CDP · Expected Move
COPT Defense Properties
The expected move for CDP 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).
CDP straddle price & implied vol
60 sessionsBars: 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 CDP Expected Move
30-Day Straddle
$3.17
7-Day Straddle
$3.17
30-Day ATM IV
43.4%
IV Rank
84%
Implied one-standard-deviation move through the next 30 days. Compare to CDP'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.
CDP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261027 | $3.17 | $3.17 | 43.4% | 84% |
| 20261026 | $3.62 | $3.62 | 44.9% | 91% |
| 20261023 | $2.80 | $2.80 | 38.1% | 61% |
| 20261022 | $3.75 | $3.75 | 33.3% | 39% |
| 20261021 | $2.82 | $2.82 | 38.5% | 62% |
| 20261020 | $2.38 | $2.38 | 32.0% | 33% |
| 20261019 | $2.40 | $2.40 | 41.0% | 74% |
| 20261016 | $3.70 | $2.40 | 40.1% | 70% |
| 20261015 | $4.90 | $2.40 | 31.4% | 31% |
| 20261014 | $4.68 | $4.10 | 40.6% | 72% |
| 20261013 | $3.80 | $3.05 | 33.4% | 40% |
| 20261012 | $2.88 | $2.17 | 30.7% | 28% |
| 20261009 | $2.33 | $2.25 | 37.4% | 58% |
| 20261008 | $3.88 | $2.60 | 37.5% | 58% |
| 20261007 | $2.85 | $3.25 | 30.7% | 28% |
| 20261006 | $3.52 | $3.38 | 29.7% | 23% |
| 20261005 | $3.75 | $3.35 | 30.8% | 28% |
| 20261002 | $2.23 | $2.23 | 35.6% | 49% |
| 20261001 | $2.55 | $2.55 | 31.4% | 31% |
| 20260930 | $1.75 | $1.75 | 38.7% | 63% |
| 20260929 | $2.05 | $2.05 | 36.6% | 54% |
| 20260928 | $2.12 | $2.12 | 30.7% | 28% |
| 20260925 | $1.75 | $1.75 | 28.3% | 17% |
| 20260924 | $2.20 | $2.20 | 29.3% | 21% |
| 20260923 | $2.12 | $2.12 | 24.8% | 1% |
| 20260922 | $1.95 | $1.95 | 30.0% | 15% |
| 20260921 | $3.05 | $3.05 | 29.7% | 15% |
| 20260918 | $3.05 | $3.35 | 27.2% | 7% |
| 20260917 | $3.05 | $1.18 | 25.3% | 2% |
| 20260916 | $2.52 | $3.10 | 33.7% | 26% |
| 20260915 | $2.23 | $1.18 | 27.9% | 10% |
| 20260914 | $2.67 | $1.88 | 30.1% | 16% |
| 20260911 | $2.78 | $1.60 | 31.2% | 19% |
| 20260910 | $3.32 | $3.15 | 46.9% | 63% |
| 20260909 | $3.12 | $2.80 | 28.0% | 10% |
| 20260908 | $2.60 | $2.60 | 32.1% | 21% |
| 20260904 | $3.30 | $2.80 | 39.1% | 41% |
| 20260903 | $2.50 | $2.90 | 38.5% | 39% |
| 20260902 | $2.85 | $2.85 | 33.0% | 24% |
| 20260901 | $1.53 | $1.53 | 31.3% | 19% |
| 20260831 | $2.72 | $2.72 | 34.3% | 28% |
| 20260828 | $2.58 | $2.58 | 31.7% | 20% |
| 20260827 | $2.15 | $2.15 | 30.4% | 17% |
| 20260826 | $3.08 | $3.08 | 32.8% | 23% |
| 20260825 | $2.90 | $2.90 | 34.3% | 28% |
| 20260824 | $3.60 | $3.60 | 31.5% | 19% |
| 20260821 | $3.08 | $4.65 | 24.6% | 0% |
| 20260820 | $3.80 | $2.20 | 36.8% | 35% |
| 20260819 | $3.12 | $1.90 | 31.1% | 18% |
| 20260818 | $3.80 | $1.82 | — | — |
| 20260817 | $3.92 | $4.65 | 32.9% | 23% |
| 20260814 | $3.80 | $2.83 | 31.5% | 20% |
| 20260813 | $3.80 | $3.80 | 28.1% | 10% |
| 20260812 | $3.77 | $3.08 | 35.4% | 31% |
| 20260811 | $2.33 | $3.08 | 27.4% | 8% |
| 20260810 | $3.65 | $3.10 | 32.3% | 22% |
| 20260807 | — | — | 31.7% | 20% |
| 20260806 | $4.15 | $3.95 | 30.9% | 18% |
| 20260805 | $3.38 | $3.38 | 26.5% | 5% |
| 20260804 | $2.98 | $2.98 | 25.8% | 3% |
More on CDP
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.