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Corporacion America Airports S.A. CAAP

INDUSTRIALS · AIRPORTS & AIR SERVICES
i

Market dataready · fetched 2026-11-06T02:30:20.402Z

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 · 2026-11-06T00:00:00.003035397Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T02:21:13.632833+00:00

Share price$24.68
1D-1.9%
AH$24.06$24.36$24.66$24.95$25.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCAAP
Sold putSold callAH

Corporacion America Airports S.A. options

Live interpolated CAAP call and put midpoint premiums by absolute delta.Corporacion America Airports S.A.$0.28$0.79$1.30$1.81$2.32$21.59$23.14$24.69$26.24$27.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CAAP spot · $24.68CAAP PRICE$0.33$0.41$0.49$0.57$0.64$0.72$0.89$1.10$1.32$1.53$1.75$1.96$2.17$0.43$0.56$0.75$0.94$1.13$1.32$1.51
Puts——
CallsExpensive1.13×
Skew——
Implied moveBearish±$2.40
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.8168.1%18.1%21.9175.1%13.0%
25Δ28.0963.6%15.5%22.7566.5%10.1%
30Δ27.3859.1%12.9%23.2066.9%9.0%
35Δ26.6754.6%10.4%23.6467.4%8.0%
40Δ25.9650.1%7.8%24.0867.9%7.0%
45Δ25.2545.6%5.2%24.5268.3%6.0%
50Δ24.7944.2%4.0%24.9668.8%5.0%
55Δ24.4644.5%3.6%
60Δ24.1444.8%3.1%
65Δ23.8145.1%2.7%
70Δ23.4945.4%2.3%
75Δ23.1745.7%1.8%
80Δ22.8446.1%1.4%

20Δ

Calls
Pseudo strike
28.81
IV
68.1%
B/E move
18.1%
Puts
Pseudo strike
21.91
IV
75.1%
B/E move
13.0%

25Δ

Calls
Pseudo strike
28.09
IV
63.6%
B/E move
15.5%
Puts
Pseudo strike
22.75
IV
66.5%
B/E move
10.1%

30Δ

Calls
Pseudo strike
27.38
IV
59.1%
B/E move
12.9%
Puts
Pseudo strike
23.20
IV
66.9%
B/E move
9.0%

35Δ

Calls
Pseudo strike
26.67
IV
54.6%
B/E move
10.4%
Puts
Pseudo strike
23.64
IV
67.4%
B/E move
8.0%

40Δ

Calls
Pseudo strike
25.96
IV
50.1%
B/E move
7.8%
Puts
Pseudo strike
24.08
IV
67.9%
B/E move
7.0%

45Δ

Calls
Pseudo strike
25.25
IV
45.6%
B/E move
5.2%
Puts
Pseudo strike
24.52
IV
68.3%
B/E move
6.0%

50Δ

Calls
Pseudo strike
24.79
IV
44.2%
B/E move
4.0%
Puts
Pseudo strike
24.96
IV
68.8%
B/E move
5.0%

55Δ

Calls
Pseudo strike
24.46
IV
44.5%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
24.14
IV
44.8%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
23.81
IV
45.1%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
23.49
IV
45.4%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
23.17
IV
45.7%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
22.84
IV
46.1%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend44.70%
Daily close
CAAP31.6%60.6%89.6%2026-08-10: 57.45%2026-08-12: 50.95%2026-08-13: 56.03%2026-08-14: 62.21%2026-08-19: 85.63%2026-08-24: 39.11%2026-08-26: 35.56%2026-08-27: 43.13%2026-08-28: 45.74%2026-09-01: 39.91%2026-09-03: 41.67%2026-09-04: 46.50%2026-09-11: 48.89%2026-09-14: 52.67%2026-09-17: 82.90%2026-09-18: 35.88%2026-10-06: 43.95%2026-10-16: 42.96%2026-10-20: 42.88%2026-10-22: 39.67%2026-10-23: 38.71%2026-10-26: 37.08%2026-10-27: 40.33%2026-10-28: 47.59%2026-10-29: 46.09%2026-10-30: 44.70%Aug 10Sep 11Oct 30
26 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
57.45%
50.95%
56.03%
62.21%
85.63%
39.11%
35.56%
43.13%
45.74%
39.91%
41.67%
46.50%
48.89%
52.67%
82.90%
35.88%
43.95%
42.96%
42.88%
39.67%
38.71%
37.08%
40.33%
47.59%
46.09%
44.70%