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Southern Copper Corporation SCCO

BASIC MATERIALS · COPPER
i

Market dataready · fetched 2026-10-21T17:01:27.950Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T17:01:06.960639571Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:27.469080+00:00

Share price$195.85
1D-2.5%
$192$194$197$199$2025:30 AM6:30 AM9:00 AM1:00 PMSCCO
Sold putSold call

Southern Copper Corporation options

Live interpolated SCCO call and put midpoint premiums by absolute delta.Southern Copper Corporation$0.69$3.62$6.56$9.49$12.43$179.85$187.19$194.52$201.86$209.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCCO spot · $195.85SCCO PRICE$1.00$1.33$1.71$2.08$2.46$2.90$3.51$4.13$4.84$5.56$6.54$8.16$11.58$1.03$1.34$1.68$2.05$2.48$2.91$3.46$4.00$4.63$5.31$6.09$7.10$7.85
PutsCheap0.66×
CallsCheap0.93×
SkewBullish-7.30 pp
Implied moveBalanced±$6.97
TiltBullish5.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ203.9962.7%4.7%188.5762.2%4.2%
25Δ202.3863.0%4.0%190.2460.4%3.5%
30Δ201.0062.9%3.5%191.5759.2%3.0%
35Δ199.6562.4%3.0%192.8258.3%2.6%
40Δ198.3960.8%2.6%193.9258.0%2.3%
45Δ197.1860.2%2.2%195.0257.7%1.9%
50Δ196.0761.6%1.9%196.0757.6%1.7%
55Δ194.9663.0%1.7%197.1257.5%1.4%
60Δ193.7663.4%1.4%198.2057.1%1.2%
65Δ192.5763.8%1.2%199.2856.7%1.0%
70Δ191.1964.8%1.0%200.4556.6%0.8%
75Δ189.2971.0%0.8%201.7857.0%0.6%
80Δ185.7888.1%0.8%202.8254.5%0.4%

20Δ

Calls
Pseudo strike
203.99
IV
62.7%
B/E move
4.7%
Puts
Pseudo strike
188.57
IV
62.2%
B/E move
4.2%

25Δ

Calls
Pseudo strike
202.38
IV
63.0%
B/E move
4.0%
Puts
Pseudo strike
190.24
IV
60.4%
B/E move
3.5%

30Δ

Calls
Pseudo strike
201.00
IV
62.9%
B/E move
3.5%
Puts
Pseudo strike
191.57
IV
59.2%
B/E move
3.0%

35Δ

Calls
Pseudo strike
199.65
IV
62.4%
B/E move
3.0%
Puts
Pseudo strike
192.82
IV
58.3%
B/E move
2.6%

40Δ

Calls
Pseudo strike
198.39
IV
60.8%
B/E move
2.6%
Puts
Pseudo strike
193.92
IV
58.0%
B/E move
2.3%

45Δ

Calls
Pseudo strike
197.18
IV
60.2%
B/E move
2.2%
Puts
Pseudo strike
195.02
IV
57.7%
B/E move
1.9%

50Δ

Calls
Pseudo strike
196.07
IV
61.6%
B/E move
1.9%
Puts
Pseudo strike
196.07
IV
57.6%
B/E move
1.7%

55Δ

Calls
Pseudo strike
194.96
IV
63.0%
B/E move
1.7%
Puts
Pseudo strike
197.12
IV
57.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
193.76
IV
63.4%
B/E move
1.4%
Puts
Pseudo strike
198.20
IV
57.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
192.57
IV
63.8%
B/E move
1.2%
Puts
Pseudo strike
199.28
IV
56.7%
B/E move
1.0%

70Δ

Calls
Pseudo strike
191.19
IV
64.8%
B/E move
1.0%
Puts
Pseudo strike
200.45
IV
56.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
189.29
IV
71.0%
B/E move
0.8%
Puts
Pseudo strike
201.78
IV
57.0%
B/E move
0.6%

80Δ

Calls
Pseudo strike
185.78
IV
88.1%
B/E move
0.8%
Puts
Pseudo strike
202.82
IV
54.5%
B/E move
0.4%

Options history

SCCO52.1052.7553.402026-10-19: 52.19%2026-10-20: 53.31%Oct 19Oct 20
Table
DateIV
52.19%
53.31%