Copa Holdings SA (CPA) Historical Volatility

Tracking CPA historical volatility helps you see how much Copa Holdings SA'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, Copa Holdings SA's HV tells you what really happened. Use our scanner to monitor CPA 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 CPA 30 day historical volatility is one of the most widely watched readings because it balances responsiveness with stability. Comparing Copa Holdings SA'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.

Copa Holdings, S.A., through its subsidiaries, provides airline passenger and cargo services. The company offers approximately 204 daily scheduled flights to 69 destinations in 29 countries in North, Central, and South America, as well as the Caribbean from its Panama City hub. As of December 31, 2021, it operated a fleet of 91 aircraft comprising 77 Boeing 737-Next Generation aircraft and 14 Boeing 737 MAX 9 aircraft. Copa Holdings, S.A. was founded in 1947 and is based in Panama City, Panama.

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