CPER · Expected Move
United States Copper Index Fund · ETF
The expected move for CPER 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).
CPER 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 CPER Expected Move
30-Day Straddle
$1.83
7-Day Straddle
$1.83
30-Day ATM IV
22.3%
IV Rank
4%
Implied one-standard-deviation move through the next 30 days. Compare to CPER'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.
CPER Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $1.83 | $1.83 | 22.3% | 4% |
| 20261023 | $1.85 | $1.85 | 21.6% | 1% |
| 20261022 | $1.95 | $1.95 | 21.6% | 1% |
| 20261021 | $2.00 | $2.00 | 21.5% | 1% |
| 20261020 | $1.97 | $1.97 | 23.8% | 9% |
| 20261019 | $2.05 | $2.05 | 21.2% | 0% |
| 20261016 | $2.23 | $1.80 | 21.9% | 2% |
| 20261015 | $2.30 | $0.58 | 22.8% | 5% |
| 20261014 | $2.17 | $0.70 | 22.7% | 5% |
| 20261013 | $2.58 | $0.77 | 24.0% | 9% |
| 20261012 | $2.58 | $0.95 | 23.7% | 8% |
| 20260302 | $2.67 | $2.67 | — | — |
| 20260227 | $2.25 | $2.25 | 32.4% | 38% |
| 20260226 | $2.45 | $2.45 | 33.2% | 41% |
| 20260225 | $2.55 | $2.55 | 34.5% | 46% |
| 20260224 | $2.65 | $2.65 | 35.5% | 49% |
| 20260223 | $2.77 | $2.77 | 36.1% | 51% |
| 20260221 | $2.80 | $2.80 | — | — |
| 20260220 | $2.80 | $0.15 | 34.9% | 47% |
| 20260219 | $2.58 | $0.67 | 32.4% | 38% |
| 20260218 | $2.67 | $0.72 | 32.7% | 39% |
| 20260217 | $2.60 | $0.90 | 32.0% | 37% |
| 20260213 | $2.95 | $1.27 | 32.6% | 39% |
| 20260212 | $2.95 | $1.43 | 32.9% | 40% |
| 20260211 | $3.30 | $1.50 | 34.8% | 47% |
| 20260210 | $3.23 | $1.67 | 32.5% | 39% |
| 20260209 | $3.60 | $1.90 | 37.0% | 54% |
| 20260206 | $3.85 | $2.12 | 38.9% | 64% |
| 20260205 | $3.83 | $2.27 | 39.7% | 67% |
| 20260204 | $2.45 | $2.45 | 39.8% | 67% |
| 20260203 | $2.70 | $2.70 | 40.2% | 68% |
| 20260202 | $2.53 | $2.53 | 38.0% | 65% |
| 20260130 | $2.95 | $2.95 | 40.6% | 73% |
| 20260129 | $3.92 | $3.92 | 50.3% | 100% |
| 20260128 | $2.62 | $2.62 | 36.0% | 85% |
| 20260127 | $2.73 | $2.73 | 34.6% | 79% |
| 20260126 | $2.83 | $2.83 | 35.9% | 84% |
| 20260123 | $2.65 | $2.65 | 31.9% | 68% |
| 20260122 | $2.62 | $2.62 | 33.5% | 74% |
| 20260121 | $2.73 | $2.73 | 32.0% | 68% |
| 20260120 | $2.72 | $2.72 | 32.0% | 68% |
| 20260116 | $3.08 | $0.12 | 34.5% | 78% |
| 20260115 | $3.17 | $0.68 | 34.2% | 77% |
| 20260114 | $3.45 | $1.07 | 37.8% | 92% |
| 20260113 | $3.35 | $1.00 | 35.3% | 81% |
| 20260112 | $3.78 | $1.30 | 39.0% | 96% |
| 20260109 | $3.42 | $1.45 | 35.0% | 80% |
| 20260108 | $3.48 | $1.52 | 34.6% | 79% |
| 20260107 | $3.67 | $1.62 | 36.7% | 87% |
| 20260106 | $4.08 | $2.10 | 39.8% | 100% |
| 20260105 | $3.72 | $2.10 | 36.8% | 100% |
| 20260102 | $1.73 | $1.73 | 31.6% | 81% |
| 20251231 | $1.90 | $1.90 | 33.4% | 90% |
| 20251230 | $2.17 | $2.17 | 35.4% | 100% |
| 20251229 | $1.97 | $1.97 | 31.5% | 91% |
| 20251226 | $2.33 | $2.33 | 33.2% | 100% |
| 20251224 | $1.77 | $1.77 | 26.6% | 64% |
| 20251223 | $1.80 | $1.80 | 25.4% | 57% |
| 20251222 | $1.73 | $1.73 | 25.2% | 56% |
| 20251219 | $1.93 | $0.95 | 24.8% | 53% |
More on CPER
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.