Industrials · Industrial
CPRT Implied Volatility, IV Rank & Options Chain
Copart Inc. (CPRT) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Copart Inc.
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CPRT options trade with implied volatility typically in the 18% - 38% range, averaging N/A in daily volume with good liquidity. Next earnings: See earnings calendar. Weekly options and LEAPS are available.
CPRT implied volatility
As of 2026-10-26As of 2026-10-26, CPRT's 30-day implied volatility is 39.1%, placing its 1-year IV percentile at 50.0 — above 50.0% of the past year's daily IV readings, a middle range, neutral between selling and buying premium.
CPRT live chain, Greeks and GEX
TerminalEvery figure above is reference data. The live CPRT chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.
CPRT options at a glance
- Daily volume
- N/A
- IV range
- 18% - 38%
- Bid-ask spread
- N/A
- Expirations
- Weekly, monthly, LEAPS
- Open interest
- N/A
- Next earnings
- See earnings calendar
About Copart Inc. (CPRT)
Copart is a global online vehicle auction company providing salvage vehicle services to insurance companies, dealers, and the public through its virtual auction platform.
Company profile
- Sector
- Industrials
- Industry
- Specialty Business Services
- Market cap
- $55B+
- Exchange
- NASDAQ
Key dates
- Next earnings
- See earnings calendar
- Earnings frequency
- Quarterly
- Dividend schedule
- See company page
- Fiscal year end
- June
Copart Inc. operates in the Industrials sector.
ApexVol Terminal
Options analytics, live.
Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.
- Live chains and Greeks
- IV rank and percentile
- Expected move and GEX
- Screener and strategy P&L
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CPRT options market overview
CPRT options provide good liquidity for options traders.
- Average daily volume
- N/A
- Total open interest
- N/A
- Put/call ratio
- N/A
- Typical ATM spread
- N/A
- Weekly options
- Available
- LEAPS available
- Yes
Liquidity assessment: Good
CPRT options are available for trading across multiple expirations.
CPRT implied volatility and IV rank
CPRT implied volatility is moderate, reflecting economic cycle exposure and industrial spending trends. IV is driven by earnings and macroeconomic data.
Earnings impact
IV typically expands before earnings and contracts after the announcement.
The post-earnings volatility drop is known as IV crush. Holders of short CPRT options should also understand early assignment risk around dividends and expiration.
Historical volatility vs IV
CPRT IV generally trades near historical volatility, with premiums expanding around earnings.
Term structure
Typically upward sloping under normal conditions.
The smile, the term structure and the cone for CPRT, on today's chain.
Open CPRT in IV IntelligenceCPRT gamma exposure (GEX)
Gamma Exposure analysis for CPRT reveals dealer hedging dynamics at key strike levels.
- Typical GEX profile. CPRT tends to operate in a positive gamma environment during normal conditions.
- Key levels.
- Dealer hedging.
Where the gamma sits on CPRT right now, strike by strike.
See live CPRT GEXCommon CPRT options strategies
These are strategies commonly used by traders on CPRT options, based on typical market characteristics. This is not investment advice.
Key considerations for CPRT options
- CPRT options liquidity varies by expiration - prefer near-term and monthly expirations for tighter spreads
- Monitor earnings dates for IV expansion/contraction patterns
- Consider the stock's beta when sizing positions
CPRT key events
Earnings months. July, October, January, April
CPRT options data by API, or in Claude
Every number on this page is one request away. The implied volatility API returns CPRT's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
"https://apexvol.com/api/mcp/data/iv-rank/CPRT"What is CPRT's IV rank right now, and where is its gamma flip?
Claude calls get_iv_rank and get_gexTry GEX on CPRT in the console, more prompts for CPRT, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.
- Written by
- ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use. - Reviewed by
- Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.
Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →
Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.
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Questions
Frequently asked
about CPRT options.
What is CPRT's typical implied volatility?
CPRT implied volatility typically ranges from 18% - 38%.
Does CPRT have weekly options?
CPRT offers weekly options.
What is CPRT's options trading profile?
CPRT (Copart Inc.) options trade with good liquidity, averaging N/A in daily volume, typical bid-ask spreads of N/A. Implied volatility typically falls in the 18% - 38% range. The position sits in the Industrials category for portfolio diversification and options strategy design.
How does CPRT implied volatility behave around earnings?
IV typically expands before earnings and contracts after the announcement. Next scheduled earnings: See earnings calendar. Traders often size short premium positions for the post-earnings IV crush, while long premium buyers should be aware that the IV decline can outweigh small directional moves.
What options strategies work well on CPRT?
Popular strategies on CPRT options include Covered Calls, Vertical Spreads, Iron Condors. Strategy selection depends on the current IV environment versus the 18% - 38% typical range, days to next earnings, and the trader's directional outlook. Higher IV regimes favour premium-selling strategies; lower IV regimes favour directional debit spreads or long premium plays.
What is CPRT's gamma exposure (GEX)?
Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence CPRT's intraday price action. CPRT tends to operate in a positive gamma environment during normal conditions. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live CPRT GEX levels and the gamma-flip point on ApexVol.
What is CPRT's IV rank?
CPRT's IV rank shows where CPRT's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. CPRT implied volatility typically ranges from 18% - 38%. Check CPRT's live IV rank and percentile on ApexVol's IV analytics.
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