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Grupo Aeroportuario del Sureste, S.A. de C.V. American Depositary Shares ASR

INDUSTRIALS · AIRPORTS & AIR SERVICES
i

Market dataready · fetched 2026-11-11T13:50:53.591Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T00:00:00.002823549Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:50:52.179867+00:00

Share price$268.42
1D+1.0%
AH$265.55$266.32$267.09$267.86$268.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMASR
Sold putSold callAH

Grupo Aeroportuario del Sureste, S.A. de C.V. American Depositary Shares options

Live interpolated ASR call and put midpoint premiums by absolute delta.Grupo Aeroportuario del Sureste, S.A. de C.V. American Depositary Shares$14.36$33.87$53.39$72.91$92.42$-0.27$0.12$0.50$0.88$1.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEASR PRICE$21.89$25.19$28.70$37.35$50.81$16.47$19.93$24.84$33.69$42.54$51.39$60.24$69.09$77.95$86.80
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ255.9638.5%10.8%
40Δ263.8738.2%9.1%
45Δ272.4038.5%7.8%
50Δ283.9539.1%6.8%
55Δ295.4939.8%5.8%
60Δ264.6628.4%6.8%307.0340.5%4.8%
65Δ258.8228.6%5.8%318.5841.2%3.8%
70Δ252.8828.4%4.9%330.1241.8%2.8%
75Δ242.1730.1%4.1%341.6742.5%1.8%
80Δ226.9933.7%3.5%353.2143.2%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
255.96
IV
38.5%
B/E move
10.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
263.87
IV
38.2%
B/E move
9.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
272.40
IV
38.5%
B/E move
7.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
283.95
IV
39.1%
B/E move
6.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
295.49
IV
39.8%
B/E move
5.8%

60Δ

Calls
Pseudo strike
264.66
IV
28.4%
B/E move
6.8%
Puts
Pseudo strike
307.03
IV
40.5%
B/E move
4.8%

65Δ

Calls
Pseudo strike
258.82
IV
28.6%
B/E move
5.8%
Puts
Pseudo strike
318.58
IV
41.2%
B/E move
3.8%

70Δ

Calls
Pseudo strike
252.88
IV
28.4%
B/E move
4.9%
Puts
Pseudo strike
330.12
IV
41.8%
B/E move
2.8%

75Δ

Calls
Pseudo strike
242.17
IV
30.1%
B/E move
4.1%
Puts
Pseudo strike
341.67
IV
42.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
226.99
IV
33.7%
B/E move
3.5%
Puts
Pseudo strike
353.21
IV
43.2%
B/E move
0.7%

Options history

IV · four-Friday blend35.18%
Daily EOD
ASR31.6%33.9%36.1%2026-10-19: 32.85%2026-10-20: 33.12%2026-10-21: 33.50%2026-10-22: 32.47%2026-10-23: 33.51%2026-10-26: 33.76%2026-10-27: 33.42%2026-10-28: 31.88%2026-10-29: 35.83%2026-10-30: 35.18%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.85%
33.12%
33.50%
32.47%
33.51%
33.76%
33.42%
31.88%
35.83%
35.18%