03 | 0.09 | 0.59 | 33% | 50 | 31% | -0.41 | 0.09 | -0.03 | 0.06 | -0.02 | $1.42 | JBC XJ |
| JBC LK | $0.47 | 0.01 | 0.04 | -0.02 | 0.06 | 0.18 | 31% | 55 | 26% | -0.82 | 0.06 | -0.02 | 0.04 | -0.04 | $4.50 | JBC XK |
| JBC LL | $0.08 | 0.00 | 0.01 | -0.00 | 0.01 | 0.02 | 32% | 60 | N/A | -0.97 | 0.01 | -0.01 | 0.01 | -0.05 | $9.10 | JBC XL |
| JBC LM | $0.03 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 38% | 65 | N/A | -1.00 | 0.00 | -0.00 | 0.00 | -0.05 | $14.15 | JBC XM |
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