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Sprott Funds Trust Sprott Copper Miners ETF COPP

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Market datapartial · fetched 2026-10-22T13:39:26.447Z

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 · 2026-10-22T13:38:15.078615794Z

FundamentalsAlpha Vantage · unavailable

Share price$37.47
1D+0.4%
$37.31$37.36$37.40$37.44$37.495:30 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$0.36$1.72$3.09$4.45$5.81$30.64$34.30$37.96$41.63$45.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COPP spot · $37.47COPP PRICE$0.51$0.63$0.94$1.00$1.23$1.44$1.66$1.88$2.34$3.09$3.85$4.00$4.15$0.80$0.97$1.18$1.24$1.63$1.90$2.00$2.72$3.09$3.15$3.35$4.14$5.42
PutsFair0.96×
CallsExpensive1.32×
SkewBearish+2.52 pp
Implied moveBearish±$3.66
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.5446.4%14.9%32.9561.9%14.2%
25Δ41.0042.0%11.1%34.1856.5%11.4%
30Δ41.0550.9%12.1%35.0954.1%9.5%
35Δ39.6642.7%8.5%36.0646.1%7.1%
40Δ39.0743.5%7.5%36.6649.2%6.5%
45Δ38.4643.0%6.5%37.2648.8%5.6%
50Δ37.8642.2%5.5%37.8644.0%4.3%
55Δ37.3041.1%4.6%38.6849.7%4.0%
60Δ36.6644.1%4.1%39.2649.7%3.5%
65Δ35.9052.0%4.0%39.6744.3%2.5%
70Δ34.9957.4%3.7%40.1840.5%1.7%
75Δ34.4951.6%2.7%41.1043.0%1.4%
80Δ34.0045.8%1.8%42.4947.7%1.1%

20Δ

Calls
Pseudo strike
42.54
IV
46.4%
B/E move
14.9%
Puts
Pseudo strike
32.95
IV
61.9%
B/E move
14.2%

25Δ

Calls
Pseudo strike
41.00
IV
42.0%
B/E move
11.1%
Puts
Pseudo strike
34.18
IV
56.5%
B/E move
11.4%

30Δ

Calls
Pseudo strike
41.05
IV
50.9%
B/E move
12.1%
Puts
Pseudo strike
35.09
IV
54.1%
B/E move
9.5%

35Δ

Calls
Pseudo strike
39.66
IV
42.7%
B/E move
8.5%
Puts
Pseudo strike
36.06
IV
46.1%
B/E move
7.1%

40Δ

Calls
Pseudo strike
39.07
IV
43.5%
B/E move
7.5%
Puts
Pseudo strike
36.66
IV
49.2%
B/E move
6.5%

45Δ

Calls
Pseudo strike
38.46
IV
43.0%
B/E move
6.5%
Puts
Pseudo strike
37.26
IV
48.8%
B/E move
5.6%

50Δ

Calls
Pseudo strike
37.86
IV
42.2%
B/E move
5.5%
Puts
Pseudo strike
37.86
IV
44.0%
B/E move
4.3%

55Δ

Calls
Pseudo strike
37.30
IV
41.1%
B/E move
4.6%
Puts
Pseudo strike
38.68
IV
49.7%
B/E move
4.0%

60Δ

Calls
Pseudo strike
36.66
IV
44.1%
B/E move
4.1%
Puts
Pseudo strike
39.26
IV
49.7%
B/E move
3.5%

65Δ

Calls
Pseudo strike
35.90
IV
52.0%
B/E move
4.0%
Puts
Pseudo strike
39.67
IV
44.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
34.99
IV
57.4%
B/E move
3.7%
Puts
Pseudo strike
40.18
IV
40.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
34.49
IV
51.6%
B/E move
2.7%
Puts
Pseudo strike
41.10
IV
43.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
34.00
IV
45.8%
B/E move
1.8%
Puts
Pseudo strike
42.49
IV
47.7%
B/E move
1.1%

Options history

No recorded observations