CSX (CSX)'s 30-day implied volatility (IV30) was 23.1% at the close on November 6, 2026, down from 27.1% the day before, against a 52-week range of 15.3% to 35.4%. Its 20-day historical volatility was 22.2%.
Key numbers
30-day implied volatility (IV30): 23.1%
IV30 52-week range: 15.3% to 35.4% (median 24.9%)
Historical volatility: 20-day 22.2%, 1-year 20.9%
Implied move by the nearest expiration: ±2.5%
Data as of November 6, 2026.
CSX Implied Volatility (IV) vs Historical Volatility (HV)
The CSX IV term structure shows the implied volatility difference between different maturity dates.