COOP · Expected Move
Mr. Cooper Group Inc. Common Stock
The expected move for COOP 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).
COOP 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 COOP Expected Move
30-Day Straddle
$25.30
7-Day Straddle
$25.30
30-Day ATM IV
70.5%
IV Rank
87%
Implied one-standard-deviation move through the next 30 days. Compare to COOP'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.
COOP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20250930 | $25.30 | $25.30 | 70.5% | 87% |
| 20250929 | $26.85 | $26.85 | 70.9% | 89% |
| 20250926 | $26.75 | $26.75 | 69.2% | 83% |
| 20250925 | $26.95 | $26.95 | 67.2% | 77% |
| 20250924 | $28.80 | $28.80 | 68.9% | 82% |
| 20250923 | $29.90 | $29.90 | 68.3% | 81% |
| 20250922 | $28.25 | $28.25 | 64.9% | 70% |
| 20250919 | $30.45 | $4.73 | 64.6% | 69% |
| 20250918 | $34.10 | $8.70 | 69.4% | 84% |
| 20250917 | $36.45 | $14.10 | 72.4% | 93% |
| 20250916 | $36.10 | $15.05 | 71.2% | 90% |
| 20250915 | $36.80 | $17.65 | 71.3% | 90% |
| 20250912 | $37.75 | $17.65 | 69.9% | 86% |
| 20250911 | $37.10 | $20.10 | 68.4% | 81% |
| 20250910 | $37.25 | $21.20 | 67.8% | 79% |
| 20250909 | $37.10 | $22.10 | 66.1% | 74% |
| 20250908 | $37.25 | $21.95 | 65.8% | 73% |
| 20250905 | $36.45 | $23.30 | 64.8% | 70% |
| 20250904 | $33.65 | $21.80 | 61.8% | 60% |
| 20250903 | $19.15 | $19.15 | 62.0% | 61% |
| 20250902 | $20.55 | $20.55 | 64.1% | 68% |
| 20250829 | $21.60 | $21.60 | 60.9% | 58% |
| 20250828 | $22.50 | $22.50 | 61.1% | 58% |
| 20250827 | $22.85 | $22.85 | 60.7% | 57% |
| 20250826 | $24.25 | $24.25 | 60.4% | 56% |
| 20250825 | $24.05 | $24.05 | 59.4% | 53% |
| 20250822 | $24.80 | $24.80 | 56.6% | 44% |
| 20250821 | $24.25 | $24.25 | 58.3% | 50% |
| 20250820 | $22.80 | $22.80 | 53.9% | 36% |
| 20250819 | $24.75 | $24.75 | 54.7% | 39% |
| 20250818 | $24.15 | $24.15 | 55.2% | 40% |
| 20250815 | $25.25 | $2.55 | 53.2% | 34% |
| 20250814 | $26.15 | $3.62 | 53.8% | 36% |
| 20250813 | $28.35 | $7.20 | 54.7% | 38% |
| 20250812 | $26.20 | $9.10 | 53.1% | 34% |
| 20250811 | $24.95 | $9.60 | 53.4% | 34% |
| 20250808 | $24.80 | $10.00 | 51.9% | 44% |
| 20250807 | $27.70 | $12.40 | 54.9% | 54% |
| 20250806 | $29.30 | $13.50 | 55.7% | 59% |
| 20250805 | $29.70 | $15.10 | 56.8% | 61% |
| 20250804 | $26.95 | $14.40 | 53.9% | 55% |
| 20250801 | $16.95 | $16.95 | 57.7% | 63% |
| 20250731 | $19.30 | $19.30 | 63.0% | 75% |
| 20250730 | $17.25 | $17.25 | 60.5% | 69% |
| 20250729 | $16.05 | $16.05 | 57.4% | 63% |
| 20250728 | $17.15 | $17.15 | 58.1% | 64% |
| 20250725 | $18.55 | $18.55 | 58.4% | 65% |
| 20250724 | $19.00 | $19.00 | 59.1% | 66% |
| 20250723 | $27.00 | $27.00 | 74.6% | 100% |
| 20250722 | $23.60 | $23.60 | 64.8% | 82% |
| 20250721 | $20.30 | $20.30 | 58.0% | 66% |
| 20250718 | $18.70 | $1.85 | 56.5% | 63% |
| 20250717 | $18.65 | $3.00 | 55.6% | 61% |
| 20250716 | $18.20 | $4.47 | 54.1% | 57% |
| 20250715 | $18.25 | $6.03 | 54.4% | 58% |
| 20250714 | $19.85 | $6.88 | 56.0% | 62% |
| 20250711 | $19.60 | $7.42 | 53.7% | 57% |
| 20250710 | $20.15 | $9.10 | 53.2% | 56% |
| 20250709 | $20.75 | $9.70 | 54.4% | 58% |
| 20250708 | $20.25 | $10.15 | 53.2% | 56% |
More on COOP
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.