CPSS · Expected Move
Consumer Portfolio Services
The expected move for CPSS 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).
CPSS 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 CPSS Expected Move
30-Day Straddle
$2.20
7-Day Straddle
$1.73
30-Day ATM IV
79.4%
IV Rank
29%
Implied one-standard-deviation move through the next 30 days. Compare to CPSS'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.
CPSS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261005 | $2.20 | $1.73 | 79.4% | 29% |
| 20261002 | $1.57 | $1.57 | 77.2% | 27% |
| 20261001 | $1.55 | $1.55 | 75.7% | 26% |
| 20260930 | $1.62 | $1.62 | 78.9% | 29% |
| 20260929 | $1.38 | $1.38 | 85.2% | 36% |
| 20260928 | $1.70 | $1.70 | 145.4% | 100% |
| 20260925 | $1.27 | $1.27 | 74.9% | 33% |
| 20260924 | $1.35 | $1.35 | 65.9% | 20% |
| 20260923 | $1.57 | $1.57 | 81.0% | 42% |
| 20260922 | $1.43 | $1.43 | 79.6% | 40% |
| 20260921 | $1.30 | $1.30 | 70.7% | 27% |
| 20260918 | $1.40 | $0.88 | 94.1% | 60% |
| 20260917 | $1.25 | $1.27 | 72.2% | 29% |
| 20260916 | $1.50 | $1.40 | 85.4% | 48% |
| 20260915 | $1.57 | $1.42 | 73.7% | 31% |
| 20260914 | $1.67 | $1.35 | 88.0% | 52% |
| 20260911 | $1.30 | $1.48 | 65.0% | 19% |
| 20260910 | $1.70 | $1.75 | 88.0% | 52% |
| 20260909 | $1.65 | $1.77 | 79.5% | 40% |
| 20260908 | $1.60 | $1.45 | 93.4% | 59% |
| 20260904 | $1.70 | $1.82 | 81.4% | 42% |
| 20260903 | $2.20 | $1.75 | 107.8% | 80% |
| 20260902 | $1.67 | $1.67 | 63.3% | 16% |
| 20260901 | $1.77 | $1.77 | 71.1% | 27% |
| 20260831 | $1.55 | $1.55 | 65.5% | 20% |
| 20260828 | $1.23 | $1.23 | 68.9% | 24% |
| 20260827 | $1.55 | $1.55 | 66.4% | 21% |
| 20260826 | $1.62 | $1.62 | 60.0% | 12% |
| 20260825 | $1.88 | $1.88 | 68.5% | 24% |
| 20260824 | $1.55 | $1.55 | 71.1% | 28% |
| 20260821 | $1.88 | $1.62 | 53.4% | 2% |
| 20260820 | $1.62 | $1.27 | 51.9% | 0% |
| 20260819 | $1.88 | $1.68 | 53.8% | 0% |
| 20260818 | $1.40 | $1.12 | 56.0% | 3% |
| 20260817 | $1.65 | $1.38 | 55.9% | 2% |
| 20260814 | $1.73 | $1.33 | 64.7% | 15% |
| 20260813 | $1.38 | $1.15 | 64.6% | 15% |
| 20260812 | $2.02 | $1.67 | 61.8% | 11% |
| 20260811 | $2.08 | $1.73 | 58.3% | 6% |
| 20260810 | $2.02 | $1.52 | 59.1% | 7% |
| 20260806 | $3.65 | $1.40 | 81.0% | 40% |
| 20260805 | $1.60 | $1.60 | 77.8% | 35% |
| 20260804 | $2.25 | $2.25 | 78.6% | 39% |
| 20260803 | $2.20 | $2.20 | 79.7% | 41% |
| 20260731 | $2.23 | $2.23 | 78.7% | 39% |
| 20260730 | $2.30 | $2.30 | 82.2% | 44% |
| 20260729 | $2.30 | $2.30 | 80.8% | 42% |
| 20260728 | $2.30 | $2.30 | 80.6% | 42% |
| 20260727 | $2.33 | $2.33 | 78.4% | 39% |
| 20260724 | $2.42 | $2.42 | 82.4% | 45% |
| 20260723 | $2.50 | $2.50 | 77.5% | 38% |
| 20260722 | $2.95 | $2.95 | 70.2% | 27% |
| 20260721 | $1.68 | $1.68 | 69.6% | 26% |
| 20260720 | $2.25 | $2.25 | 54.3% | 5% |
| 20260716 | $1.98 | $1.27 | 75.7% | 35% |
| 20260715 | $1.50 | $1.00 | 74.4% | 33% |
| 20260714 | $2.27 | $1.58 | 77.8% | 38% |
| 20260713 | $1.98 | $1.40 | 75.8% | 35% |
| 20260710 | $2.38 | $1.70 | 76.2% | 36% |
| 20260709 | $2.40 | $1.80 | 73.9% | 32% |
More on CPSS
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.