CP · Expected Move
Canadian Pacific Kansas City Limited
The expected move for CP 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).
CP 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 CP Expected Move
30-Day Straddle
$5.10
7-Day Straddle
$5.10
30-Day ATM IV
24.8%
IV Rank
74%
Implied one-standard-deviation move through the next 30 days. Compare to CP'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.
CP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261023 | $5.10 | $5.10 | 24.8% | 74% |
| 20261022 | $4.67 | $4.67 | 22.9% | 58% |
| 20261021 | $4.95 | $4.95 | 23.9% | 67% |
| 20261020 | $4.75 | $4.75 | 23.5% | 63% |
| 20261019 | $4.60 | $4.60 | 23.5% | 63% |
| 20261016 | $5.05 | $0.95 | 23.4% | 63% |
| 20261015 | $4.50 | $0.97 | 21.9% | 50% |
| 20261014 | $5.33 | $2.08 | 22.3% | 54% |
| 20261013 | $4.97 | $1.48 | 22.5% | 55% |
| 20261012 | $4.83 | $2.65 | 22.1% | 52% |
| 20261009 | $4.33 | $1.15 | 19.8% | 33% |
| 20261008 | $4.67 | $1.52 | 20.2% | 37% |
| 20261007 | $5.58 | $2.62 | 22.9% | 59% |
| 20261006 | $5.15 | $2.02 | 21.4% | 46% |
| 20261005 | $5.67 | $3.20 | 22.9% | 58% |
| 20261002 | $2.90 | $2.90 | 23.2% | 61% |
| 20261001 | $2.98 | $2.98 | 23.5% | 63% |
| 20260930 | $3.05 | $3.05 | 22.3% | 53% |
| 20260929 | $3.30 | $3.30 | 24.7% | 73% |
| 20260928 | $3.78 | $3.78 | 22.1% | 52% |
| 20260925 | $3.50 | $3.50 | 21.8% | 49% |
| 20260924 | $3.48 | $3.48 | 21.8% | 49% |
| 20260923 | $3.38 | $3.38 | 20.7% | 41% |
| 20260922 | $3.88 | $3.88 | 21.1% | 44% |
| 20260921 | $4.00 | $4.00 | 22.2% | 53% |
| 20260918 | $3.92 | $0.50 | 20.4% | 38% |
| 20260917 | $4.30 | $1.57 | 21.0% | 43% |
| 20260916 | $5.35 | $1.30 | 26.5% | 87% |
| 20260915 | $4.45 | $1.78 | 21.6% | 48% |
| 20260914 | $4.55 | $1.83 | 21.4% | 46% |
| 20260911 | $4.47 | $2.10 | 20.0% | 35% |
| 20260910 | $4.72 | $2.40 | 21.0% | 42% |
| 20260909 | $5.65 | $2.45 | 24.5% | 71% |
| 20260908 | $5.47 | $2.95 | 22.0% | 51% |
| 20260904 | $4.55 | $2.38 | 21.1% | 43% |
| 20260903 | $5.45 | $3.75 | 21.2% | 44% |
| 20260902 | $3.05 | $3.05 | 18.5% | 23% |
| 20260901 | $3.20 | $3.20 | 20.7% | 40% |
| 20260831 | $3.08 | $3.08 | 19.1% | 27% |
| 20260828 | $3.05 | $3.05 | 19.2% | 28% |
| 20260827 | $3.47 | $3.47 | 19.8% | 33% |
| 20260826 | $3.52 | $3.52 | 19.4% | 29% |
| 20260825 | $3.88 | $3.88 | 20.2% | 35% |
| 20260824 | $3.70 | $3.70 | 19.1% | 27% |
| 20260821 | $4.05 | $1.82 | 19.1% | 26% |
| 20260820 | $4.00 | $1.83 | 18.8% | 23% |
| 20260819 | $4.05 | $1.73 | 19.2% | 22% |
| 20260818 | $5.03 | $2.43 | 20.8% | 33% |
| 20260817 | $4.97 | $1.68 | 20.9% | 33% |
| 20260814 | $3.60 | $2.45 | 15.7% | 0% |
| 20260813 | $4.85 | $3.00 | 20.2% | 15% |
| 20260812 | $5.43 | $2.50 | 22.7% | 34% |
| 20260811 | $4.10 | $2.53 | 18.3% | 0% |
| 20260810 | $5.05 | $2.67 | 20.9% | 12% |
| 20260807 | — | — | 19.4% | 0% |
| 20260806 | $5.47 | $3.88 | 22.8% | 19% |
| 20260805 | $3.50 | $3.50 | 21.3% | 5% |
| 20260804 | $3.55 | $3.55 | 21.5% | 8% |
| 20260803 | $3.60 | $3.60 | 21.9% | 11% |
| 20260731 | $4.00 | $4.00 | 21.0% | 2% |
More on CP
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.