CSX options imply 3.5% move in share price post-earnings
The Fly

CSX options imply 3.5% move in share price post-earnings

Pre-earnings options volume in CSX is 2.7x normal with puts leading calls 9:4. Implied volatility suggests the market is anticipating a move near 3.5%, or $1.21, after results are released. Median move over the past eight quarters is 2.9%.

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