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Sprott Funds Trust Sprott Copper Miners ETF COPP

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Market datapartial · fetched 2026-10-22T04:40:04.624Z

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 · 2026-10-21T20:12:32.216123412Z

FundamentalsAlpha Vantage · unavailable

Share price$39.55
1D+0.9%
AH$38.69$38.92$39.15$39.38$39.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOPP
Sold putSold callAH

Sprott Funds Trust Sprott Copper Miners ETF options

Live interpolated COPP call and put midpoint premiums by absolute delta.Sprott Funds Trust Sprott Copper Miners ETF$0.48$2.35$4.23$6.11$7.98$32.17$35.63$39.09$42.54$46.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COPP spot · $39.55COPP PRICE$0.80$0.68$0.68$0.87$1.06$1.25$1.48$1.82$2.20$2.68$3.03$3.34$3.62$0.88$1.03$1.16$1.25$1.76$2.11$2.29$2.85$3.41$4.17$5.78$5.84$7.44
PutsExpensive1.15×
CallsExpensive1.13×
SkewBearish+13.72 pp
Implied moveBearish±$3.77
TiltBearish25.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.3266.2%21.7%34.5364.5%14.9%
25Δ43.4143.2%11.5%36.0557.1%11.5%
30Δ41.8633.3%7.6%37.1750.8%9.0%
35Δ41.3834.5%6.8%38.1843.2%6.6%
40Δ40.8935.3%6.1%38.7349.9%6.5%
45Δ40.3734.7%5.2%39.3451.2%5.9%
50Δ39.8535.0%4.5%40.0347.3%4.6%
55Δ39.3437.0%4.1%40.7949.7%4.1%
60Δ38.7939.3%3.7%41.5951.1%3.5%
65Δ38.1641.9%3.3%42.5553.6%2.9%
70Δ37.5841.3%2.7%44.2662.5%2.7%
75Δ37.0339.6%2.1%44.6855.4%1.8%
80Δ36.5436.9%1.6%46.4460.2%1.4%

20Δ

Calls
Pseudo strike
47.32
IV
66.2%
B/E move
21.7%
Puts
Pseudo strike
34.53
IV
64.5%
B/E move
14.9%

25Δ

Calls
Pseudo strike
43.41
IV
43.2%
B/E move
11.5%
Puts
Pseudo strike
36.05
IV
57.1%
B/E move
11.5%

30Δ

Calls
Pseudo strike
41.86
IV
33.3%
B/E move
7.6%
Puts
Pseudo strike
37.17
IV
50.8%
B/E move
9.0%

35Δ

Calls
Pseudo strike
41.38
IV
34.5%
B/E move
6.8%
Puts
Pseudo strike
38.18
IV
43.2%
B/E move
6.6%

40Δ

Calls
Pseudo strike
40.89
IV
35.3%
B/E move
6.1%
Puts
Pseudo strike
38.73
IV
49.9%
B/E move
6.5%

45Δ

Calls
Pseudo strike
40.37
IV
34.7%
B/E move
5.2%
Puts
Pseudo strike
39.34
IV
51.2%
B/E move
5.9%

50Δ

Calls
Pseudo strike
39.85
IV
35.0%
B/E move
4.5%
Puts
Pseudo strike
40.03
IV
47.3%
B/E move
4.6%

55Δ

Calls
Pseudo strike
39.34
IV
37.0%
B/E move
4.1%
Puts
Pseudo strike
40.79
IV
49.7%
B/E move
4.1%

60Δ

Calls
Pseudo strike
38.79
IV
39.3%
B/E move
3.7%
Puts
Pseudo strike
41.59
IV
51.1%
B/E move
3.5%

65Δ

Calls
Pseudo strike
38.16
IV
41.9%
B/E move
3.3%
Puts
Pseudo strike
42.55
IV
53.6%
B/E move
2.9%

70Δ

Calls
Pseudo strike
37.58
IV
41.3%
B/E move
2.7%
Puts
Pseudo strike
44.26
IV
62.5%
B/E move
2.7%

75Δ

Calls
Pseudo strike
37.03
IV
39.6%
B/E move
2.1%
Puts
Pseudo strike
44.68
IV
55.4%
B/E move
1.8%

80Δ

Calls
Pseudo strike
36.54
IV
36.9%
B/E move
1.6%
Puts
Pseudo strike
46.44
IV
60.2%
B/E move
1.4%

Options history

No recorded observations