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Compass Minerals International CMP 22.99 -0.45 -1.92%

Previous-day view · Tue Nov 10 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 CMP.

Volatility premium

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

Earnings: priced against what happened

Average implied move
±14.42%
Average actual move
5.95%
Beyond the implied move
0 / 3
Median IV change
-31.85%
Reaction session Implied Actual Used ATM IV before → after
August 12, 2025 ±12.56% -10.65% 0.85× —
February 11, 2025 ±14.44% -5.78% 0.40× —
December 17, 2024 ±16.26% +1.43% 0.09× 95.1% → 64.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →