Share price$196.38
1D-2.2%
Sold putSold call
Southern Copper Corporation SCCO
BASIC MATERIALS · COPPERi
Market dataready · fetched 2026-10-21T17:52:33.322Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-21T17:52:29.374013325Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:50.225297+00:00
Southern Copper Corporation options
PutsCheap0.67×
CallsCheap0.90×
SkewBullish-2.49 pp
Implied moveBearish±$6.92
TiltBalanced0.2% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 204.47 | 62.4% | 4.6% | 189.02 | 62.7% | 4.3% |
| 25Δ | 202.76 | 61.4% | 3.9% | 190.66 | 61.0% | 3.6% |
| 30Δ | 201.40 | 61.2% | 3.4% | 192.07 | 59.7% | 3.1% |
| 35Δ | 200.09 | 61.3% | 2.9% | 193.28 | 59.5% | 2.7% |
| 40Δ | 198.89 | 60.1% | 2.5% | 194.40 | 59.8% | 2.3% |
| 45Δ | 197.70 | 58.9% | 2.1% | 195.51 | 59.6% | 2.0% |
| 50Δ | 196.59 | 59.4% | 1.8% | 196.59 | 58.8% | 1.7% |
| 55Δ | 195.50 | 60.2% | 1.6% | 197.67 | 58.1% | 1.4% |
| 60Δ | 194.37 | 60.6% | 1.3% | 198.76 | 57.8% | 1.2% |
| 65Δ | 193.21 | 60.8% | 1.1% | 199.85 | 57.5% | 1.0% |
| 70Δ | 191.96 | 61.3% | 0.9% | 201.17 | 58.4% | 0.8% |
| 75Δ | 190.58 | 62.1% | 0.7% | 202.53 | 59.4% | 0.6% |
| 80Δ | 188.01 | 72.2% | 0.6% | 203.79 | 57.2% | 0.5% |
20Δ
- Pseudo strike
- 204.47
- IV
- 62.4%
- B/E move
- 4.6%
- Pseudo strike
- 189.02
- IV
- 62.7%
- B/E move
- 4.3%
25Δ
- Pseudo strike
- 202.76
- IV
- 61.4%
- B/E move
- 3.9%
- Pseudo strike
- 190.66
- IV
- 61.0%
- B/E move
- 3.6%
30Δ
- Pseudo strike
- 201.40
- IV
- 61.2%
- B/E move
- 3.4%
- Pseudo strike
- 192.07
- IV
- 59.7%
- B/E move
- 3.1%
35Δ
- Pseudo strike
- 200.09
- IV
- 61.3%
- B/E move
- 2.9%
- Pseudo strike
- 193.28
- IV
- 59.5%
- B/E move
- 2.7%
40Δ
- Pseudo strike
- 198.89
- IV
- 60.1%
- B/E move
- 2.5%
- Pseudo strike
- 194.40
- IV
- 59.8%
- B/E move
- 2.3%
45Δ
- Pseudo strike
- 197.70
- IV
- 58.9%
- B/E move
- 2.1%
- Pseudo strike
- 195.51
- IV
- 59.6%
- B/E move
- 2.0%
50Δ
- Pseudo strike
- 196.59
- IV
- 59.4%
- B/E move
- 1.8%
- Pseudo strike
- 196.59
- IV
- 58.8%
- B/E move
- 1.7%
55Δ
- Pseudo strike
- 195.50
- IV
- 60.2%
- B/E move
- 1.6%
- Pseudo strike
- 197.67
- IV
- 58.1%
- B/E move
- 1.4%
60Δ
- Pseudo strike
- 194.37
- IV
- 60.6%
- B/E move
- 1.3%
- Pseudo strike
- 198.76
- IV
- 57.8%
- B/E move
- 1.2%
65Δ
- Pseudo strike
- 193.21
- IV
- 60.8%
- B/E move
- 1.1%
- Pseudo strike
- 199.85
- IV
- 57.5%
- B/E move
- 1.0%
70Δ
- Pseudo strike
- 191.96
- IV
- 61.3%
- B/E move
- 0.9%
- Pseudo strike
- 201.17
- IV
- 58.4%
- B/E move
- 0.8%
75Δ
- Pseudo strike
- 190.58
- IV
- 62.1%
- B/E move
- 0.7%
- Pseudo strike
- 202.53
- IV
- 59.4%
- B/E move
- 0.6%
80Δ
- Pseudo strike
- 188.01
- IV
- 72.2%
- B/E move
- 0.6%
- Pseudo strike
- 203.79
- IV
- 57.2%
- B/E move
- 0.5%
Options history
Table
| Date | IV |
|---|---|
| 52.19% | |
| 53.31% |