IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-22T06:58:31.347Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.003804859Z

FundamentalsAlpha Vantage · unavailable

Share price$252.80
1D+1.7%
AH$248$250$252$255$2575:30 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$3.37$10.61$17.84$25.08$32.31$218.32$236.42$254.53$272.63$290.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ASR spot · $252.80ASR PRICE$5.00$4.15$4.44$5.63$6.81$8.83$11.42$14.01$15.95$17.48$19.02$23.93$30.23$6.07$7.81$8.73$8.58$9.18$10.52$11.85$13.34$15.47$17.60$19.94$25.89
PutsExpensive1.19×
CallsExpensive1.35×
SkewBullish-4.81 pp
Implied moveBullish±$21.93
TiltBullish3.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ304.6068.2%22.5%
25Δ277.9242.4%11.6%231.9652.4%10.6%
30Δ267.7233.5%7.7%237.0952.6%9.3%
35Δ264.5234.3%6.9%242.2649.0%7.6%
40Δ261.3135.0%6.1%247.4740.3%5.5%
45Δ258.0237.6%5.6%251.5535.6%4.1%
50Δ254.6541.4%5.2%254.5834.5%3.5%
55Δ251.2945.1%4.9%257.6033.4%2.8%
60Δ247.7545.2%4.3%260.6632.5%2.2%
65Δ244.0942.9%3.5%263.8332.1%1.8%
70Δ240.4440.6%2.6%267.0131.7%1.3%
75Δ234.5644.2%2.3%270.3931.5%0.9%
80Δ227.4249.0%1.9%277.0333.0%0.7%

20Δ

Calls
Pseudo strike
304.60
IV
68.2%
B/E move
22.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
277.92
IV
42.4%
B/E move
11.6%
Puts
Pseudo strike
231.96
IV
52.4%
B/E move
10.6%

30Δ

Calls
Pseudo strike
267.72
IV
33.5%
B/E move
7.7%
Puts
Pseudo strike
237.09
IV
52.6%
B/E move
9.3%

35Δ

Calls
Pseudo strike
264.52
IV
34.3%
B/E move
6.9%
Puts
Pseudo strike
242.26
IV
49.0%
B/E move
7.6%

40Δ

Calls
Pseudo strike
261.31
IV
35.0%
B/E move
6.1%
Puts
Pseudo strike
247.47
IV
40.3%
B/E move
5.5%

45Δ

Calls
Pseudo strike
258.02
IV
37.6%
B/E move
5.6%
Puts
Pseudo strike
251.55
IV
35.6%
B/E move
4.1%

50Δ

Calls
Pseudo strike
254.65
IV
41.4%
B/E move
5.2%
Puts
Pseudo strike
254.58
IV
34.5%
B/E move
3.5%

55Δ

Calls
Pseudo strike
251.29
IV
45.1%
B/E move
4.9%
Puts
Pseudo strike
257.60
IV
33.4%
B/E move
2.8%

60Δ

Calls
Pseudo strike
247.75
IV
45.2%
B/E move
4.3%
Puts
Pseudo strike
260.66
IV
32.5%
B/E move
2.2%

65Δ

Calls
Pseudo strike
244.09
IV
42.9%
B/E move
3.5%
Puts
Pseudo strike
263.83
IV
32.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
240.44
IV
40.6%
B/E move
2.6%
Puts
Pseudo strike
267.01
IV
31.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
234.56
IV
44.2%
B/E move
2.3%
Puts
Pseudo strike
270.39
IV
31.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
227.42
IV
49.0%
B/E move
1.9%
Puts
Pseudo strike
277.03
IV
33.0%
B/E move
0.7%

Options history

No recorded observations