CGC · Expected Move
Canopy Growth Corporation Common Shares
The expected move for CGC 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).
CGC 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 CGC Expected Move
30-Day Straddle
$1.48
7-Day Straddle
$2.50
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to CGC'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.
CGC Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.48 | $2.50 | — | — |
| 20261021 | $0.31 | $0.18 | 105.0% | 54% |
| 20261020 | $0.17 | $0.73 | 119.0% | 67% |
| 20261019 | $0.24 | $0.16 | 156.0% | 100% |
| 20261016 | $1.79 | $0.23 | 103.2% | 54% |
| 20261015 | $1.81 | $1.52 | — | — |
| 20261014 | $8.00 | $0.23 | 142.3% | 90% |
| 20261013 | $7.75 | $0.34 | 94.9% | 46% |
| 20261012 | $0.28 | $0.28 | 109.0% | 59% |
| 20261009 | $0.51 | $0.23 | 81.2% | 33% |
| 20261008 | $0.15 | $0.24 | 88.4% | 40% |
| 20261007 | $0.58 | $0.15 | 73.9% | 27% |
| 20261006 | $0.21 | $0.15 | 86.5% | 38% |
| 20261005 | $0.28 | $0.17 | 110.0% | 60% |
| 20261002 | $0.12 | $0.14 | 78.4% | 31% |
| 20261001 | $0.19 | $0.16 | 76.8% | 29% |
| 20260930 | $0.12 | $0.23 | 62.7% | 16% |
| 20260929 | $0.18 | $0.12 | 78.0% | 30% |
| 20260928 | $0.17 | $0.10 | 66.3% | 20% |
| 20260925 | $0.15 | $0.09 | 69.4% | 22% |
| 20260924 | $0.17 | $0.10 | 75.9% | 28% |
| 20260923 | $0.12 | $0.09 | 47.8% | 2% |
| 20260922 | $0.15 | $0.08 | 67.1% | 20% |
| 20260921 | $0.16 | $0.09 | 66.1% | 10% |
| 20260918 | $0.15 | $0.09 | 68.3% | 12% |
| 20260917 | $0.18 | $0.08 | 78.8% | 17% |
| 20260916 | $0.18 | $0.23 | 79.2% | 17% |
| 20260915 | $0.18 | $0.07 | 77.7% | 16% |
| 20260914 | $0.22 | $0.07 | 99.7% | 28% |
| 20260911 | $0.14 | $0.11 | 65.0% | 10% |
| 20260910 | $0.15 | $0.12 | 68.9% | 12% |
| 20260909 | $0.27 | $0.11 | 117.4% | 36% |
| 20260908 | $0.18 | $0.10 | 77.5% | 16% |
| 20260904 | $0.16 | $0.07 | 71.8% | 13% |
| 20260903 | $0.12 | $0.08 | 67.9% | 11% |
| 20260902 | $0.18 | $0.06 | 80.9% | 18% |
| 20260901 | $0.14 | $0.08 | 58.9% | 7% |
| 20260831 | $0.14 | $0.04 | 60.2% | 8% |
| 20260828 | $0.19 | $0.06 | 79.6% | 17% |
| 20260827 | $0.14 | $0.08 | 63.3% | 9% |
| 20260826 | $0.19 | $0.10 | 80.0% | 18% |
| 20260825 | $0.18 | $0.10 | 70.8% | 13% |
| 20260824 | $0.18 | $0.10 | 73.3% | 14% |
| 20260821 | $0.20 | $0.09 | 78.8% | 17% |
| 20260820 | $0.17 | $0.09 | 76.7% | 16% |
| 20260819 | $0.15 | $0.08 | 95.7% | 26% |
| 20260818 | $0.16 | $0.08 | 92.6% | 24% |
| 20260817 | $0.18 | $0.04 | 75.4% | 15% |
| 20260814 | $0.17 | $0.04 | 77.6% | 16% |
| 20260813 | $0.14 | $0.07 | 72.4% | 14% |
| 20260812 | $0.19 | $0.10 | 81.1% | 18% |
| 20260811 | $0.16 | $0.09 | 87.6% | 21% |
| 20260810 | $0.13 | $0.07 | 77.6% | 16% |
| 20260807 | — | — | 77.3% | 16% |
| 20260806 | $7.58 | $0.20 | 118.3% | 37% |
| 20260805 | $0.24 | $0.13 | 107.9% | 32% |
| 20260804 | $7.57 | $0.12 | 99.1% | 27% |
| 20260803 | $0.24 | $0.12 | 75.8% | 15% |
| 20260731 | $0.19 | $0.23 | 80.4% | 18% |
| 20260730 | $0.19 | $0.14 | 79.9% | 17% |
More on CGC
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.