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Corporacion America Airports S.A. CAAP

INDUSTRIALS · AIRPORTS & AIR SERVICES
i

Market dataready · fetched 2026-11-07T05:57:27.785Z

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 · 2026-11-07T00:00:00.003650558Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T05:57:27.385141+00:00

Share price$24.54
1D-0.8%
AH$24.44$24.59$24.75$24.91$25.065:30 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.$0.26$0.72$1.17$1.63$2.08$21.58$23.11$24.65$26.18$27.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ 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 · $24.54CAAP PRICE$0.35$0.43$0.51$0.59$0.67$0.76$0.93$1.10$1.27$1.44$1.61$1.78$1.95$0.31$0.40$0.49$0.58$0.67$0.75$0.84$0.93
Puts——
CallsExpensive1.15×
Skew——
Implied moveBullish±$1.77
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.8275.6%18.9%22.5556.0%9.4%
25Δ28.0570.6%16.0%22.8753.9%8.4%
30Δ27.2865.6%13.2%23.2051.7%7.5%
35Δ26.5160.6%10.4%23.5349.6%6.5%
40Δ25.7455.6%7.6%23.8547.4%5.5%
45Δ24.9950.8%4.9%24.1845.3%4.5%
50Δ24.6949.8%4.4%24.5143.1%3.6%
55Δ24.4048.8%3.9%24.8341.0%2.6%
60Δ24.1147.9%3.4%
65Δ23.8146.9%2.9%
70Δ23.5245.9%2.4%
75Δ23.2244.9%1.9%
80Δ22.9343.9%1.4%

20Δ

Calls
Pseudo strike
28.82
IV
75.6%
B/E move
18.9%
Puts
Pseudo strike
22.55
IV
56.0%
B/E move
9.4%

25Δ

Calls
Pseudo strike
28.05
IV
70.6%
B/E move
16.0%
Puts
Pseudo strike
22.87
IV
53.9%
B/E move
8.4%

30Δ

Calls
Pseudo strike
27.28
IV
65.6%
B/E move
13.2%
Puts
Pseudo strike
23.20
IV
51.7%
B/E move
7.5%

35Δ

Calls
Pseudo strike
26.51
IV
60.6%
B/E move
10.4%
Puts
Pseudo strike
23.53
IV
49.6%
B/E move
6.5%

40Δ

Calls
Pseudo strike
25.74
IV
55.6%
B/E move
7.6%
Puts
Pseudo strike
23.85
IV
47.4%
B/E move
5.5%

45Δ

Calls
Pseudo strike
24.99
IV
50.8%
B/E move
4.9%
Puts
Pseudo strike
24.18
IV
45.3%
B/E move
4.5%

50Δ

Calls
Pseudo strike
24.69
IV
49.8%
B/E move
4.4%
Puts
Pseudo strike
24.51
IV
43.1%
B/E move
3.6%

55Δ

Calls
Pseudo strike
24.40
IV
48.8%
B/E move
3.9%
Puts
Pseudo strike
24.83
IV
41.0%
B/E move
2.6%

60Δ

Calls
Pseudo strike
24.11
IV
47.9%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
23.81
IV
46.9%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
23.52
IV
45.9%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
23.22
IV
44.9%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
22.93
IV
43.9%
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%