CSX (CSX)'s 30-day implied volatility (IV30) was 27.1% at the close on November 5, 2026, up from 23.0% the day before, against a 52-week range of 15.3% to 35.4%. Its 20-day historical volatility was 21.3%.
Key numbers
30-day implied volatility (IV30): 27.1%
IV30 52-week range: 15.3% to 35.4% (median 24.9%)
Historical volatility: 20-day 21.3%, 1-year 20.9%
Implied move by the nearest expiration: ±1.9%
Data as of November 5, 2026.
CSX Implied Volatility (IV) vs Historical Volatility (HV)
The CSX IV term structure shows the implied volatility difference between different maturity dates.
