CSX (CSX)'s 30-day implied volatility (IV30) was 29.7% at the close on October 16, 2026, up from 25.7% the day before, against a 52-week range of 15.3% to 35.8%. Its 20-day historical volatility was 16.7%.
Key numbers
30-day implied volatility (IV30): 29.7%
IV30 52-week range: 15.3% to 35.8% (median 24.8%)
Historical volatility: 20-day 16.7%, 1-year 20.6%
Implied move by the nearest expiration: ±1.6%
Data as of October 16, 2026.
CSX Implied Volatility (IV) vs Historical Volatility (HV)
The CSX IV term structure shows the implied volatility difference between different maturity dates.