CPS Moves

Cooper-Standard Automotive Inc CPS 17.85 -4.19 -19.01%

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Expected move

November 05, 2026 close · $17.85

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.4% ±$0.60	$17.25 – $18.45	$17.13 – $18.57	$16.56 – $19.14
2 sessions	±4.7% ±$0.84	$17.01 – $18.69	$16.84 – $18.86	$16.05 – $19.65
3 sessions	±5.9% ±$1.05	$16.80 – $18.90	$16.60 – $19.10	$15.61 – $20.09
1 week	±7.5% ±$1.34	$16.51 – $19.19	$16.21 – $19.49	$15.00 – $20.70
2 weeks	±10.5% ±$1.88	$15.97 – $19.73	$15.53 – $20.17	$13.85 – $21.85
3 weeks	±13.0% ±$2.32	$15.53 – $20.17	$14.96 – $20.74	$12.94 – $22.76
1 month	±15.5% ±$2.77	$15.08 – $20.62	$14.40 – $21.30	$11.98 – $23.72

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

±18.47%

Average actual move

9.27%

Beyond the implied move

0 / 1

Median IV change

-52.21%

Reaction session	Implied	Actual	Used	ATM IV before → after
February 14, 2025	±18.47%	-9.27%	0.50×	—

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