Here is an image of the optimal open convex curve that does not cross a plane more than three times. Taken from Open Problems from CCCG 2012, based on this paper, which cites Nudel'man (1975):
Paolo Tilli. "Isoperimetric inequalities for convex hulls and related questions." Trans. Amer. Math. Soc. 362 (2010), 4497-4509.