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Corporacion America Airports S.A. CAAP

INDUSTRIALS · AIRPORTS & AIR SERVICES
i

Market dataready · fetched 2026-11-11T14:02:48.210Z

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: 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 · 2026-11-11T00:00:00.003010953Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T14:02:47.795717+00:00

Share price$24.83
1D+0.9%
AH$24.22$24.39$24.56$24.74$24.915:30 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.$0.25$1.61$2.97$4.33$5.69$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ 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 —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECAAP PRICE$0.39$0.45$0.51$0.57$1.30$1.35$1.41$1.48$1.54$1.61$1.84$2.42$3.00$3.57$4.15$4.72$5.30
PutsExpensive2.69×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.26245.0%27.7%
25Δ20.65207.0%22.2%
30Δ27.4165.7%12.0%21.59184.3%18.7%
35Δ26.7459.4%9.5%22.52161.6%15.3%
40Δ26.0653.0%7.0%23.45138.9%11.8%
45Δ25.3946.6%4.5%24.38116.2%8.3%
50Δ25.25102.0%5.7%
55Δ25.99104.5%5.1%
60Δ26.73107.0%4.4%
65Δ27.46109.5%3.8%
70Δ28.20112.0%3.1%
75Δ28.94114.5%2.5%
80Δ29.68117.0%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.26
IV
245.0%
B/E move
27.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.65
IV
207.0%
B/E move
22.2%

30Δ

Calls
Pseudo strike
27.41
IV
65.7%
B/E move
12.0%
Puts
Pseudo strike
21.59
IV
184.3%
B/E move
18.7%

35Δ

Calls
Pseudo strike
26.74
IV
59.4%
B/E move
9.5%
Puts
Pseudo strike
22.52
IV
161.6%
B/E move
15.3%

40Δ

Calls
Pseudo strike
26.06
IV
53.0%
B/E move
7.0%
Puts
Pseudo strike
23.45
IV
138.9%
B/E move
11.8%

45Δ

Calls
Pseudo strike
25.39
IV
46.6%
B/E move
4.5%
Puts
Pseudo strike
24.38
IV
116.2%
B/E move
8.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.25
IV
102.0%
B/E move
5.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.99
IV
104.5%
B/E move
5.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.73
IV
107.0%
B/E move
4.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.46
IV
109.5%
B/E move
3.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.20
IV
112.0%
B/E move
3.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.94
IV
114.5%
B/E move
2.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.68
IV
117.0%
B/E move
1.8%

Options history

IV · four-Friday blend44.70%
Daily close
CAAP31.6%60.6%89.6%2026-08-13: 56.03%2026-08-14: 62.21%2026-08-19: 85.63%2026-08-24: 39.11%2026-08-26: 35.56%2026-08-27: 43.13%2026-08-28: 45.74%2026-09-01: 39.91%2026-09-03: 41.67%2026-09-04: 46.50%2026-09-11: 48.89%2026-09-14: 52.67%2026-09-17: 82.90%2026-09-18: 35.88%2026-10-06: 43.95%2026-10-16: 42.96%2026-10-20: 42.88%2026-10-22: 39.67%2026-10-23: 38.71%2026-10-26: 37.08%2026-10-27: 40.33%2026-10-28: 47.59%2026-10-29: 46.09%2026-10-30: 44.70%Aug 13Sep 14Oct 30
24 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
56.03%
62.21%
85.63%
39.11%
35.56%
43.13%
45.74%
39.91%
41.67%
46.50%
48.89%
52.67%
82.90%
35.88%
43.95%
42.96%
42.88%
39.67%
38.71%
37.08%
40.33%
47.59%
46.09%
44.70%