CMPS (COMPASS Pathways Plc American Depository Shares)

Historical IV Rank & Volatility Regime

IV Rank measures where CMPS's current 30-day implied volatility sits in its trailing 90-day distribution (0% = lowest in 90 days, 100% = highest). It's the most reliable signal for whether options on CMPS are priced rich or cheap relative to its own recent regime.

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.

CMPS IV Rank Summary
Current
16%
Compressed — premium buying regime
30-Day Avg
24%
60-Day Avg
40%
90-Day Avg
48%
90-Day Low
0%
90-Day High
100%
IV Rank is bounded 0%–100% by construction. Sustained levels above 75% historically precede mean reversion in CMPS's implied vol; sustained sub-25% readings often coincide with low-realized regimes ahead of catalyst events. See the Vol Arb Screener for symbols where current IV rank diverges most from realized volatility.
CMPS IV Rank — Last 90 Trading Days
DateIV RankAvg IV
20260609 16% 1.4%
20260608 28% 1.6%
20260605 38% 1.8%
20260604 21% 1.5%
20260603 27% 1.6%
20260602 92% 2.7%
20260601 59% 2.1%
20260529 9% 1.3%
20260528 38% 1.8%
20260527 19% 1.5%
20260526 10% 1.3%
20260522 27% 1.6%
20260521 7% 1.3%
20260520 8% 1.3%
20260519 23% 1.5%
20260518 35% 1.7%
20260515 11% 1.3%
20260514 37% 1.8%
20260513 8% 1.3%
20260512 19% 1.4%
20260511 20% 1.5%
20260510 6% 1.2%
20260508 0% 1.1%
20260507 5% 1.2%
20260506 6% 1.3%
20260505 0% 1.2%
20260504 5% 1.2%
20260502 43% 1.9%
20260501 41% 1.8%
20260430 54% 2.0%
20260429 72% 2.3%
20260428 35% 1.7%
20260427 45% 1.9%
20260424 23% 1.5%
20260423 52% 2.0%
20260422 45% 1.9%
20260421 45% 1.9%
20260420 55% 2.0%
20260417 47% 1.9%
20260416 49% 1.9%
20260415 40% 1.7%
20260414 37% 1.6%
20260413 31% 1.5%
20260410 37% 1.6%
20260409 34% 1.5%
20260408 33% 1.5%
20260407 35% 1.6%
20260406 14% 1.2%
20260402 30% 1.5%
20260401 74% 2.3%
20260331 81% 2.4%
20260330 71% 2.3%
20260327 72% 2.3%
20260326 64% 2.1%
20260325 77% 2.4%
20260324 91% 2.6%
20260323 92% 2.7%
20260320 100% 2.8%
20260319 100% 2.7%
20260318 83% 2.2%
20260317 75% 2.1%
20260316 52% 1.7%
20260313 62% 1.9%
20260312 69% 2.0%
20260311 56% 1.8%
20260310 39% 1.5%
20260309 39% 1.5%
20260308 44% 1.6%
20260306 46% 1.6%
20260305 55% 1.8%
20260304 74% 2.1%
20260303 97% 2.4%
20260302 79% 2.2%
20260227 54% 1.8%
20260226 50% 1.7%
20260225 80% 2.2%
20260224 46% 1.6%
20260223 59% 1.8%
20260221 61% 1.9%
20260220 61% 1.9%
20260219 54% 1.7%
20260218 48% 1.7%
20260217 68% 2.0%
20260213 98% 2.5%
20260212 91% 2.4%
20260211 79% 2.2%
20260210 80% 2.2%
20260209 80% 2.2%
20260206 73% 2.1%
20260205 94% 2.4%