CMPS · Expected Move
COMPASS Pathways Plc American Depository Shares
The expected move for CMPS 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).
CMPS 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 CMPS Expected Move
30-Day Straddle
$1.75
7-Day Straddle
$1.75
30-Day ATM IV
77.2%
IV Rank
17%
Implied one-standard-deviation move through the next 30 days. Compare to CMPS'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.
CMPS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $1.75 | $1.75 | 77.2% | 17% |
| 20261023 | $2.05 | $2.05 | 82.0% | 23% |
| 20261022 | $2.10 | $2.10 | 77.1% | 16% |
| 20261021 | $2.38 | $2.38 | 84.9% | 28% |
| 20261020 | $2.28 | $2.28 | 82.3% | 24% |
| 20261019 | $1.98 | $1.98 | 75.6% | 14% |
| 20261016 | $2.12 | $0.62 | 78.1% | 18% |
| 20261015 | $2.25 | $0.80 | 73.2% | 11% |
| 20261014 | $2.22 | $0.62 | 76.2% | 15% |
| 20261013 | $2.30 | $0.75 | 80.9% | 22% |
| 20261012 | $2.17 | $0.78 | 73.0% | 11% |
| 20261009 | $2.45 | $0.82 | 75.1% | 14% |
| 20261008 | $2.30 | $1.05 | 75.7% | 14% |
| 20261007 | $2.55 | $1.05 | 75.0% | 13% |
| 20261006 | $2.55 | $1.02 | 75.3% | 14% |
| 20261005 | $2.75 | $1.15 | 78.2% | 18% |
| 20261002 | $1.35 | $1.35 | 75.5% | 14% |
| 20261001 | $1.33 | $1.33 | 77.6% | 17% |
| 20260930 | $1.53 | $1.53 | 74.2% | 12% |
| 20260929 | $1.55 | $1.55 | 79.0% | 19% |
| 20260928 | $1.50 | $1.50 | 75.5% | 14% |
| 20260925 | $1.65 | $1.65 | 73.8% | 12% |
| 20260924 | $1.75 | $1.75 | 72.7% | 10% |
| 20260923 | $1.92 | $1.92 | 75.3% | 14% |
| 20260922 | $2.03 | $2.03 | 71.9% | 9% |
| 20260921 | $2.00 | $2.00 | 69.8% | 6% |
| 20260918 | $2.27 | $0.35 | 67.6% | 3% |
| 20260917 | $2.42 | $0.47 | 72.4% | 10% |
| 20260916 | $2.15 | $0.60 | 67.4% | 2% |
| 20260915 | $2.40 | $0.80 | 72.1% | 9% |
| 20260914 | $2.38 | $1.23 | 74.2% | 12% |
| 20260911 | $2.65 | $1.12 | 73.3% | 11% |
| 20260910 | $2.45 | $1.30 | 69.9% | 6% |
| 20260909 | $2.95 | $1.38 | 76.3% | 15% |
| 20260908 | $2.75 | $1.20 | 75.4% | 14% |
| 20260904 | $2.62 | $1.32 | 70.6% | 7% |
| 20260903 | $2.48 | $1.60 | 69.5% | 6% |
| 20260902 | $1.52 | $1.52 | 71.3% | 8% |
| 20260901 | $1.60 | $1.60 | 73.3% | 11% |
| 20260831 | $1.62 | $1.62 | 70.9% | 8% |
| 20260828 | $1.62 | $1.62 | 67.2% | 2% |
| 20260827 | $1.98 | $1.98 | 71.1% | 8% |
| 20260826 | $1.93 | $1.93 | 71.8% | 9% |
| 20260825 | $2.30 | $2.30 | 75.3% | 14% |
| 20260824 | $2.05 | $2.05 | 70.4% | 7% |
| 20260821 | $2.00 | $0.70 | 69.3% | 5% |
| 20260820 | $1.98 | $0.55 | 65.6% | 0% |
| 20260819 | $2.42 | $0.55 | 76.2% | 13% |
| 20260818 | $2.25 | $0.72 | 70.4% | 4% |
| 20260817 | $2.27 | $0.93 | 70.3% | 4% |
| 20260814 | $2.27 | $1.15 | 68.4% | 1% |
| 20260813 | $2.28 | $0.98 | 68.2% | 1% |
| 20260812 | $2.55 | $1.18 | 70.6% | 5% |
| 20260811 | $2.58 | $1.02 | — | — |
| 20260810 | $2.52 | $1.27 | 71.9% | 7% |
| 20260807 | — | — | 72.6% | 8% |
| 20260806 | $3.33 | $1.88 | 81.2% | 20% |
| 20260805 | $1.75 | $1.75 | 79.6% | 18% |
| 20260804 | $1.93 | $1.93 | 95.7% | 42% |
| 20260803 | $2.10 | $2.10 | 108.1% | 32% |
More on CMPS
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.