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Sprott Funds Trust Sprott Copper Miners ETF COPP

i

Market dataready · fetched 2026-11-11T14:50:04.692Z

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 · 2026-11-11T14:40:02.598945746Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-11T14:50:03.962293+00:00

Share price$36.58
1D-2.5%
$36.42$36.71$37.00$37.29$37.585:30 AM6:30 AM9:00 AM1:00 PMCOPP
Sold putSold call

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$0.46$0.90$1.35$1.79$2.24$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECOPP PRICE$0.50$0.64$0.78$0.92$1.06$1.20$1.31$1.39$1.47$1.79$2.11$1.35$1.61$1.87
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.4877.9%17.5%
25Δ41.4975.3%15.2%
30Δ40.5172.7%12.9%
35Δ39.5270.1%10.6%
40Δ38.5467.5%8.2%
45Δ37.5564.8%5.9%
50Δ36.8261.0%4.2%
55Δ36.4155.6%3.3%37.0747.8%2.3%
60Δ36.0050.3%2.5%37.4648.5%2.0%
65Δ35.5752.2%2.1%37.8549.1%1.7%
70Δ35.1354.3%1.8%
75Δ
80Δ

20Δ

Calls
Pseudo strike
42.48
IV
77.9%
B/E move
17.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
41.49
IV
75.3%
B/E move
15.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
40.51
IV
72.7%
B/E move
12.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
39.52
IV
70.1%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
38.54
IV
67.5%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
37.55
IV
64.8%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
36.82
IV
61.0%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
36.41
IV
55.6%
B/E move
3.3%
Puts
Pseudo strike
37.07
IV
47.8%
B/E move
2.3%

60Δ

Calls
Pseudo strike
36.00
IV
50.3%
B/E move
2.5%
Puts
Pseudo strike
37.46
IV
48.5%
B/E move
2.0%

65Δ

Calls
Pseudo strike
35.57
IV
52.2%
B/E move
2.1%
Puts
Pseudo strike
37.85
IV
49.1%
B/E move
1.7%

70Δ

Calls
Pseudo strike
35.13
IV
54.3%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

75Δ

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

80Δ

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

Options history

IV · four-Friday blend40.27%
Daily EOD
COPP35.9%38.9%41.9%2026-10-19: 38.71%2026-10-20: 39.79%2026-10-21: 39.67%2026-10-22: 40.15%2026-10-23: 39.19%2026-10-26: 41.46%2026-10-27: 37.56%2026-10-28: 38.61%2026-10-29: 36.31%2026-10-30: 40.27%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.71%
39.79%
39.67%
40.15%
39.19%
41.46%
37.56%
38.61%
36.31%
40.27%