CP (Canadian Pacific Kansas City Limited)
Expected Move & Straddle Price History
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).
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.
Current CP Expected Move
30-Day Straddle
$5.90
7-Day Straddle
$5.90
Avg IV
0.5%
IV Rank
37%
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 | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260723 | $5.90 | $5.90 | 0.5% | 37% |
| 20260722 | $5.33 | $5.33 | 0.4% | 28% |
| 20260721 | $5.62 | $5.62 | 0.5% | 43% |
| 20260720 | $4.80 | $4.80 | 0.5% | 42% |
| 20260716 | $5.83 | $1.10 | 0.3% | 8% |
| 20260715 | $5.22 | $1.07 | 0.4% | 28% |
| 20260714 | $5.38 | $1.67 | 0.4% | 30% |
| 20260713 | $5.97 | $2.23 | 0.3% | 4% |
| 20260710 | $5.90 | $2.12 | 0.4% | 17% |
| 20260709 | $6.33 | $3.23 | 0.3% | 10% |
| 20260708 | $5.97 | $2.58 | 0.4% | 20% |
| 20260707 | $5.85 | $3.12 | 0.4% | 18% |
| 20260706 | $6.15 | $2.85 | 0.4% | 21% |
| 20260702 | $3.15 | $3.15 | 0.6% | 69% |
| 20260701 | $3.30 | $3.30 | 0.7% | 85% |
| 20260630 | $3.30 | $3.30 | 0.6% | 60% |
| 20260629 | $3.25 | $3.25 | 0.5% | 45% |
| 20260626 | $3.67 | $3.67 | 0.4% | 23% |
| 20260625 | $4.05 | $4.05 | 0.4% | 13% |
| 20260624 | $3.93 | $3.93 | 0.5% | 35% |
| 20260623 | $4.05 | $4.05 | 0.5% | 32% |
| 20260622 | $4.25 | $4.25 | 0.5% | 31% |
| 20260618 | $4.67 | $1.15 | 0.4% | 12% |
| 20260617 | $4.53 | $1.77 | 0.4% | 15% |
| 20260616 | $4.68 | $1.68 | 0.4% | 11% |
| 20260615 | $4.90 | $1.88 | 0.3% | 1% |
| 20260613 | $4.70 | $2.20 | 0.3% | 8% |
| 20260612 | $4.80 | $2.30 | 0.4% | 25% |
| 20260611 | $5.60 | $3.08 | 0.5% | 39% |
| 20260610 | $5.93 | $2.88 | 0.4% | 21% |
| 20260609 | $5.80 | $3.08 | 0.4% | 28% |
| 20260608 | $6.20 | $3.33 | 0.4% | 19% |
| 20260605 | $6.43 | $3.67 | 0.3% | 10% |
| 20260604 | $5.92 | $3.48 | 0.4% | 22% |
| 20260603 | $6.50 | $4.00 | 0.4% | 27% |
| 20260602 | $4.08 | $4.08 | 0.7% | 81% |
| 20260601 | $4.60 | $4.60 | 0.7% | 91% |
| 20260529 | $4.25 | $4.25 | 0.8% | 100% |
| 20260528 | $4.62 | $4.62 | 0.6% | 73% |
| 20260527 | $4.60 | $4.60 | 0.7% | 96% |
| 20260526 | $4.85 | $4.85 | 0.5% | 53% |
| 20260510 | $5.53 | $2.30 | 0.5% | 45% |
| 20260508 | $5.53 | $2.30 | 0.5% | 42% |
| 20260507 | $5.53 | $2.38 | 0.6% | 53% |
| 20260506 | $5.60 | $2.83 | 0.5% | 46% |
| 20260505 | $5.28 | $2.90 | 0.5% | 46% |
| 20260504 | $5.47 | $2.97 | 0.5% | 36% |
| 20260502 | $3.15 | $3.15 | 0.5% | 45% |
| 20260501 | $3.15 | $3.15 | 0.7% | 73% |
| 20260430 | $2.92 | $2.92 | 0.7% | 79% |
| 20260429 | $3.75 | $3.75 | 0.7% | 72% |
| 20260428 | $4.05 | $4.05 | 0.6% | 62% |
| 20260427 | $3.88 | $3.88 | 0.6% | 56% |
| 20260424 | $4.62 | $4.62 | 0.5% | 39% |
| 20260423 | $4.95 | $4.95 | 0.4% | 16% |
| 20260422 | $4.35 | $4.35 | 0.4% | 28% |
| 20260421 | $4.67 | $4.67 | 0.5% | 40% |
| 20260420 | $4.78 | $4.78 | 0.4% | 25% |
| 20260417 | $4.50 | $2.00 | 0.5% | 35% |
| 20260416 | $4.60 | $1.25 | 0.5% | 37% |