CODI · Expected Move
Compass Diversified
The expected move for CODI 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).
CODI 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 CODI Expected Move
30-Day Straddle
$1.30
7-Day Straddle
$1.30
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to CODI'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.
CODI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.30 | $1.30 | — | — |
| 20261021 | $1.27 | $1.27 | 52.4% | 11% |
| 20261020 | $1.35 | $1.35 | — | — |
| 20261019 | $1.23 | $1.23 | 51.3% | 9% |
| 20261016 | $1.35 | $0.33 | 49.5% | 5% |
| 20261015 | $1.35 | $0.40 | 49.9% | 6% |
| 20261014 | $1.40 | $0.45 | 51.7% | 10% |
| 20261013 | $1.38 | $0.42 | 48.5% | 3% |
| 20261012 | $1.68 | $0.60 | — | — |
| 20261009 | $1.60 | $0.50 | 53.3% | 13% |
| 20261008 | $1.62 | $0.90 | 55.8% | 18% |
| 20261007 | $1.62 | $0.77 | 53.9% | 14% |
| 20261006 | $1.68 | $0.90 | 54.5% | 15% |
| 20261005 | $1.77 | $0.93 | 57.4% | 22% |
| 20261002 | $1.08 | $1.08 | 55.3% | 17% |
| 20261001 | $0.97 | $0.97 | 52.7% | 12% |
| 20260930 | $0.93 | $0.93 | 51.5% | 9% |
| 20260929 | $1.02 | $1.02 | 52.7% | 12% |
| 20260928 | $1.12 | $1.12 | 52.0% | 10% |
| 20260925 | $1.15 | $1.15 | 53.1% | 13% |
| 20260924 | $1.20 | $1.20 | 53.3% | 13% |
| 20260923 | $1.23 | $1.23 | — | — |
| 20260922 | $1.23 | $1.23 | 53.7% | 14% |
| 20260921 | $1.23 | $1.23 | 52.6% | 11% |
| 20260918 | $1.20 | $0.28 | 49.4% | 5% |
| 20260917 | $1.30 | $0.30 | 51.8% | 10% |
| 20260916 | $1.45 | $0.35 | 57.9% | 23% |
| 20260915 | $1.40 | $0.70 | — | — |
| 20260914 | $1.25 | $0.62 | 50.3% | 7% |
| 20260911 | $1.52 | $0.57 | 56.0% | 19% |
| 20260910 | $1.67 | $0.75 | 61.3% | 30% |
| 20260909 | $1.65 | $0.85 | 57.0% | 18% |
| 20260908 | $1.75 | $0.88 | 51.9% | 9% |
| 20260904 | $1.80 | $1.00 | 49.8% | 5% |
| 20260903 | $1.72 | $0.95 | 52.6% | 10% |
| 20260902 | $1.00 | $1.00 | — | — |
| 20260901 | $1.18 | $1.18 | — | — |
| 20260831 | $1.07 | $1.07 | 56.0% | 16% |
| 20260828 | $1.15 | $1.15 | 55.4% | 15% |
| 20260827 | $1.23 | $1.23 | 56.4% | 17% |
| 20260826 | $1.35 | $1.35 | 59.1% | 22% |
| 20260825 | $1.30 | $1.30 | — | — |
| 20260824 | $1.43 | $1.43 | — | — |
| 20260821 | $1.38 | $0.43 | 54.4% | 13% |
| 20260820 | $1.50 | $0.72 | 55.6% | 15% |
| 20260819 | $1.25 | $0.40 | 51.1% | 7% |
| 20260818 | $1.50 | $0.62 | 55.0% | 14% |
| 20260817 | $1.45 | $0.57 | 50.7% | 7% |
| 20260814 | $1.50 | $0.65 | 47.1% | 0% |
| 20260813 | $1.62 | $0.75 | 51.2% | 0% |
| 20260812 | $1.67 | $0.88 | 54.4% | 1% |
| 20260811 | $2.10 | $1.02 | 60.3% | 12% |
| 20260810 | $1.83 | $1.15 | 64.7% | 21% |
| 20260807 | — | — | 67.8% | 27% |
| 20260806 | $1.67 | $1.58 | 54.1% | 0% |
| 20260805 | $1.20 | $1.20 | 64.8% | 14% |
| 20260804 | $1.45 | $1.45 | 62.7% | 10% |
| 20260803 | $1.50 | $1.50 | 65.1% | 15% |
| 20260731 | $1.35 | $1.35 | 67.5% | 20% |
| 20260730 | $1.32 | $1.32 | 65.8% | 16% |
More on CODI
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.