Industrials · Industrial
NSC Implied Volatility, IV Rank & Options Chain
Norfolk Southern (NSC) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Norfolk Southern (NSC).
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NSC options trade with implied volatility typically in the 18% - 40% range, averaging N/A in daily volume with very good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
NSC implied volatility
As of 2026-10-26As of 2026-10-26, NSC's 30-day implied volatility is 21.2%, placing its 1-year IV percentile at 62.0 — above 62.0% of the past year's daily IV readings, a middle range, neutral between selling and buying premium.
NSC live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live NSC chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
NSC options at a glance
- Daily volume
- N/A
- IV range
- 18% - 40%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Norfolk Southern (NSC)
Norfolk Southern (NSC) is a railroads company listed on NYSE.
Company profile
- Sector
- Industrials
- Industry
- Railroads
- Market cap
- See live data
- Exchange
- NYSE
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- December
Norfolk Southern is a Railroads) company in the Industrials sector.
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Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
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NSC options market overview
NSC options provide trading opportunities for options traders.
- Average daily volume
- N/A
- Total open interest
- N/A
- Put/call ratio
- N/A
- Typical ATM spread
- N/A
- Weekly options
- Available
- LEAPS available
- Yes
Liquidity assessment: Very Good
NSC options provide trading opportunities across multiple expirations.
NSC implied volatility and IV rank
NSC implied volatility patterns reflect the railroads sector dynamics.
Earnings impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short NSC options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
NSC IV generally trades near historical volatility, with premiums expanding around earnings.
Term structure
Typically upward sloping under normal conditions.
The smile, the term structure and the cone for NSC, on today's chain.
Open NSC in IV IntelligenceNSC gamma exposure (GEX)
Gamma Exposure analysis for NSC reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. NSC tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on NSC right now, strike by strike.
See live NSC GEXCommon NSC options strategies
These are strategies commonly used by traders on NSC options, based on typical market characteristics. This is not investment advice.
Key considerations for NSC options
- Monitor NSC earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing options positions
- NSC options liquidity varies by expiration - prefer near-term and monthly expirations
NSC key events
Earnings months. January, April, July, October
NSC options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns NSC's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/NSC"What is NSC's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on NSC in the console, more prompts for NSC, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about NSC options.
What is NSC's typical implied volatility?
NSC implied volatility typically ranges from 18% - 40%. IV patterns are influenced by earnings, sector events, and market conditions.
Does NSC have weekly options?
Yes, NSC offers weekly options expirations.
What is NSC's options trading profile?
NSC (Norfolk Southern) options trade with very good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 18% - 40% range. The position sits in the Industrials category for portfolio diversification and options strategy design.
How does NSC implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on NSC?
Popular strategies on NSC options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 18% - 40% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is NSC's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence NSC's intraday price action. NSC tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live NSC GEX levels and the gamma-flip point on ApexVol.
What is NSC's IV rank?
NSC's IV rank shows where NSC's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. NSC implied volatility typically ranges from 18% - 40%. Check NSC's live IV rank and percentile on ApexVol's IV analytics.
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NSC analytics
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