CAAP · Expected Move

Corporacion America Airports S.A.

The expected move for CAAP is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

CAAP straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current CAAP Expected Move
30-Day Straddle
$1.85
7-Day Straddle
$1.85
30-Day ATM IV
34.8%
IV Rank
16%
Implied one-standard-deviation move through the next 30 days. Compare to CAAP's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
CAAP Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $1.85 $1.85 34.8% 16%
20261021 $2.17 $2.17 37.1% 22%
20261020 $2.00 $2.00 35.5% 18%
20261019 $2.02 $2.02 55.6% 69%
20261016 $2.35 $1.93 — —
20261015 $2.55 $0.72 40.7% 31%
20261014 $2.95 $1.75 46.7% 46%
20261013 $2.28 $0.77 37.2% 22%
20261012 $2.55 $0.82 39.0% 27%
20261009 $2.30 $0.82 42.2% 35%
20261008 $2.62 $0.85 42.0% 35%
20261007 $2.33 $0.95 34.3% 15%
20261006 $3.17 $1.05 54.7% 67%
20261005 $2.65 $1.40 41.2% 33%
20261002 $0.95 $0.95 42.7% 36%
20261001 $1.07 $1.07 40.1% 30%
20260930 $1.27 $1.27 40.7% 31%
20260929 $1.62 $1.62 37.1% 22%
20260928 $1.73 $1.73 37.0% 22%
20260925 $1.23 $1.23 42.6% 36%
20260924 $2.52 $2.52 39.3% 28%
20260923 $1.70 $1.70 34.8% 16%
20260922 $1.27 $1.27 40.8% 32%
20260921 $1.25 $1.25 42.1% 35%
20260918 $2.33 $1.60 35.8% 19%
20260917 $2.30 $2.25 39.3% 28%
20260916 $2.67 $2.40 40.5% 31%
20260915 $2.10 $1.17 34.4% 15%
20260914 $1.75 $1.30 30.0% 4%
20260911 $1.62 $2.60 28.3% 0%
20260910 $2.22 $1.20 36.0% 18%
20260909 $2.30 $1.38 37.4% 22%
20260908 $2.40 $1.40 38.8% 26%
20260904 $2.97 $2.50 46.2% 44%
20260903 $3.12 $1.90 43.6% 38%
20260902 $2.55 $2.55 46.1% 44%
20260901 $1.77 $1.77 38.4% 25%
20260831 $1.27 $1.27 28.7% 0%
20260828 $2.77 $2.77 45.0% 39%
20260827 $2.42 $2.42 44.1% 37%
20260826 $1.52 $1.52 30.1% 0%
20260825 $2.45 $2.45 41.4% 16%
20260824 $2.48 $2.48 42.5% 20%
20260821 $2.15 $1.32 39.5% 10%
20260820 $2.90 $1.35 48.6% 39%
20260819 $2.70 $2.23 45.6% 29%
20260818 $2.60 $1.50 47.9% 37%
20260817 $3.45 $1.55 54.8% 58%
20260814 $3.40 $2.85 54.8% 59%
20260813 $2.73 $2.30 45.8% 30%
20260812 $3.05 $2.15 50.2% 44%
20260811 $3.35 $3.08 57.4% 67%
20260810 $3.10 $3.02 52.8% 52%
20260807 — — 54.1% 56%
20260806 $4.25 $2.62 58.0% 69%
20260805 $2.23 $2.23 53.6% 55%
20260804 $2.35 $2.35 51.5% 48%
20260803 $2.67 $2.67 57.0% 65%
20260731 $2.65 $2.65 53.9% 56%
20260730 $3.08 $3.08 50.9% 46%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.