Cooper-Standard Holdings Inc. (CPS) Implied Volatility

This page breaks down CPS'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 Aug 24, 2026, 3:55 PM ET · OPRA data 15 minutes delayed · For information only — not investment advice.

Last close
$26.72
52-week range
$26.06 – $45.47
IV rank
14 / 100
Low
Put/call OI
0.43
Call-heavy
Max pain
$22.5
↓ 15.8% below close
Next earnings
Nov 2, 2026

Implied Volatility & Expected Move

32%64%95%127%158%Jan '26May '26Aug '26

CPS 30-day at-the-money implied volatility, past year.

ATM IV — 2 month0.0%
IV rank (1 year)14 / 100
IV percentile (1 year)17%
Historical volatility — 10 day58.9%
Historical volatility — 21 day78.1%
Historical volatility — 30 day69.5%
Historical volatility — 60 day60.4%

An IV rank of 14 places current implied volatility in the lower part of its 52-week range.

CPS IV Rank History

0275582110Feb '26May '26Aug '26

CPS IV rank (0–100), past year.

IV rank has fallen from 21 in Feb '26 to 14 today. An IV percentile of 17% means implied volatility was lower than today on 17% of trading days in the past year.

Explore the payoff profile of option on CPS for free

Build multi-leg CPS strategies, visualize payoffs, and scan the full US options universe with OptiView.

CPS Options FAQ

Is CPS implied volatility high or low right now?

By its own 52-week standards, CPS implied volatility is currently low: IV rank is 14 out of 100 as of Aug 24, 2026.

What is the difference between CPS's IV rank and IV percentile?

IV rank (currently 14) measures where today's implied volatility sits between its 52-week low and high. IV percentile (currently 17%) 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.