CSX (CSX Corporation)

Expected Move & Straddle Price History

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).

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.

Current CSX Expected Move
30-Day Straddle
$2.75
7-Day Straddle
$1.55
Avg IV
0.4%
IV Rank
22%
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
Date30D Straddle7D StraddleAvg IVIV Rank
20260904 $2.75 $1.55 0.4% 22%
20260903 $2.50 $1.75 0.4% 19%
20260902 $2.60 $1.92 0.3% 14%
20260901 $2.90 $1.80 0.4% 22%
20260831 $2.92 $1.20 0.4% 21%
20260828 $2.58 $1.27 0.3% 1%
20260827 $2.75 $1.62 0.3% 10%
20260826 $2.55 $1.60 0.3% 14%
20260825 $2.75 $1.53 0.3% 0%
20260824 $3.12 $1.10 0.3% 2%
20260821 $2.48 $1.10 0.5% 61%
20260820 $2.80 $1.55 0.7% 100%
20260819 $2.62 $2.00 0.6% 85%
20260818 $2.45 $2.02 0.6% 76%
20260817 $2.65 $0.85 0.6% 78%
20260814 $1.88 $1.10 0.3% 4%
20260813 $2.67 $1.33 0.4% 26%
20260812 $2.47 $1.43 0.3% 0%
20260811 $2.62 $1.62 0.3% 10%
20260810 $2.80 $1.07 0.3% 0%
20260806 $2.62 $1.55 0.4% 29%
20260805 $2.85 $1.75 0.4% 10%
20260804 $3.45 $2.30 0.3% 7%
20260803 $2.97 $1.18 0.3% 8%
20260731 $2.75 $1.40 0.4% 29%
20260730 $2.88 $1.65 0.4% 17%
20260729 $2.97 $1.82 0.4% 14%
20260728 $2.88 $2.10 0.5% 39%
20260727 $3.20 $1.40 0.3% 6%
20260724 $2.92 $1.60 0.5% 41%
20260723 $3.22 $2.85 0.4% 34%
20260722 $3.50 $2.62 0.4% 29%
20260721 $3.40 $2.70 0.4% 22%
20260720 $3.40 $2.17 0.4% 37%
20260716 $3.30 $2.38 0.4% 28%
20260715 $3.22 $2.30 0.3% 1%
20260714 $3.67 $2.67 0.4% 28%
20260713 $3.42 $1.18 0.5% 40%
20260710 $3.20 $1.27 0.4% 35%
20260709 $3.00 $1.33 0.5% 40%
20260708 $3.77 $1.73 0.4% 22%
20260707 $3.48 $1.77 0.4% 35%
20260706 $3.20 $1.05 0.4% 30%
20260702 $3.85 $1.73 0.4% 26%
20260701 $3.02 $1.35 0.4% 32%
20260630 $3.12 $1.40 0.4% 34%
20260629 $3.10 $0.80 0.4% 18%
20260626 $3.25 $1.15 0.4% 15%
20260625 $3.15 $1.32 0.4% 21%
20260624 $2.23 $1.12 0.4% 19%
20260623 $3.08 $1.55 0.4% 29%
20260622 $3.15 $1.15 0.4% 16%
20260618 $2.75 $1.48 0.5% 55%
20260617 $2.92 $1.55 0.4% 21%
20260616 $2.78 $1.82 0.6% 61%
20260615 $2.77 $1.12 0.5% 45%
20260613 $3.30 $1.23 0.4% 28%
20260612 $2.58 $1.07 0.4% 31%
20260611 $3.25 $1.48 0.4% 30%
20260610 $2.85 $1.62 0.5% 36%