CMP · Expected Move

Compass Minerals International, Inc.

The expected move for CMP 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).

CMP 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 CMP Expected Move
30-Day Straddle
$2.12
7-Day Straddle
$2.12
30-Day ATM IV
52.3%
IV Rank
40%
Implied one-standard-deviation move through the next 30 days. Compare to CMP'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.
CMP Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261102 $2.12 $2.12 52.3% 40%
20261030 $1.32 $1.32 46.6% 25%
20261029 $1.65 $1.65 — —
20261028 $1.30 $1.30 37.0% 0%
20261027 $1.80 $1.80 43.8% 11%
20261026 $1.80 $1.80 43.7% 10%
20261023 $2.43 $2.43 48.3% 23%
20261022 $2.23 $2.23 44.3% 12%
20261021 $1.77 $1.77 40.0% 0%
20261020 $2.38 $2.38 45.6% 13%
20261019 $2.33 $2.33 47.6% 19%
20261016 $2.85 $0.75 — —
20261015 $2.67 $0.95 47.2% 17%
20261014 $2.67 $0.90 49.1% 23%
20261013 $3.17 $1.18 52.1% 32%
20261012 $2.90 $1.38 48.6% 21%
20261009 $2.80 $1.05 44.9% 11%
20261008 $3.78 $1.60 — —
20261007 $3.80 $1.07 58.5% 50%
20261006 $3.02 $2.27 53.0% 34%
20261005 $2.88 $1.55 45.8% 13%
20261002 $1.62 $1.62 46.7% 16%
20261001 $2.10 $2.10 46.4% 15%
20260930 $1.55 $1.55 46.1% 14%
20260929 $1.73 $1.73 44.5% 10%
20260928 $1.75 $1.75 47.8% 19%
20260925 $1.80 $1.80 44.4% 9%
20260924 $2.28 $2.28 47.8% 19%
20260923 $2.23 $2.23 49.5% 24%
20260922 $2.33 $2.33 50.0% 26%
20260921 $2.08 $2.08 48.8% 22%
20260918 $2.65 $1.50 48.3% 20%
20260917 $2.30 $1.12 45.9% 14%
20260916 $2.85 $1.68 52.4% 33%
20260915 $2.83 $0.97 47.6% 18%
20260914 $3.80 $1.15 61.8% 60%
20260911 $2.67 $0.88 43.3% 6%
20260910 $2.98 $1.00 47.6% 18%
20260909 $3.08 $1.35 46.5% 15%
20260908 $3.08 $1.70 46.5% 15%
20260904 $3.05 $1.50 43.3% 6%
20260903 $3.00 $1.35 41.5% 1%
20260902 $2.17 $2.17 42.9% 5%
20260901 $1.77 $1.77 41.3% 0%
20260831 $1.77 $1.77 42.7% 0%
20260828 $1.83 $1.83 43.6% 2%
20260827 $1.98 $1.98 48.0% 15%
20260826 $2.15 $2.15 49.4% 20%
20260825 $2.27 $2.27 48.4% 17%
20260824 $2.40 $2.40 60.2% 52%
20260821 $2.58 $0.70 43.7% 3%
20260820 $2.58 $1.05 48.0% 14%
20260819 $2.65 $1.12 48.8% 16%
20260818 $2.38 $1.50 42.8% 0%
20260817 $2.70 $1.85 47.1% 4%
20260814 $3.42 $1.95 45.9% 0%
20260813 $3.53 $1.77 49.8% 10%
20260812 $3.40 $2.10 48.9% 7%
20260811 $3.55 $1.82 48.5% 6%
20260810 $3.85 $2.60 52.2% 17%

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.