CMPS Moves

COMPASS Pathways Plc American Depository CMPS 7.81 -0.79 -9.19%

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Expected move

November 05, 2026 close · $7.79

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±4.5% ±$0.35	$7.44 – $8.14	$7.37 – $8.21	$7.03 – $8.55
2 sessions	±6.3% ±$0.49	$7.30 – $8.28	$7.19 – $8.39	$6.73 – $8.85
3 sessions	±7.9% ±$0.62	$7.17 – $8.41	$7.05 – $8.53	$6.47 – $9.11
1 week	±10.1% ±$0.79	$7.00 – $8.58	$6.83 – $8.75	$6.12 – $9.46
2 weeks	±14.2% ±$1.10	$6.69 – $8.89	$6.43 – $9.15	$5.44 – $10.14

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta

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

Earnings: priced against what happened

Average implied move

±8.00%

Average actual move

16.97%

Beyond the implied move

1 / 1

Median IV change

-13.23%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 13, 2026	±8.00%	+16.97%	2.12×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →