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Copa Holdings, S.A. CPA

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Market datapartial · fetched 2026-11-04T03:42:07.063Z

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 · 2026-11-04T00:00:00.003102571Z

FundamentalsAlpha Vantage · unavailable

Share price$136.14
1D-2.1%
AH$135.46$136.41$137.35$138.30$139.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCPA
Sold putSold callAH

Copa Holdings, S.A. options

Live interpolated CPA call and put midpoint premiums by absolute delta.Copa Holdings, S.A.$1.24$5.14$9.03$12.93$16.82$118.61$127.77$136.92$146.08$155.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CPA spot · $136.14CPA PRICE$1.70$2.21$2.69$3.36$4.06$4.85$5.77$6.70$7.81$8.97$10.52$12.86$15.70$1.67$2.20$2.75$3.64$4.52$5.42$6.39$7.35$8.38$9.49$10.59$12.19$13.97
PutsExpensive1.19×
CallsExpensive1.15×
SkewBullish-5.37 pp
Implied moveBearish±$12.16
TiltBalanced0.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ151.0452.5%12.2%125.5948.0%9.0%
25Δ148.5753.5%10.8%127.8247.2%7.7%
30Δ145.4050.9%8.8%130.0546.5%6.5%
35Δ143.2150.8%7.7%131.8048.0%5.9%
40Δ141.1651.1%6.7%133.5649.5%5.2%
45Δ139.1651.5%5.8%135.3350.7%4.6%
50Δ137.2452.0%5.1%137.1850.2%3.9%
55Δ135.3252.5%4.3%139.0449.7%3.3%
60Δ133.3452.7%3.7%140.8748.9%2.7%
65Δ131.3452.7%3.1%142.6847.7%2.2%
70Δ129.0754.0%2.5%144.5046.5%1.6%
75Δ126.2058.0%2.1%146.6545.8%1.2%
80Δ122.8361.9%1.8%148.9445.4%0.9%

20Δ

Calls
Pseudo strike
151.04
IV
52.5%
B/E move
12.2%
Puts
Pseudo strike
125.59
IV
48.0%
B/E move
9.0%

25Δ

Calls
Pseudo strike
148.57
IV
53.5%
B/E move
10.8%
Puts
Pseudo strike
127.82
IV
47.2%
B/E move
7.7%

30Δ

Calls
Pseudo strike
145.40
IV
50.9%
B/E move
8.8%
Puts
Pseudo strike
130.05
IV
46.5%
B/E move
6.5%

35Δ

Calls
Pseudo strike
143.21
IV
50.8%
B/E move
7.7%
Puts
Pseudo strike
131.80
IV
48.0%
B/E move
5.9%

40Δ

Calls
Pseudo strike
141.16
IV
51.1%
B/E move
6.7%
Puts
Pseudo strike
133.56
IV
49.5%
B/E move
5.2%

45Δ

Calls
Pseudo strike
139.16
IV
51.5%
B/E move
5.8%
Puts
Pseudo strike
135.33
IV
50.7%
B/E move
4.6%

50Δ

Calls
Pseudo strike
137.24
IV
52.0%
B/E move
5.1%
Puts
Pseudo strike
137.18
IV
50.2%
B/E move
3.9%

55Δ

Calls
Pseudo strike
135.32
IV
52.5%
B/E move
4.3%
Puts
Pseudo strike
139.04
IV
49.7%
B/E move
3.3%

60Δ

Calls
Pseudo strike
133.34
IV
52.7%
B/E move
3.7%
Puts
Pseudo strike
140.87
IV
48.9%
B/E move
2.7%

65Δ

Calls
Pseudo strike
131.34
IV
52.7%
B/E move
3.1%
Puts
Pseudo strike
142.68
IV
47.7%
B/E move
2.2%

70Δ

Calls
Pseudo strike
129.07
IV
54.0%
B/E move
2.5%
Puts
Pseudo strike
144.50
IV
46.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
126.20
IV
58.0%
B/E move
2.1%
Puts
Pseudo strike
146.65
IV
45.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
122.83
IV
61.9%
B/E move
1.8%
Puts
Pseudo strike
148.94
IV
45.4%
B/E move
0.9%

Options history

IV · four-Friday blend40.96%
Daily EOD
CPA35.6%38.5%41.4%2026-10-19: 36.06%2026-10-20: 37.11%2026-10-21: 36.00%2026-10-22: 38.46%2026-10-23: 39.08%2026-10-26: 39.31%2026-10-27: 38.81%2026-10-28: 39.43%2026-10-29: 39.05%2026-10-30: 40.96%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.06%
37.11%
36.00%
38.46%
39.08%
39.31%
38.81%
39.43%
39.05%
40.96%