CSX · Expected Move
CSX Corporation
The expected move for CSX is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
CSX straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CSX Expected Move
30-Day Straddle
$2.95
7-Day Straddle
$2.45
30-Day ATM IV
27.4%
IV Rank
52%
Implied one-standard-deviation move through the next 30 days. Compare to CSX's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
CSX Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $2.95 | $2.45 | 27.4% | 52% |
| 20261020 | $2.83 | $2.48 | 25.4% | 41% |
| 20261019 | $2.42 | $2.27 | 25.0% | 38% |
| 20261016 | $3.65 | $2.33 | 30.2% | 68% |
| 20261015 | $2.98 | $2.50 | 28.5% | 59% |
| 20261014 | $3.23 | $2.23 | 29.4% | 64% |
| 20261013 | $3.05 | $2.45 | 27.8% | 54% |
| 20261012 | $4.00 | $1.18 | 33.2% | 85% |
| 20261009 | $3.27 | $1.62 | 30.4% | 69% |
| 20261008 | $3.80 | $1.68 | 34.4% | 92% |
| 20261007 | $3.27 | $1.65 | 30.8% | 71% |
| 20261006 | $3.17 | $1.90 | 26.7% | 48% |
| 20261005 | $3.42 | $1.12 | 29.7% | 66% |
| 20261002 | $3.10 | $1.10 | 29.7% | 66% |
| 20261001 | $3.08 | $1.97 | 30.0% | 67% |
| 20260930 | $2.88 | $1.55 | 27.5% | 53% |
| 20260929 | $3.17 | $1.58 | 29.3% | 63% |
| 20260928 | $2.92 | $1.38 | 27.4% | 52% |
| 20260925 | $2.92 | $1.25 | 27.5% | 53% |
| 20260924 | $3.02 | $1.40 | 28.1% | 56% |
| 20260923 | $3.02 | $1.38 | 27.9% | 55% |
| 20260922 | $3.22 | $1.45 | 28.4% | 58% |
| 20260921 | $3.10 | $1.27 | 28.1% | 56% |
| 20260918 | $2.58 | $1.30 | 25.5% | 41% |
| 20260917 | $2.77 | $2.08 | 25.5% | 41% |
| 20260916 | $3.10 | $1.52 | 27.1% | 50% |
| 20260915 | $2.90 | $2.15 | 24.5% | 36% |
| 20260914 | $3.20 | $0.80 | 28.2% | 57% |
| 20260911 | $2.38 | $1.17 | 22.8% | 26% |
| 20260910 | $2.88 | $1.82 | 26.0% | 44% |
| 20260909 | $2.80 | $1.38 | 26.2% | 46% |
| 20260908 | $2.83 | $1.77 | 25.0% | 39% |
| 20260904 | $2.75 | $1.55 | 24.4% | 35% |
| 20260903 | $2.50 | $1.75 | 23.0% | 27% |
| 20260902 | $2.60 | $1.92 | 35.8% | 100% |
| 20260901 | $2.90 | $1.80 | 25.2% | 43% |
| 20260831 | $2.92 | $1.20 | 24.1% | 36% |
| 20260828 | $2.58 | $1.27 | 22.8% | 28% |
| 20260827 | $2.75 | $1.62 | 22.4% | 26% |
| 20260826 | $2.55 | $1.60 | 22.1% | 24% |
| 20260825 | $2.75 | $1.53 | 23.2% | 30% |
| 20260824 | $3.12 | $1.10 | 24.4% | 38% |
| 20260821 | $2.48 | $1.10 | 21.4% | 19% |
| 20260820 | $2.80 | $1.55 | 24.0% | 35% |
| 20260819 | $2.62 | $2.00 | 22.3% | 25% |
| 20260818 | $2.45 | $2.02 | 21.5% | 20% |
| 20260817 | $2.65 | $0.85 | 19.5% | 8% |
| 20260814 | $1.88 | $1.10 | 18.2% | 0% |
| 20260813 | $2.67 | $1.33 | 23.6% | 14% |
| 20260812 | $2.47 | $1.43 | 21.8% | 0% |
| 20260811 | $2.62 | $1.62 | 22.4% | 4% |
| 20260810 | $2.80 | $1.07 | 23.8% | 14% |
| 20260807 | — | — | 23.8% | 14% |
| 20260806 | $2.62 | $1.55 | 23.8% | 14% |
| 20260805 | $2.85 | $1.75 | 24.8% | 21% |
| 20260804 | $3.45 | $2.30 | 29.0% | 51% |
| 20260803 | $2.97 | $1.18 | 25.2% | 24% |
| 20260731 | $2.75 | $1.40 | 23.5% | 12% |
| 20260730 | $2.88 | $1.65 | 25.4% | 25% |
| 20260729 | $2.97 | $1.82 | 25.6% | 27% |
More on CSX
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.