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CSX Corporation CSX 52.05 1.33 2.62%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $52.15
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$0.66 $51.50 – $52.81 $51.37 – $52.94 $50.75 – $53.56
2 sessions ±1.8% ±$0.92 $51.24 – $53.07 $51.05 – $53.26 $50.19 – $54.12
3 sessions ±2.2% ±$1.15 $51.01 – $53.30 $50.78 – $53.53 $49.71 – $54.60
1 week ±2.8% ±$1.47 $50.69 – $53.62 $50.37 – $53.94 $49.05 – $55.26
2 weeks ±3.8% ±$1.97 $50.19 – $54.12 $49.72 – $54.59 $47.97 – $56.34
3 weeks ±4.7% ±$2.44 $49.72 – $54.59 $49.14 – $55.17 $47.02 – $57.29
1 month ±5.2% ±$2.72 $49.44 – $54.87 $48.76 – $55.55 $46.39 – $57.92
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±4.10%
Average actual move
3.95%
Beyond the implied move
3 / 6
Median IV change
-23.89%
Reaction session Implied Actual Used ATM IV before → after
October 22, 2026 ±4.70% +6.76% 1.44× —
July 23, 2026 ±4.46% +5.77% 1.29× —
April 23, 2026 ±4.11% +6.95% 1.69× —
July 24, 2025 ±3.57% +0.09% 0.02× 29.4% → 22.4%
April 17, 2025 ±4.11% +1.21% 0.29× 41.3% → 32.1%
January 24, 2025 ±3.64% -2.91% 0.80× 28.4% → 21.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →