SCCO Volatility Skew

The Implied Volatility Skew Chart offers a visual representation of the implied volatility (IV). The chart displays the strikes on the x-axis and the IV on the y-axis, making it easy to see the level of volatility for each option.

Implied volatility is a measure of the expected volatility of a security's price. Volatility skew refers to the difference in implied volatility between different options for the same security. Understanding the volatility skew can be helpful for option traders, as it provides insight into the market's expectations for the security's future price movements.

You can filter the chart by calls or puts and can click on a point on the chart to navigate to the option's page.

Sources:

"What Is Volatility Skew in Trading? Reverse and Forward Skews". Investopedia. https://www.investopedia.com/terms/v/volatility-skew.asp.

Implied Volatility Stats

SCCO Volatility Skew FAQ

What is volatility skew?

Volatility skew is the difference in implied volatility between options at different strike prices. A steeper skew means traders are paying more for options on one side, usually downside puts used as protection.

What is SCCO's one-year implied volatility range?

Over the past year, Southern Copper 30-day implied volatility ranged from 31.5% on Dec 23, 2025 to 69.7% on Mar 30, 2026.

How has SCCO implied volatility changed recently?

Southern Copper 30-day implied volatility went from 46.4% on Oct 7, 2026 to 49.5% on Nov 4, 2026. See the SCCO implied volatility history for a longer view.

What is Southern Copper Corporation?

Southern Copper Corp is an integrated producer of copper and other minerals and operates the mining, smelting, and refining facilities in Peru and Mexico.