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
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 CPA Expected Move
30-Day Straddle
$14.35
7-Day Straddle
$10.50
30-Day ATM IV
42.9%
IV Rank
67%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $14.35 | $10.50 | 42.9% | 67% |
| 20261112 | $15.15 | $10.55 | 43.0% | 67% |
| 20261111 | $14.60 | $10.25 | 40.0% | 50% |
| 20261110 | $15.00 | $11.40 | 41.4% | 58% |
| 20261109 | $14.65 | $11.65 | 39.5% | 47% |
| 20261106 | $16.20 | $12.10 | 44.1% | 73% |
| 20261105 | $16.25 | $12.65 | 45.0% | 79% |
| 20261104 | $12.45 | $12.45 | 42.0% | 61% |
| 20261103 | $12.10 | $12.10 | 42.5% | 64% |
| 20261102 | $12.50 | $12.50 | 43.2% | 69% |
| 20261030 | $12.30 | $12.30 | 44.9% | 78% |
| 20261029 | $11.90 | $11.90 | 42.2% | 63% |
| 20261028 | $12.65 | $12.65 | 44.3% | 75% |
| 20261027 | $12.05 | $12.05 | 42.3% | 63% |
| 20261026 | $12.65 | $12.65 | 44.0% | 73% |
| 20261023 | $13.55 | $13.55 | 44.6% | 76% |
| 20261022 | $13.70 | $13.70 | 44.9% | 78% |
| 20261021 | $12.50 | $12.50 | 39.7% | 48% |
| 20261020 | $13.45 | $13.45 | 42.8% | 66% |
| 20261019 | $11.85 | $11.85 | 38.2% | 39% |
| 20261016 | $12.70 | $3.90 | 38.5% | 41% |
| 20261015 | $13.60 | $2.62 | 40.2% | 51% |
| 20261014 | $13.25 | $3.75 | 39.4% | 46% |
| 20261013 | $12.75 | $4.50 | 37.0% | 33% |
| 20261012 | $12.75 | $5.08 | 36.5% | 29% |
| 20261009 | $13.05 | $4.97 | 35.7% | 25% |
| 20261008 | $13.35 | $5.95 | 36.6% | 30% |
| 20261007 | $14.10 | $5.95 | 36.8% | 31% |
| 20261006 | $15.15 | $6.07 | 37.6% | 36% |
| 20261005 | $14.50 | $6.18 | 36.9% | 32% |
| 20261002 | $6.95 | $6.95 | 35.5% | 24% |
| 20261001 | $7.50 | $7.50 | 36.6% | 30% |
| 20260930 | $7.90 | $7.90 | 37.1% | 33% |
| 20260929 | $8.12 | $8.12 | 36.7% | 29% |
| 20260928 | $8.80 | $8.80 | 38.6% | 39% |
| 20260925 | $8.30 | $8.30 | 34.7% | 18% |
| 20260924 | $8.80 | $8.80 | 36.6% | 28% |
| 20260923 | $9.05 | $9.05 | 36.1% | 26% |
| 20260922 | $8.78 | $8.78 | 34.0% | 14% |
| 20260921 | $9.28 | $9.28 | 33.2% | 10% |
| 20260918 | $9.95 | $2.30 | 33.0% | 9% |
| 20260917 | $10.70 | $3.33 | 36.0% | 25% |
| 20260916 | $9.55 | $3.98 | 33.4% | 11% |
| 20260915 | $10.45 | $4.62 | 35.4% | 22% |
| 20260914 | $10.62 | $5.43 | 33.7% | 12% |
| 20260911 | $11.05 | $5.65 | 35.0% | 19% |
| 20260910 | $11.60 | $6.62 | 36.4% | 27% |
| 20260909 | $11.40 | $6.05 | 35.0% | 20% |
| 20260908 | $11.90 | $7.08 | 36.4% | 28% |
| 20260904 | $11.75 | $7.23 | 33.0% | 9% |
| 20260903 | $11.75 | $7.00 | 33.3% | 10% |
| 20260902 | $7.45 | $7.45 | 33.6% | 12% |
| 20260901 | $7.40 | $7.40 | 34.0% | 14% |
| 20260831 | $7.55 | $7.55 | 33.8% | 13% |
| 20260828 | $8.72 | $8.72 | 35.2% | 21% |
| 20260827 | $8.60 | $8.60 | 33.5% | 12% |
| 20260826 | $9.50 | $9.50 | 34.5% | 17% |
| 20260825 | $10.10 | $10.10 | 35.8% | 24% |
| 20260824 | $9.70 | $9.70 | 35.0% | 20% |
| 20260821 | $10.30 | $2.15 | 36.0% | 25% |
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.