Southern Copper Corporation (SCCO) Expected Move
Expected move estimates the probable price range for a given period based on at-the-money options pricing. It reflects the market consensus for volatility over the selected timeframe.
Snapshot as of Apr 28, 2026.
- Spot Price
- $171.21
- Expected Move
- 15.7%
- Implied High
- $198.14
- Implied Low
- $144.28
- Front DTE
- 31 days
As of Apr 28, 2026, Southern Copper Corporation (SCCO) has an expected move of 15.73% — a one-standard-deviation implied price range of roughly $144.28 to $198.14 from the current $171.21. Expected move is derived from at-the-money straddle pricing and represents the market's pricing of a ±1σ move. Roughly 68% of outcomes should fall within this range under lognormal assumptions, though empirical markets have fatter tails.
Per-expiration expected move for SCCO derived from ATM implied volatility at each listed expiration. Implied high/low bounds are computed as $171.21 × (1 ± expected move %). One standard-deviation range under lognormal assumptions — roughly 68% of outcomes fall inside.
| Expiration | DTE | ATM IV | Expected Move | Implied High | Implied Low |
|---|---|---|---|---|---|
| May 1, 2026 | 3 | 74.2% | 6.7% | $182.73 | $159.69 |
| May 8, 2026 | 10 | 63.7% | 10.5% | $189.26 | $153.16 |
| May 15, 2026 | 17 | 61.6% | 13.3% | $193.97 | $148.45 |
| May 22, 2026 | 24 | 59.7% | 15.3% | $197.42 | $145.00 |
| May 29, 2026 | 31 | 54.2% | 15.8% | $198.25 | $144.17 |
| Jun 5, 2026 | 38 | 56.7% | 18.3% | $202.53 | $139.89 |
| Jun 18, 2026 | 51 | 55.0% | 20.6% | $206.41 | $136.01 |
| Jul 17, 2026 | 80 | 52.5% | 24.6% | $213.29 | $129.13 |
| Aug 21, 2026 | 115 | 53.9% | 30.3% | $223.01 | $119.41 |
| Sep 18, 2026 | 143 | 54.8% | 34.3% | $229.94 | $112.48 |
| Nov 20, 2026 | 206 | 56.1% | 42.1% | $243.37 | $99.05 |
| Dec 18, 2026 | 234 | 55.6% | 44.5% | $247.43 | $94.99 |
| Jan 15, 2027 | 262 | 55.5% | 47.0% | $251.72 | $90.70 |