CPA · Expected Move
Copa Holdings, S.A.
The expected move for CPA 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).
CPA straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current CPA Expected Move
30-Day Straddle
$8.12
7-Day Straddle
$8.12
Avg IV
68.2%
IV Rank
39%
Implied one-standard-deviation move through the next 30 days. Compare to CPA'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.
CPA Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260929 | $8.12 | $8.12 | 68.2% | 39% |
| 20260928 | $8.80 | $8.80 | 75.1% | 51% |
| 20260925 | $8.30 | $8.30 | 58.1% | 22% |
| 20260924 | $8.80 | $8.80 | 67.7% | 38% |
| 20260923 | $9.05 | $9.05 | 57.2% | 20% |
| 20260922 | $8.78 | $8.78 | 66.0% | 35% |
| 20260921 | $9.28 | $9.28 | 57.1% | 20% |
| 20260918 | $9.95 | $2.30 | 57.5% | 21% |
| 20260917 | $10.70 | $3.33 | 54.7% | 16% |
| 20260916 | $9.55 | $3.98 | 53.2% | 13% |
| 20260915 | $10.45 | $4.62 | 48.7% | 6% |
| 20260914 | $10.62 | $5.43 | 51.1% | 10% |
| 20260911 | $11.05 | $5.65 | 53.7% | 14% |
| 20260910 | $11.60 | $6.62 | 49.2% | 7% |
| 20260909 | $11.40 | $6.05 | 51.6% | 11% |
| 20260908 | $11.90 | $7.08 | 56.7% | 19% |
| 20260904 | $11.75 | $7.23 | 45.4% | 0% |
| 20260903 | $11.75 | $7.00 | 47.8% | 0% |
| 20260902 | $7.45 | $7.45 | 62.4% | 20% |
| 20260901 | $7.40 | $7.40 | 63.0% | 21% |
| 20260831 | $7.55 | $7.55 | 60.6% | 17% |
| 20260828 | $8.72 | $8.72 | 65.6% | 26% |
| 20260827 | $8.60 | $8.60 | 64.9% | 25% |
| 20260826 | $9.50 | $9.50 | 62.4% | 20% |
| 20260825 | $10.10 | $10.10 | 62.5% | 20% |
| 20260824 | $9.70 | $9.70 | 60.1% | 16% |
| 20260821 | $10.30 | $2.15 | 60.1% | 16% |
| 20260820 | $10.05 | $2.77 | 58.3% | 12% |
| 20260819 | $9.30 | $3.33 | 57.0% | 10% |
| 20260818 | $10.60 | $4.28 | 56.2% | 8% |
| 20260817 | $10.80 | $4.72 | 54.8% | 5% |
| 20260814 | $12.20 | $4.85 | 52.4% | 1% |
| 20260813 | $12.15 | $5.43 | 52.0% | 0% |
| 20260812 | $12.25 | $5.10 | 52.9% | 1% |
| 20260811 | $13.50 | $6.62 | 52.9% | 1% |
| 20260810 | $14.55 | $6.80 | 52.2% | 0% |
| 20260806 | $16.25 | $10.02 | 52.9% | 10% |
| 20260805 | $13.15 | $13.15 | 83.6% | 64% |
| 20260804 | $13.25 | $13.25 | 96.5% | 88% |
| 20260803 | $13.75 | $13.75 | 73.2% | 51% |
| 20260731 | $13.55 | $13.55 | 75.7% | 55% |
| 20260730 | $14.95 | $14.95 | 76.9% | 57% |
| 20260729 | $12.10 | $12.10 | 76.3% | 56% |
| 20260728 | $14.15 | $14.15 | 71.2% | 48% |
| 20260727 | $14.15 | $14.15 | 72.7% | 51% |
| 20260724 | $14.25 | $14.25 | 67.8% | 43% |
| 20260723 | $15.00 | $15.00 | 63.7% | 37% |
| 20260722 | $15.05 | $15.05 | 69.9% | 46% |
| 20260721 | $14.15 | $14.15 | 60.0% | 31% |
| 20260720 | $15.30 | $15.30 | 63.8% | 37% |
| 20260716 | $15.85 | $4.28 | 65.1% | 39% |
| 20260715 | $16.30 | $4.65 | 62.2% | 34% |
| 20260714 | $15.85 | $6.10 | 61.6% | 33% |
| 20260713 | $16.15 | $6.65 | 69.0% | 45% |
| 20260710 | $17.15 | $5.45 | 62.9% | 35% |
| 20260709 | $17.30 | $7.28 | 61.9% | 34% |
| 20260708 | $18.35 | $8.02 | 68.9% | 45% |
| 20260707 | $18.15 | $8.30 | 64.2% | 37% |
| 20260706 | $18.35 | $8.40 | 67.3% | 42% |
More on CPA
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.