CSX options imply 3.2% move in share price post-earnings
The Fly

CSX options imply 3.2% move in share price post-earnings

Pre-earnings options volume in CSX is 2.6x normal with calls leading puts 8:7. Implied volatility suggests the market is anticipating a move near 3.2%, or $1.15, after results are released. Median move over the past eight quarters is 2.2%.

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