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
$6.20
7-Day Straddle
$3.33
Avg IV
0.4%
IV Rank
19%
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 |
|---|---|---|---|---|
| 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% |
| 20260415 | $4.90 | $1.85 | 0.5% | 41% |
| 20260414 | $4.78 | $1.27 | 0.4% | 29% |
| 20260413 | $4.70 | $1.75 | 0.3% | 4% |
| 20260410 | $5.15 | $2.12 | 0.4% | 17% |
| 20260409 | $5.30 | $2.58 | 0.5% | 34% |
| 20260408 | $5.30 | $2.45 | 0.4% | 21% |
| 20260407 | $5.88 | $2.92 | 0.4% | 18% |
| 20260406 | $5.65 | $2.95 | 0.3% | 8% |
| 20260402 | $6.03 | $3.25 | 0.4% | 19% |
| 20260401 | $3.60 | $3.60 | 0.6% | 67% |
| 20260331 | $4.10 | $4.10 | 0.6% | 53% |
| 20260330 | $4.25 | $4.25 | 0.7% | 71% |
| 20260327 | $4.58 | $4.58 | 0.6% | 50% |
| 20260326 | $4.38 | $4.38 | 0.5% | 34% |
| 20260325 | $3.95 | $3.95 | 0.5% | 35% |
| 20260324 | $4.10 | $4.10 | 0.3% | 0% |
| 20260323 | $4.22 | $4.22 | 0.5% | 25% |
| 20260320 | $4.78 | $1.20 | 0.4% | 21% |
| 20260319 | $4.85 | $1.88 | 0.5% | 33% |
| 20260318 | $4.72 | $1.62 | 0.5% | 23% |
| 20260317 | $5.53 | $1.83 | 0.5% | 26% |
| 20260316 | $5.33 | $2.58 | 0.5% | 24% |
| 20260313 | $5.60 | $3.40 | 0.4% | 1% |
| 20260312 | $5.58 | $3.08 | 0.5% | 26% |
| 20260311 | $5.35 | $2.88 | 0.4% | 21% |
| 20260310 | $5.62 | $3.10 | 0.4% | 10% |
| 20260309 | $5.55 | $3.20 | 0.4% | 19% |
| 20260308 | $6.05 | $4.15 | 0.4% | 19% |
| 20260306 | $6.05 | $4.15 | 0.4% | 17% |
| 20260305 | $5.68 | $3.45 | 0.4% | 11% |
| 20260304 | $3.52 | $3.52 | 0.7% | 82% |