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Copa Holdings, S.A. CPA

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Market datapartial · fetched 2026-11-12T15:28:39.491Z

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 · 2026-11-12T15:20:05.522437857Z

FundamentalsAlpha Vantage · unavailable

Share price$145.42
1D-2.1%
$145$146$147$148$1495:30 AM6:30 AM9:00 AM1:00 PMCPA
Sold putSold call

Copa Holdings, S.A. options

Live interpolated CPA call and put midpoint premiums by absolute delta.Copa Holdings, S.A.$1.35$4.79$8.23$11.67$15.11$129.24$137.74$146.24$154.74$163.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CPA spot · $145.42CPA PRICE$1.72$2.06$2.48$2.96$3.54$4.34$5.15$6.08$7.29$8.51$10.01$11.67$14.12$1.74$2.24$2.79$3.38$3.99$4.61$5.32$6.08$6.84$7.75$8.91$10.07$11.68
PutsExpensive1.61×
CallsExpensive1.34×
SkewBullish-7.51 pp
Implied moveBalanced±$10.47
TiltBullish2.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ161.8576.9%12.5%133.7170.7%9.3%
25Δ157.0268.2%9.4%136.8065.6%7.5%
30Δ153.7063.3%7.4%138.9864.4%6.3%
35Δ151.4861.1%6.2%140.9462.9%5.4%
40Δ149.4560.1%5.2%142.7061.3%4.6%
45Δ147.7961.3%4.6%144.4559.6%3.8%
50Δ146.1462.5%4.0%146.0458.2%3.2%
55Δ144.4263.9%3.5%147.5656.7%2.7%
60Δ142.5565.8%3.0%149.0755.3%2.2%
65Δ140.6767.7%2.6%150.6454.2%1.7%
70Δ138.5469.2%2.2%152.3053.4%1.4%
75Δ136.2770.5%1.7%153.9652.6%1.1%
80Δ133.3074.5%1.4%156.0152.5%0.7%

20Δ

Calls
Pseudo strike
161.85
IV
76.9%
B/E move
12.5%
Puts
Pseudo strike
133.71
IV
70.7%
B/E move
9.3%

25Δ

Calls
Pseudo strike
157.02
IV
68.2%
B/E move
9.4%
Puts
Pseudo strike
136.80
IV
65.6%
B/E move
7.5%

30Δ

Calls
Pseudo strike
153.70
IV
63.3%
B/E move
7.4%
Puts
Pseudo strike
138.98
IV
64.4%
B/E move
6.3%

35Δ

Calls
Pseudo strike
151.48
IV
61.1%
B/E move
6.2%
Puts
Pseudo strike
140.94
IV
62.9%
B/E move
5.4%

40Δ

Calls
Pseudo strike
149.45
IV
60.1%
B/E move
5.2%
Puts
Pseudo strike
142.70
IV
61.3%
B/E move
4.6%

45Δ

Calls
Pseudo strike
147.79
IV
61.3%
B/E move
4.6%
Puts
Pseudo strike
144.45
IV
59.6%
B/E move
3.8%

50Δ

Calls
Pseudo strike
146.14
IV
62.5%
B/E move
4.0%
Puts
Pseudo strike
146.04
IV
58.2%
B/E move
3.2%

55Δ

Calls
Pseudo strike
144.42
IV
63.9%
B/E move
3.5%
Puts
Pseudo strike
147.56
IV
56.7%
B/E move
2.7%

60Δ

Calls
Pseudo strike
142.55
IV
65.8%
B/E move
3.0%
Puts
Pseudo strike
149.07
IV
55.3%
B/E move
2.2%

65Δ

Calls
Pseudo strike
140.67
IV
67.7%
B/E move
2.6%
Puts
Pseudo strike
150.64
IV
54.2%
B/E move
1.7%

70Δ

Calls
Pseudo strike
138.54
IV
69.2%
B/E move
2.2%
Puts
Pseudo strike
152.30
IV
53.4%
B/E move
1.4%

75Δ

Calls
Pseudo strike
136.27
IV
70.5%
B/E move
1.7%
Puts
Pseudo strike
153.96
IV
52.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
133.30
IV
74.5%
B/E move
1.4%
Puts
Pseudo strike
156.01
IV
52.5%
B/E move
0.7%

Options history

IV · four-Friday blend40.96%
Daily EOD
CPA35.6%38.5%41.4%2026-10-19: 36.06%2026-10-20: 37.11%2026-10-21: 36.00%2026-10-22: 38.46%2026-10-23: 39.08%2026-10-26: 39.31%2026-10-27: 38.81%2026-10-28: 39.43%2026-10-29: 39.05%2026-10-30: 40.96%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.06%
37.11%
36.00%
38.46%
39.08%
39.31%
38.81%
39.43%
39.05%
40.96%