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Sprott Funds Trust Sprott Junior Copper Miners ETF COPJ

i

Market dataready · fetched 2026-11-12T17:27:24.829Z

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 · 2026-11-12T17:22:53.958408957Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-12T17:27:23.883358+00:00

Share price$36.34
1D-1.1%
$35.65$35.94$36.24$36.53$36.825:30 AM6:30 AM9:00 AM1:00 PMCOPJ
Sold putSold call

Sprott Funds Trust Sprott Junior Copper Miners ETF options

Live interpolated COPJ call and put midpoint premiums by absolute delta.Sprott Funds Trust Sprott Junior Copper Miners ETF$0.44$1.17$1.90$2.63$3.36$32.74$34.53$36.32$38.11$39.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive COPJ spot · $36.34COPJ PRICE$0.52$0.63$0.75$0.86$0.91$1.14$1.36$1.54$1.69$1.84$2.11$2.40$0.98$1.14$1.30$1.55$1.95$2.34$2.74$3.15
Puts——
Calls——
Skew——
Implied moveBalanced±$2.28
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.2697.2%17.7%
25Δ40.9188.9%14.3%
30Δ39.5580.6%10.9%
35Δ38.2072.2%7.5%
40Δ
45Δ36.7950.9%3.8%36.1251.1%3.3%
50Δ36.4553.9%3.4%36.4650.2%2.8%
55Δ36.1056.9%3.1%36.7949.2%2.3%
60Δ35.7555.9%2.6%37.1850.1%1.9%
65Δ35.4153.3%2.1%37.6654.0%1.7%
70Δ35.0750.6%1.6%38.1556.7%1.4%
75Δ34.6849.6%1.2%38.6757.1%1.1%
80Δ34.2848.9%0.9%39.1956.7%0.8%

20Δ

Calls
Pseudo strike
42.26
IV
97.2%
B/E move
17.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
40.91
IV
88.9%
B/E move
14.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
39.55
IV
80.6%
B/E move
10.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
38.20
IV
72.2%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

40Δ

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

45Δ

Calls
Pseudo strike
36.79
IV
50.9%
B/E move
3.8%
Puts
Pseudo strike
36.12
IV
51.1%
B/E move
3.3%

50Δ

Calls
Pseudo strike
36.45
IV
53.9%
B/E move
3.4%
Puts
Pseudo strike
36.46
IV
50.2%
B/E move
2.8%

55Δ

Calls
Pseudo strike
36.10
IV
56.9%
B/E move
3.1%
Puts
Pseudo strike
36.79
IV
49.2%
B/E move
2.3%

60Δ

Calls
Pseudo strike
35.75
IV
55.9%
B/E move
2.6%
Puts
Pseudo strike
37.18
IV
50.1%
B/E move
1.9%

65Δ

Calls
Pseudo strike
35.41
IV
53.3%
B/E move
2.1%
Puts
Pseudo strike
37.66
IV
54.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
35.07
IV
50.6%
B/E move
1.6%
Puts
Pseudo strike
38.15
IV
56.7%
B/E move
1.4%

75Δ

Calls
Pseudo strike
34.68
IV
49.6%
B/E move
1.2%
Puts
Pseudo strike
38.67
IV
57.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
34.28
IV
48.9%
B/E move
0.9%
Puts
Pseudo strike
39.19
IV
56.7%
B/E move
0.8%

Options history

IV · four-Friday blend42.89%
Daily EOD
COPJ40.0%41.7%43.4%2026-10-19: 42.10%2026-10-20: 40.23%2026-10-21: 40.98%2026-10-22: 43.15%2026-10-23: 42.93%2026-10-26: 40.93%2026-10-27: 41.59%2026-10-28: 41.54%2026-10-29: 41.81%2026-10-30: 42.89%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.10%
40.23%
40.98%
43.15%
42.93%
40.93%
41.59%
41.54%
41.81%
42.89%