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Ceco Environmental Corp CECO

i

Market dataready · fetched 2026-11-04T02:48:31.848Z

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 · 2026-11-03T21:00:31.38607266Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T02:48:31.332317+00:00

Share price$50.21
1D+0.6%
AH$49.60$50.22$50.84$51.47$52.095:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCECO
Sold putSold callAH

Ceco Environmental Corp options

Live interpolated CECO call and put midpoint premiums by absolute delta.Ceco Environmental Corp$1.02$6.29$11.56$16.83$22.10$33.10$42.00$50.90$59.80$68.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CECO spot · $50.21CECO PRICE$1.60$1.83$2.14$2.36$2.79$3.44$4.10$4.76$5.23$5.66$6.10$6.54$8.12$1.59$2.35$3.12$3.89$4.65$5.39$6.13$6.87$8.94$12.04$14.55$20.58
Puts——
CallsCheap0.76×
Skew——
Implied moveBearish±$9.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.35155.0%43.3%
25Δ63.37129.8%29.9%45.0688.2%13.4%
30Δ59.50118.2%22.8%46.3493.7%12.4%
35Δ56.55105.0%17.3%47.6299.1%11.4%
40Δ54.3499.6%13.8%48.90104.6%10.4%
45Δ52.96102.7%12.3%50.20108.9%9.3%
50Δ51.58105.8%10.9%51.59106.0%8.0%
55Δ50.19108.8%9.4%52.99103.1%6.7%
60Δ48.96103.6%7.9%54.38100.3%5.4%
65Δ47.7497.1%6.4%56.83108.5%4.6%
70Δ46.5390.5%4.8%60.10125.0%4.3%
75Δ45.3184.0%3.3%63.06127.4%3.4%
80Δ43.3389.0%2.5%69.38149.2%2.8%

20Δ

Calls
Pseudo strike
70.35
IV
155.0%
B/E move
43.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
63.37
IV
129.8%
B/E move
29.9%
Puts
Pseudo strike
45.06
IV
88.2%
B/E move
13.4%

30Δ

Calls
Pseudo strike
59.50
IV
118.2%
B/E move
22.8%
Puts
Pseudo strike
46.34
IV
93.7%
B/E move
12.4%

35Δ

Calls
Pseudo strike
56.55
IV
105.0%
B/E move
17.3%
Puts
Pseudo strike
47.62
IV
99.1%
B/E move
11.4%

40Δ

Calls
Pseudo strike
54.34
IV
99.6%
B/E move
13.8%
Puts
Pseudo strike
48.90
IV
104.6%
B/E move
10.4%

45Δ

Calls
Pseudo strike
52.96
IV
102.7%
B/E move
12.3%
Puts
Pseudo strike
50.20
IV
108.9%
B/E move
9.3%

50Δ

Calls
Pseudo strike
51.58
IV
105.8%
B/E move
10.9%
Puts
Pseudo strike
51.59
IV
106.0%
B/E move
8.0%

55Δ

Calls
Pseudo strike
50.19
IV
108.8%
B/E move
9.4%
Puts
Pseudo strike
52.99
IV
103.1%
B/E move
6.7%

60Δ

Calls
Pseudo strike
48.96
IV
103.6%
B/E move
7.9%
Puts
Pseudo strike
54.38
IV
100.3%
B/E move
5.4%

65Δ

Calls
Pseudo strike
47.74
IV
97.1%
B/E move
6.4%
Puts
Pseudo strike
56.83
IV
108.5%
B/E move
4.6%

70Δ

Calls
Pseudo strike
46.53
IV
90.5%
B/E move
4.8%
Puts
Pseudo strike
60.10
IV
125.0%
B/E move
4.3%

75Δ

Calls
Pseudo strike
45.31
IV
84.0%
B/E move
3.3%
Puts
Pseudo strike
63.06
IV
127.4%
B/E move
3.4%

80Δ

Calls
Pseudo strike
43.33
IV
89.0%
B/E move
2.5%
Puts
Pseudo strike
69.38
IV
149.2%
B/E move
2.8%

Options history

IV · four-Friday blend96.43%
Daily EOD
CECO73.8%85.9%98.1%2026-10-19: 75.44%2026-10-20: 75.73%2026-10-21: 77.72%2026-10-22: 82.57%2026-10-23: 85.84%2026-10-26: 86.54%2026-10-27: 87.77%2026-10-28: 91.80%2026-10-29: 95.78%2026-10-30: 96.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
75.44%
75.73%
77.72%
82.57%
85.84%
86.54%
87.77%
91.80%
95.78%
96.43%