CPB options: IV rank, expected move and trade screens
CAMPBELL'S Co · Consumer
As of the close on . In the app, data is refreshed intraday.
CPB closed at $19.62 on Oct 2, 2026 with 30-day implied volatility of 32.1%. That is in the lower half of its one-year range (IV rank 29), so premiums are on the modest side for CPB. Measured by IV percentile, IV is higher than 32% of the past year's readings. Options expiring Oct 30 (28 days out) price a one standard deviation move of about $1.72, or 8.8%.
The price is below both its 50-day (-10.9%) and 200-day (-15.7%) moving averages. It is trading within 1.3% of its 52-week low. The 14-day RSI of 36.1 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $0.70, about 3.6% of the price, a measure of a typical day's range.
Option volume at the close (2.94K contracts) was 0.3x its average, much quieter than usual. A negative beta of -0.36 means CPB has tended to move against the broad market. None of our preset screens found trades on CPB at the close.
CPB stats at the close
- Price
- $19.62
- Market cap $5.85B
- Implied volatility
- 32.1%
- 30-day, at the money
- IV rank
- 29
- IV sits 29% of the way from its one-year low to its one-year high.
- IV percentile
- 32
- IV is higher than 32% of the past year's readings.
- ATR (14-day)
- $0.70
- 3.6% of the price on a typical day
- RSI (14-day)
- 36.1
- Between 30 and 70, neutral
- 52-week range
- -38.7% from high
- +1.3% from the 52-week low
- Moving averages
- -10.9% vs 50-day
- -15.7% vs the 200-day
- Beta
- -0.36
- Sensitivity to the broad market
- Option volume
- 0.3x avg
- 2.94K contracts vs 9.28K average
CPB expected move by expiration
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Oct 9, 20267 days | 30.8% | ±$0.84 (4.3%) | $18.78 to $20.46 | $0.68 |
| Oct 30, 202628 days | 31.7% | ±$1.72 (8.8%) | $17.90 to $21.34 | $1.38 |
| Nov 20, 202649 days | 34.5% | ±$2.48 (12.6%) | $17.14 to $22.10 | $2.00 |
| Dec 18, 202677 days | 37.7% | ±$3.40 (17.3%) | $16.22 to $23.02 | $2.73 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Trades that pass our screens as of the close
CPB options FAQ
- What is CPB's IV rank?
- At the close on Oct 2, 2026, CPB's IV rank was 29 with 30-day implied volatility of 32.1%. IV sits 29% of the way from its one-year low to its one-year high. Its IV percentile was 32: IV is higher than 32% of the past year's readings.
- What is the expected move for CPB?
- Based on the close on Oct 2, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $1.72 (8.8%), a range of $17.90 to $21.34. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Is CPB option volume above average?
- On Oct 2, 2026, CPB option volume was 0.3x its average, much quieter than usual.
More market data
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