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Corporacion America Airports S.A. CAAP

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Market datapartial · fetched 2026-10-22T04:21:53.582Z

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 · 2026-10-21T23:00:00.00357738Z

FundamentalsAlpha Vantage · unavailable

Share price$25.43
1D+0.4%
AH$25.26$25.40$25.54$25.68$25.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCAAP
Sold putSold callAH

Corporacion America Airports S.A. options

Live interpolated CAAP call and put midpoint premiums by absolute delta.Corporacion America Airports S.A.$0.40$1.21$2.02$2.83$3.64$21.70$23.79$25.87$27.96$30.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CAAP spot · $25.43CAAP PRICE$0.51$0.61$0.71$0.81$0.91$1.01$1.11$1.20$1.31$1.68$2.04$2.40$2.76$0.49$0.58$0.68$0.77$0.86$1.16$1.48$1.80$2.12$2.44$2.76$3.08$3.40
PutsExpensive1.15×
CallsExpensive1.17×
SkewBullish-12.24 pp
Implied moveBearish±$2.58
TiltBearish11.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.5080.5%33.8%22.5755.9%13.2%
25Δ32.4375.0%29.9%23.1651.9%11.2%
30Δ31.3769.4%26.1%23.7547.8%9.3%
35Δ30.3063.9%22.3%24.3443.8%7.3%
40Δ29.2358.3%18.5%24.9339.7%5.4%
45Δ28.1652.7%14.7%25.3938.5%4.7%
50Δ27.0947.2%10.9%25.8337.7%4.2%
55Δ26.0341.6%7.1%26.2736.8%3.8%
60Δ24.9836.3%3.4%26.7236.0%3.3%
65Δ24.5137.6%3.0%27.1635.1%2.8%
70Δ24.0438.8%2.6%27.6034.3%2.3%
75Δ23.5740.1%2.1%28.0433.5%1.8%
80Δ23.1041.4%1.7%28.4932.6%1.4%

20Δ

Calls
Pseudo strike
33.50
IV
80.5%
B/E move
33.8%
Puts
Pseudo strike
22.57
IV
55.9%
B/E move
13.2%

25Δ

Calls
Pseudo strike
32.43
IV
75.0%
B/E move
29.9%
Puts
Pseudo strike
23.16
IV
51.9%
B/E move
11.2%

30Δ

Calls
Pseudo strike
31.37
IV
69.4%
B/E move
26.1%
Puts
Pseudo strike
23.75
IV
47.8%
B/E move
9.3%

35Δ

Calls
Pseudo strike
30.30
IV
63.9%
B/E move
22.3%
Puts
Pseudo strike
24.34
IV
43.8%
B/E move
7.3%

40Δ

Calls
Pseudo strike
29.23
IV
58.3%
B/E move
18.5%
Puts
Pseudo strike
24.93
IV
39.7%
B/E move
5.4%

45Δ

Calls
Pseudo strike
28.16
IV
52.7%
B/E move
14.7%
Puts
Pseudo strike
25.39
IV
38.5%
B/E move
4.7%

50Δ

Calls
Pseudo strike
27.09
IV
47.2%
B/E move
10.9%
Puts
Pseudo strike
25.83
IV
37.7%
B/E move
4.2%

55Δ

Calls
Pseudo strike
26.03
IV
41.6%
B/E move
7.1%
Puts
Pseudo strike
26.27
IV
36.8%
B/E move
3.8%

60Δ

Calls
Pseudo strike
24.98
IV
36.3%
B/E move
3.4%
Puts
Pseudo strike
26.72
IV
36.0%
B/E move
3.3%

65Δ

Calls
Pseudo strike
24.51
IV
37.6%
B/E move
3.0%
Puts
Pseudo strike
27.16
IV
35.1%
B/E move
2.8%

70Δ

Calls
Pseudo strike
24.04
IV
38.8%
B/E move
2.6%
Puts
Pseudo strike
27.60
IV
34.3%
B/E move
2.3%

75Δ

Calls
Pseudo strike
23.57
IV
40.1%
B/E move
2.1%
Puts
Pseudo strike
28.04
IV
33.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
23.10
IV
41.4%
B/E move
1.7%
Puts
Pseudo strike
28.49
IV
32.6%
B/E move
1.4%

Options history

No recorded observations