Earnings volatility research
SCCO · Southern Copper Corporation Common Stock
Next verified earnings in 12 days · Oct 27, 2026 · After close (AMC).
- Observed earnings moves:
- 11 History through Oct 15, 2026
- Mean absolute actual move:
- 3.2% 11 observed events · not a forecast
- Actual exceeded priced move:
- 0.0% 0 of 6 paired observations
- Options evidence coverage:
- Unavailable No stored options snapshot
Historical absolute moves are measured outcomes, not predicted returns. Missing implied moves are excluded only from paired comparisons. Inspect events and sources · Inspect stored contracts
No reviewed research is available for SCCO yet
Coverage and research availability are separate datasets.
A snapshot may be in progress, awaiting review, or blocked by data-quality gates. Published research appears here once it clears review.
Past events · reconstructed
Historical reconstruction for SCCO
Observed outcomes from 11 earnings events (Oct 25, 2023 – Apr 27, 2026). These events have already been reported · modeled strategy results.
Realized move versus what was implied
Implied move is the pre-event ATM straddle estimate; realized move is the observed post-earnings move.
Implied moves available from Oct 25, 2023; gaps indicate missing quotes.
Updated Oct 15, 2026
Loading graph — the exact table is available below.
Exact data table
SCCO · Implied versus actual earnings move · full stored dataset, independent of graph range/toggles
| Observation | Realized move (%) | Implied move (%) | Context | Updated |
|---|---|---|---|---|
| 1.538% | 9.275% | Signed actual 1.538% · Reconstructed · 18 IV checkpoints | Updated Oct 15, 2026 | |
| 2.4584% | 7.3191% | Signed actual -2.4584% · Reconstructed · 23 IV checkpoints | Updated Oct 15, 2026 | |
| 2.3712% | 9.451% | Signed actual 2.3712% · Reconstructed · 25 IV checkpoints | Updated Oct 15, 2026 | |
| 0.5752% | 4.4743% | Signed actual 0.5752% · Reconstructed · 22 IV checkpoints | Updated Oct 15, 2026 | |
| 1.9396% | 10.4844% | Signed actual 1.9396% · Reconstructed · 26 IV checkpoints | Updated Oct 15, 2026 | |
| 2.3564% | Unavailable | Signed actual 2.3564% · Reconstructed · 24 IV checkpoints | Updated Oct 15, 2026 | |
| 3.8808% | Unavailable | Signed actual 3.8808% · Reconstructed · 25 IV checkpoints | Updated Oct 15, 2026 | |
| 6.3315% | Unavailable | Signed actual -6.3315% · Reconstructed · 25 IV checkpoints | Updated Oct 15, 2026 | |
| 4.038% | Unavailable | Signed actual 4.038% · Reconstructed · 26 IV checkpoints | Updated Oct 15, 2026 | |
| 4.9198% | 5.2121% | Signed actual 4.9198% · Reconstructed · 23 IV checkpoints | Updated Oct 15, 2026 | |
| 4.2836% | Unavailable | Signed actual -4.2836% · Reconstructed · 25 IV checkpoints | Updated Oct 15, 2026 |
Compare entry timing
Each column opens a separate trade using that checkpoint’s contracts and quotes. Returns include modeled slippage and commissions.
Daily earnings-window reconstruction: all requested quarters processed. Completed tests may still have missing quotes or non-trading days; processing completion does not mean every trade is available.
Includes only trades explicitly recorded as passing entry filters. Unknown eligibility and failed-filter runs are excluded; no all-history fallback is applied when none pass. The exit is the earlier of T−1 and one day before the first leg expires.
Average dollar P&L per one-lot structure · profitable runs / total runs. Select a cell to inspect its entry checkpoint.
| Strategy | T−35 | T−34 | T−33 | T−32 | T−31 | T−30 | T−29 | T−28 | T−27 | T−26 | T−25 | T−24 | T−23 | T−22 | T−21 | T−20 | T−19 | T−18 | T−17 | T−16 | T−15 | T−14 | T−13 | T−12 | T−11 | T−10 | T−9 | T−8 | T−7 | T−6 | T−5 | T−4 | T−3 | T−2 | T−1 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bear Call Spread | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
| Bull Put Spread | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
| Calendar | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | Not available | Not available | Not available | Not available | ||
| Iron Condor | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | |||||||
| Long Straddle | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | ||
| Long Strangle | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | ||
| Short StraddleResearch only · Unlimited upside risk | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
| Short StrangleResearch only · Unlimited upside risk | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | No eligible runs | Not available |
Requested entry tests: T−35, T−34, T−33, T−32, T−31, T−30, T−29, T−28, T−27, T−26, T−25, T−24, T−23, T−22, T−21, T−20, T−19, T−18, T−17, T−16, T−15, T−14, T−13, T−12, T−11, T−10, T−9, T−8, T−7, T−6, T−5, T−4, T−3, T−2, T−1. Untested columns require a new historical reconstruction. Small samples are descriptive evidence. Columns can cover different earnings events; inspect event dates before comparing. The highest average across different samples does not establish the best entry day. New daily reconstructions use exact calendar dates; weekends, holidays and missing quotes remain unavailable. Older records may use a prior session; each trade shows its actual dates.
T−14 entry details
No stored results for this entry, exit rule and entry sample. Volatility observations alone do not establish trade performance.
29 unavailable tests at T−14
- SCCO_2024-02-02 · Long Strangle · missing exact leg quotes or unbounded capital
- SCCO_2024-02-02 · Calendar · no constructible legs
- SCCO_2024-02-02 · Iron Condor · missing exact leg quotes or unbounded capital
- SCCO_2024-02-02 · Bull Put Spread · missing exact leg quotes or unbounded capital
- SCCO_2024-02-02 · Short Strangle · missing exact leg quotes or unbounded capital
- SCCO_2024-07-19 · Long Strangle · missing exact leg quotes or unbounded capital
- SCCO_2024-07-19 · Calendar · no constructible legs
- SCCO_2024-07-19 · Iron Condor · missing exact leg quotes or unbounded capital
- SCCO_2024-07-19 · Bear Call Spread · missing exact leg quotes or unbounded capital
- SCCO_2024-07-19 · Short Strangle · missing exact leg quotes or unbounded capital
- SCCO_2024-10-22 · Calendar · missing exact leg quotes or unbounded capital
- SCCO_2025-02-12 · Long Strangle · missing exact leg quotes or unbounded capital
- SCCO_2025-02-12 · Calendar · no constructible legs
- SCCO_2025-02-12 · Iron Condor · missing exact leg quotes or unbounded capital
- SCCO_2025-02-12 · Bull Put Spread · missing exact leg quotes or unbounded capital
- SCCO_2025-02-12 · Short Strangle · missing exact leg quotes or unbounded capital
- SCCO_2025-04-23 · Calendar · missing exact leg quotes or unbounded capital
- SCCO_2025-07-29 · Calendar · missing exact leg quotes or unbounded capital
- SCCO_2026-01-28 · Long Straddle · no constructible legs
- SCCO_2026-01-28 · Long Strangle · missing exact leg quotes or unbounded capital
- SCCO_2026-01-28 · Iron Condor · missing exact leg quotes or unbounded capital
- SCCO_2026-01-28 · Bull Put Spread · missing exact leg quotes or unbounded capital
- SCCO_2026-01-28 · Bear Call Spread · missing exact leg quotes or unbounded capital
- SCCO_2026-01-28 · Short Strangle · missing exact leg quotes or unbounded capital
- SCCO_2026-04-27 · Long Strangle · missing exact leg quotes or unbounded capital
- SCCO_2026-04-27 · Calendar · missing exact leg quotes or unbounded capital
- SCCO_2026-04-27 · Iron Condor · missing exact leg quotes or unbounded capital
- SCCO_2026-04-27 · Bear Call Spread · missing exact leg quotes or unbounded capital
- SCCO_2026-04-27 · Short Strangle · missing exact leg quotes or unbounded capital
2896 unavailable observations / tests · Record hist_SCCO_c33b68ae6fb2c973 · Historical methodology
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