Cantor Equity Partners II, Inc. (CEPT) Implied Volatility
Cantor Equity Partners II, Inc. (CEPT) options trade at a 30-day at-the-money implied volatility of 163.4%, an IV rank of 77 out of 100 over the past year. This page breaks down CEPT's implied volatility in plain English: where it sits versus its own history, how it compares with realized movement, and what the term structure and skew are saying.
Data as of Jul 7, 2026, 8:00 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.
Implied Volatility & Expected Move
CEPT 30-day at-the-money implied volatility, past year.
| ATM IV — front expiration | 163.4% |
| ATM IV — 2 month | 144.7% |
| ATM IV — 3 month | 134.3% |
| IV rank (1 year) | 77 / 100 |
| IV percentile (1 year) | 72% |
| Expected move (front expiration) | ±25.7% |
| Term slope (front − 3M) | +29.1 pts |
| 25Δ skew (front) | -14.4 pts |
An IV rank of 77 places current implied volatility near the top of its 52-week range. The term structure is in backwardation — front-month IV exceeds 3-month IV, a pattern often seen around near-term events.
CEPT IV Rank History
CEPT IV rank (0–100), past year.
IV rank has risen from 0 in Jun '26 to 77 today. An IV percentile of 72% means implied volatility was lower than today on 72% of trading days in the past year.
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CEPT Options FAQ
What is the implied volatility of CEPT options?
CEPT options trade at a 30-day at-the-money implied volatility of 163.4% as of Jul 7, 2026. That is an IV rank of 77 out of 100, meaning implied volatility is elevated relative to its own 52-week range.
Is CEPT implied volatility high or low right now?
By its own 52-week standards, CEPT implied volatility is currently high: IV rank is 77 out of 100 as of Jul 7, 2026.
What move do CEPT options imply before the next expiration?
Front-expiration CEPT options imply a one-standard-deviation move of ±25.7% as of Jul 7, 2026, derived from at-the-money option prices.
What is the difference between CEPT's IV rank and IV percentile?
IV rank (currently 77) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 72%) counts the share of trading days in the past year with lower implied volatility than today. Percentile is less distorted by one-off volatility spikes.
Methodology. IV rank compares the current 30-day at-the-money implied volatility with its highest and lowest values over the past 52 weeks. Max pain is the strike that minimizes the total payout to option holders at expiration. The call and put walls are the strikes carrying the largest call and put open interest across all expirations. Net gamma exposure (GEX) is measured from the dealer perspective. All statistics are derived from delayed OPRA options data.
Options trading involves significant risk, and losses can exceed your initial investment. Always consult a licensed financial professional before making investment decisions. OptiView does not provide financial advice; all figures on this page are descriptive statistics, not recommendations.