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Canopy Growth Corporation Common Shares CGC 0.6 0.01 2.13%

Previous-day view · Wed Nov 11 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for CGC.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±13.15%
Average actual move
10.38%
Beyond the implied move
1 / 2
Reaction session Implied Actual Used ATM IV before → after
June 15, 2026 ±12.50% -1.71% 0.14× —
August 08, 2025 ±13.81% +19.05% 1.38× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →