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CSXCSX Corporation
Next verified event unavailable · Earnings history
Past events · reconstructed
Historical reconstruction for CSX
Observed outcomes from 8 earnings events (Oct 16, 2024 – Jul 22, 2026). These events have already been reported · modeled strategy results.
Realized move versus what was implied
Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.
Updated Oct 8, 2026
Loading graph — the exact table is available below.
2024-10-16Realized move 6.71%Implied move 3.8028%Signed actual -6.71% · Reconstructed · 7 IV checkpointsUpdated Oct 8, 2026
Exact data table
CSX · Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 6.71% | 3.8028% | Signed actual -6.71% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 2.9108% | 3.6101% | Signed actual -2.9108% · Reconstructed · 6 IV checkpoints | Updated Oct 8, 2026 | |
| 1.2067% | 4.0323% | Signed actual 1.2067% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 0.0858% | 3.1223% | Signed actual 0.0858% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 1.6947% | 3.9321% | Signed actual 1.6947% · Reconstructed · 8 IV checkpoints | Updated Oct 8, 2026 | |
| 2.4035% | 5.3381% | Signed actual 2.4035% · Reconstructed · 5 IV checkpoints | Updated Oct 8, 2026 | |
| 6.9477% | 6.629% | Signed actual 6.9477% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 | |
| 5.768% | 4.2594% | Signed actual 5.768% · Reconstructed · 7 IV checkpoints | Updated Oct 8, 2026 |
Exact-contract strategy reconstruction
| Structure | Reconstructed runs | Profitable | Average return on max loss | Best | Worst |
|---|---|---|---|---|---|
| Long Straddle | 7 | 3 / 7 | -9.2% | 46.8% | -56.1% |
| Long Strangle | 6 | 0 / 6 | -62.6% | -28.0% | -100.2% |
| Calendar | 4 | 0 / 4 | -86.6% | -5.0% | -234.7% |
| Iron Condor | 2 | 0 / 2 | -41.8% | -13.0% | -70.5% |
| Bear Call Spread | 1 | 0 / 1 | -43.6% | -43.6% | -43.6% |
| Bull Put Spread | 1 | 0 / 1 | -1.1% | -1.1% | -1.1% |
Historical examples
Example trades, payoff and risk
Past structural simulations · modeled fills · not historical recommendations.
Bull Put Spread
Did not clear entry filters- Modeled entry credit
- $27.50
- Payoff max loss
- -$222.50
- Payoff max profit
- $27.50
- Modeled exit P&L
- -$2.60-1.1% on stored risk basis $232.50
Entry Jul 8, 2026 → Exit Jul 21, 2026. Payoff is a scenario; exit P&L uses the stored exit fills. Payoff uses modeled entry premiums before commissions.
Update time unavailable
Loading graph — the exact table is available below.
$24.345Expiration P/L -$222.50Update time unavailable
Event / reference markers
- Entry spot: $48.69
- Expiry breakeven $47.225: $47.225
- sell put strike $47.50: $47.50
- buy put strike $45.00: $45.00
Exact data table
Strategy payoff · full stored dataset, independent of graph range/toggles
| Observation | Expiration P/L (USD) | Context | Updated |
|---|---|---|---|
| -$222.50 | Update time unavailable | ||
| -$222.50 | Update time unavailable | ||
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| -$194.33 | Update time unavailable | ||
| -$145.64 | Update time unavailable | ||
| -$96.95 | Update time unavailable | ||
| -$48.26 | Update time unavailable | ||
| $0.00 | Update time unavailable | ||
| $0.43 | Update time unavailable | ||
| $27.50 | Update time unavailable | ||
| $27.50 | Update time unavailable | ||
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| $27.50 | Entry spot reference | Update time unavailable | |
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Exact contracts and modeled fills · dollars per share
| Side / quantity | Contract | Strike / expiry | Entry fill | Exit fill |
|---|---|---|---|---|
| SELL × 1 | CSX260724P00047500 | $47.50 put · 2026-07-24 | $0.70 | $0.31 |
| BUY × 1 | CSX260724P00045000 | $45.00 put · 2026-07-24 | $0.43 | $0.04 |
Breakevens: $47.23. Short legs may carry assignment risk; expiry payoff excludes early exercise.
Stored costs: $0.65 / contract / side · slippage 25.0% of spread / fillExample methodology and limitations
27 quote gaps · Record hist_CSX_6041a4d447d0da2d · Historical methodology