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Southern Copper Corporation SCCO

i

Market dataready · fetched 2026-11-10T22:27:50.403Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:10:00.002165072Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-10T22:27:49.846342+00:00

Share price$170.36
1D-1.0%
AH$168$170$171$173$1745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSCCO
Sold putSold callAH

Southern Copper Corporation options

Live interpolated SCCO call and put midpoint premiums by absolute delta.Southern Copper Corporation$0.73$3.12$5.51$7.89$10.28$158.33$164.28$170.22$176.16$182.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SCCO spot · $170.36SCCO PRICE$0.99$1.33$1.78$2.18$2.51$2.96$3.48$4.19$5.16$6.14$7.12$8.20$9.25$1.34$1.67$1.92$2.40$2.89$3.39$3.99$4.67$5.34$5.99$7.00$8.60$9.59
PutsExpensive1.05×
CallsExpensive1.21×
SkewBearish+1.82 pp
Implied moveBearish±$7.46
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ178.5758.9%5.4%161.5073.1%6.0%
25Δ176.7957.8%4.6%163.4570.9%5.0%
30Δ175.6860.9%4.2%165.6662.7%3.9%
35Δ174.4561.7%3.7%166.9563.3%3.4%
40Δ173.0258.7%3.0%168.2163.1%3.0%
45Δ171.7857.7%2.6%169.4662.2%2.5%
50Δ170.6557.8%2.2%170.6962.0%2.1%
55Δ169.4559.7%1.9%171.9162.3%1.8%
60Δ168.1563.9%1.7%173.1061.5%1.5%
65Δ166.7866.4%1.5%174.2659.7%1.2%
70Δ165.3467.2%1.2%175.6960.3%1.0%
75Δ163.8267.1%1.0%177.5764.5%0.8%
80Δ162.3565.8%0.7%178.9561.7%0.6%

20Δ

Calls
Pseudo strike
178.57
IV
58.9%
B/E move
5.4%
Puts
Pseudo strike
161.50
IV
73.1%
B/E move
6.0%

25Δ

Calls
Pseudo strike
176.79
IV
57.8%
B/E move
4.6%
Puts
Pseudo strike
163.45
IV
70.9%
B/E move
5.0%

30Δ

Calls
Pseudo strike
175.68
IV
60.9%
B/E move
4.2%
Puts
Pseudo strike
165.66
IV
62.7%
B/E move
3.9%

35Δ

Calls
Pseudo strike
174.45
IV
61.7%
B/E move
3.7%
Puts
Pseudo strike
166.95
IV
63.3%
B/E move
3.4%

40Δ

Calls
Pseudo strike
173.02
IV
58.7%
B/E move
3.0%
Puts
Pseudo strike
168.21
IV
63.1%
B/E move
3.0%

45Δ

Calls
Pseudo strike
171.78
IV
57.7%
B/E move
2.6%
Puts
Pseudo strike
169.46
IV
62.2%
B/E move
2.5%

50Δ

Calls
Pseudo strike
170.65
IV
57.8%
B/E move
2.2%
Puts
Pseudo strike
170.69
IV
62.0%
B/E move
2.1%

55Δ

Calls
Pseudo strike
169.45
IV
59.7%
B/E move
1.9%
Puts
Pseudo strike
171.91
IV
62.3%
B/E move
1.8%

60Δ

Calls
Pseudo strike
168.15
IV
63.9%
B/E move
1.7%
Puts
Pseudo strike
173.10
IV
61.5%
B/E move
1.5%

65Δ

Calls
Pseudo strike
166.78
IV
66.4%
B/E move
1.5%
Puts
Pseudo strike
174.26
IV
59.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
165.34
IV
67.2%
B/E move
1.2%
Puts
Pseudo strike
175.69
IV
60.3%
B/E move
1.0%

75Δ

Calls
Pseudo strike
163.82
IV
67.1%
B/E move
1.0%
Puts
Pseudo strike
177.57
IV
64.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
162.35
IV
65.8%
B/E move
0.7%
Puts
Pseudo strike
178.95
IV
61.7%
B/E move
0.6%

Options history

IV · four-Friday blend51.89%
Daily close
SCCO42.2%49.1%56.0%2026-08-12: 53.10%2026-08-13: 49.12%2026-08-14: 44.65%2026-08-17: 49.35%2026-08-18: 49.16%2026-08-19: 48.09%2026-08-20: 50.13%2026-08-21: 52.31%2026-08-24: 55.07%2026-08-25: 54.37%2026-08-26: 52.88%2026-08-27: 50.90%2026-08-28: 46.69%2026-08-31: 49.34%2026-09-01: 49.29%2026-09-02: 48.81%2026-09-03: 47.67%2026-09-04: 44.46%2026-09-08: 52.47%2026-09-09: 51.77%2026-09-10: 53.32%2026-09-11: 44.44%2026-09-14: 50.25%2026-09-15: 51.31%2026-09-16: 51.54%2026-09-17: 49.07%2026-09-18: 45.18%2026-09-21: 47.51%2026-09-22: 48.38%2026-09-23: 47.28%2026-09-24: 48.85%2026-09-25: 44.52%2026-09-28: 49.99%2026-09-29: 49.89%2026-09-30: 50.20%2026-10-01: 50.80%2026-10-02: 43.14%2026-10-05: 46.02%2026-10-06: 46.28%2026-10-07: 47.71%2026-10-08: 49.36%2026-10-09: 43.18%2026-10-12: 47.09%2026-10-13: 49.02%2026-10-14: 50.88%2026-10-15: 52.90%2026-10-16: 50.23%2026-10-19: 52.20%2026-10-20: 53.30%2026-10-21: 54.10%2026-10-22: 55.09%2026-10-23: 50.08%2026-10-26: 53.41%2026-10-27: 53.71%2026-10-28: 51.98%2026-10-29: 52.64%2026-10-30: 51.89%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
53.10%
49.12%
44.65%
49.35%
49.16%
48.09%
50.13%
52.31%
55.07%
54.37%
52.88%
50.90%
46.69%
49.34%
49.29%
48.81%
47.67%
44.46%
52.47%
51.77%
53.32%
44.44%
50.25%
51.31%
51.54%
49.07%
45.18%
47.51%
48.38%
47.28%
48.85%
44.52%
49.99%
49.89%
50.20%
50.80%
43.14%
46.02%
46.28%
47.71%
49.36%
43.18%
47.09%
49.02%
50.88%
52.90%
50.23%
52.20%
53.30%
54.10%
55.09%
50.08%
53.41%
53.71%
51.98%
52.64%
51.89%