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Columbus McKinnon Corporation Common Stock CMCO

i

Market dataready · fetched 2026-11-07T01:50:17.351Z

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 · 2026-11-06T21:00:00.988485351Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T01:50:16.970549+00:00

Share price$17.62
1D+3.8%
AH$16.92$17.15$17.38$17.62$17.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCMCO
Sold putSold callAH

Columbus McKinnon Corporation Common Stock options

Live interpolated CMCO call and put midpoint premiums by absolute delta.Columbus McKinnon Corporation Common Stock$0.37$1.45$2.54$3.62$4.70$12.52$15.00$17.48$19.97$22.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CMCO spot · $17.62CMCO PRICE$0.49$0.52$0.54$0.57$0.59$0.62$0.78$1.03$1.12$1.19$1.26$1.36$1.63$1.90$2.18$2.45$2.72$3.38$4.39
PutsExpensive1.60×
Calls——
Skew——
Implied moveBearish±$2.23
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.16162.3%24.1%
25Δ14.93167.9%21.1%
30Δ19.7486.3%14.8%15.60152.6%17.8%
35Δ19.3177.4%12.5%16.27135.3%14.4%
40Δ18.8868.5%10.2%16.93117.9%11.1%
45Δ18.4459.6%7.9%17.56102.7%8.1%
50Δ18.0150.7%5.6%18.01101.0%7.1%
55Δ17.5841.8%3.3%18.4599.2%6.1%
60Δ18.9097.5%5.1%
65Δ19.3495.8%4.1%
70Δ19.7994.0%3.1%
75Δ20.5797.8%2.4%
80Δ21.67106.5%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.16
IV
162.3%
B/E move
24.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.93
IV
167.9%
B/E move
21.1%

30Δ

Calls
Pseudo strike
19.74
IV
86.3%
B/E move
14.8%
Puts
Pseudo strike
15.60
IV
152.6%
B/E move
17.8%

35Δ

Calls
Pseudo strike
19.31
IV
77.4%
B/E move
12.5%
Puts
Pseudo strike
16.27
IV
135.3%
B/E move
14.4%

40Δ

Calls
Pseudo strike
18.88
IV
68.5%
B/E move
10.2%
Puts
Pseudo strike
16.93
IV
117.9%
B/E move
11.1%

45Δ

Calls
Pseudo strike
18.44
IV
59.6%
B/E move
7.9%
Puts
Pseudo strike
17.56
IV
102.7%
B/E move
8.1%

50Δ

Calls
Pseudo strike
18.01
IV
50.7%
B/E move
5.6%
Puts
Pseudo strike
18.01
IV
101.0%
B/E move
7.1%

55Δ

Calls
Pseudo strike
17.58
IV
41.8%
B/E move
3.3%
Puts
Pseudo strike
18.45
IV
99.2%
B/E move
6.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.90
IV
97.5%
B/E move
5.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.34
IV
95.8%
B/E move
4.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.79
IV
94.0%
B/E move
3.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.57
IV
97.8%
B/E move
2.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.67
IV
106.5%
B/E move
1.9%

Options history

IV · four-Friday blend84.40%
Daily EOD
CMCO76.3%82.8%89.3%2026-10-19: 78.39%2026-10-20: 77.21%2026-10-21: 85.66%2026-10-22: 83.61%2026-10-23: 83.29%2026-10-26: 88.39%2026-10-27: 82.95%2026-10-28: 79.14%2026-10-29: 79.44%2026-10-30: 84.40%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
78.39%
77.21%
85.66%
83.61%
83.29%
88.39%
82.95%
79.14%
79.44%
84.40%