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Copa Holdings SA CPA

INDUSTRIALS · AIRLINES
i

Market dataready · fetched 2026-10-23T06:02:22.732Z

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 · 2026-10-22T23:00:00.004040849Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:02:22.281525+00:00

Share price$134.86
1D+0.6%
AH$133$134$135$136$1375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCPA
Sold putSold callAH

Copa Holdings SA options

Live interpolated CPA call and put midpoint premiums by absolute delta.Copa Holdings SA$1.15$6.41$11.66$16.92$22.17$112.86$123.47$134.09$144.70$155.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CPA spot · $134.86CPA PRICE$1.72$2.21$2.79$3.59$4.39$5.33$6.33$7.35$8.44$9.53$10.59$11.65$13.19$2.20$2.68$3.55$4.42$5.39$6.39$7.66$9.09$10.60$12.21$14.23$16.81$20.66
PutsExpensive1.24×
CallsExpensive1.14×
SkewBearish+4.10 pp
Implied moveBearish±$13.98
TiltBearish14.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ151.0043.6%13.2%121.4849.7%11.5%
25Δ147.4341.9%11.0%125.3444.9%9.0%
30Δ144.5841.3%9.3%127.5645.7%8.0%
35Δ142.5542.6%8.4%129.7846.5%7.0%
40Δ140.5343.9%7.5%131.9946.5%6.1%
45Δ138.4444.7%6.6%134.1946.3%5.2%
50Δ136.3345.4%5.8%136.4646.7%4.5%
55Δ134.2145.7%5.0%138.7747.5%3.8%
60Δ132.0845.2%4.2%141.1447.7%3.2%
65Δ129.9544.8%3.4%143.5847.5%2.6%
70Δ128.0242.9%2.8%146.3547.7%2.0%
75Δ126.1041.1%2.1%149.5748.8%1.6%
80Δ123.8240.1%1.6%153.9951.1%1.1%

20Δ

Calls
Pseudo strike
151.00
IV
43.6%
B/E move
13.2%
Puts
Pseudo strike
121.48
IV
49.7%
B/E move
11.5%

25Δ

Calls
Pseudo strike
147.43
IV
41.9%
B/E move
11.0%
Puts
Pseudo strike
125.34
IV
44.9%
B/E move
9.0%

30Δ

Calls
Pseudo strike
144.58
IV
41.3%
B/E move
9.3%
Puts
Pseudo strike
127.56
IV
45.7%
B/E move
8.0%

35Δ

Calls
Pseudo strike
142.55
IV
42.6%
B/E move
8.4%
Puts
Pseudo strike
129.78
IV
46.5%
B/E move
7.0%

40Δ

Calls
Pseudo strike
140.53
IV
43.9%
B/E move
7.5%
Puts
Pseudo strike
131.99
IV
46.5%
B/E move
6.1%

45Δ

Calls
Pseudo strike
138.44
IV
44.7%
B/E move
6.6%
Puts
Pseudo strike
134.19
IV
46.3%
B/E move
5.2%

50Δ

Calls
Pseudo strike
136.33
IV
45.4%
B/E move
5.8%
Puts
Pseudo strike
136.46
IV
46.7%
B/E move
4.5%

55Δ

Calls
Pseudo strike
134.21
IV
45.7%
B/E move
5.0%
Puts
Pseudo strike
138.77
IV
47.5%
B/E move
3.8%

60Δ

Calls
Pseudo strike
132.08
IV
45.2%
B/E move
4.2%
Puts
Pseudo strike
141.14
IV
47.7%
B/E move
3.2%

65Δ

Calls
Pseudo strike
129.95
IV
44.8%
B/E move
3.4%
Puts
Pseudo strike
143.58
IV
47.5%
B/E move
2.6%

70Δ

Calls
Pseudo strike
128.02
IV
42.9%
B/E move
2.8%
Puts
Pseudo strike
146.35
IV
47.7%
B/E move
2.0%

75Δ

Calls
Pseudo strike
126.10
IV
41.1%
B/E move
2.1%
Puts
Pseudo strike
149.57
IV
48.8%
B/E move
1.6%

80Δ

Calls
Pseudo strike
123.82
IV
40.1%
B/E move
1.6%
Puts
Pseudo strike
153.99
IV
51.1%
B/E move
1.1%

Options history

CPA35.9136.5537.202026-10-20: 37.11%2026-10-21: 36.00%Oct 20Oct 21
Table
DateIV
37.11%
36.00%