Compass Pathways Plc ADR (CMPS) Historical Volatility

Tracking CMPS historical volatility helps you see how much Compass Pathways Plc ADR's stock price has actually moved over past periods, giving you a baseline to judge whether current option premiums are fair, cheap, or expensive. While implied volatility tells you what the market expects, Compass Pathways Plc ADR's HV tells you what really happened. Use our scanner to monitor CMPS 30 day historical volatility alongside longer lookback windows and spot the moments when realized and implied diverge.

Historical volatility is the annualized standard deviation of an underlying's past returns, typically measured over rolling windows like 10, 20, 30, or 60 days. The CMPS 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Compass Pathways Plc ADR's HV to its implied volatility reveals the volatility risk premium — when IV sits well above HV, option sellers tend to have an edge; when HV runs hot relative to IV, buyers may be underpaying for movement.

COMPASS Pathways plc operates as a mental health care company primarily in the United Kingdom and the United States. It develops COMP360, a psilocybin therapy that has completed Phase IIb clinical trials for the treatment of treatment-resistant depression; and is in Phase II clinical trials for the treatment of post-traumatic stress disorder. The company was formerly known as COMPASS Rx Limited and changed its name to COMPASS Pathways plc in August 2020. COMPASS Pathways plc was incorporated in 2020 and is headquartered in London, the United Kingdom.

Sizing a long premium trade, modeling a covered call, or hunting volatility arbitrage all come back to one question: how much has the stock actually moved? Our scanner puts Compass Pathways Plc ADR's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where CMPS HV is running hot, cold, or in line. Make the CMPS 30 day historical volatility — and every other window — work for your edge instead of against it.