Canadian Pacific Kansas City Limited

CPNYSE · USD
86.91USD0.00 (-0.26%)
687

Canadian Pacific Kansas City Limited (CP) Historical Volatility

CP 30-day historical volatility is 20%. This ranks in the 29th percentile of readings over the past year.

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Tracking CP historical volatility helps you see how much Canadian Pacific Kansas City Limited'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, Canadian Pacific Kansas City Limited's HV tells you what really happened. Use our scanner to monitor CP 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 CP 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Canadian Pacific Kansas City Limited'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.

Canadian Pacific Kansas City Ltd. engages in the provision of rail freight transportation services. It offers rail services linking Canada, the United States and Mexico. The company was founded on June 22, 2001, and is headquartered in Calgary, Canada.

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 Canadian Pacific Kansas City Limited's historical volatility side-by-side with implied readings across every lookback window, so you can see exactly where CP HV is running hot, cold, or in line. Make the CP 30 day historical volatility — and every other window — work for your edge instead of against it.

IV vs HV
Implied Volatility (IV) vs Historical Volatility (HV) over the past month.

As of September 25, 2026

IV - HV Difference
Difference between IV and HV over time. Positive values indicate IV > HV.

As of September 25, 2026

See how volatility has moved over time

Track CP historical volatility, spot where IV and realized volatility diverge, and find options that are priced in your favor right now.

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