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Columbus McKinnon Corporation Common Stock CMCO

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Market dataready · fetched 2026-11-07T07:27:31.470Z

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 2026-11-07T07:27:30.923388+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$2.53$3.60$4.68$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$2.17$2.45$2.72$3.36$4.37
PutsExpensive1.61×
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
20Δ14.16163.6%24.1%
25Δ14.93169.3%21.1%
30Δ19.7487.0%14.8%15.60153.9%17.8%
35Δ19.3178.1%12.5%16.26136.4%14.4%
40Δ18.8769.1%10.2%16.93119.0%11.1%
45Δ18.4460.1%7.9%17.56103.6%8.1%
50Δ18.0151.1%5.6%18.00102.3%7.1%
55Δ17.5842.1%3.3%18.45101.1%6.1%
60Δ18.8999.8%5.1%
65Δ19.3498.5%4.1%
70Δ19.7897.2%3.2%
75Δ20.56101.2%2.4%
80Δ21.65110.2%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.16
IV
163.6%
B/E move
24.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.93
IV
169.3%
B/E move
21.1%

30Δ

Calls
Pseudo strike
19.74
IV
87.0%
B/E move
14.8%
Puts
Pseudo strike
15.60
IV
153.9%
B/E move
17.8%

35Δ

Calls
Pseudo strike
19.31
IV
78.1%
B/E move
12.5%
Puts
Pseudo strike
16.26
IV
136.4%
B/E move
14.4%

40Δ

Calls
Pseudo strike
18.87
IV
69.1%
B/E move
10.2%
Puts
Pseudo strike
16.93
IV
119.0%
B/E move
11.1%

45Δ

Calls
Pseudo strike
18.44
IV
60.1%
B/E move
7.9%
Puts
Pseudo strike
17.56
IV
103.6%
B/E move
8.1%

50Δ

Calls
Pseudo strike
18.01
IV
51.1%
B/E move
5.6%
Puts
Pseudo strike
18.00
IV
102.3%
B/E move
7.1%

55Δ

Calls
Pseudo strike
17.58
IV
42.1%
B/E move
3.3%
Puts
Pseudo strike
18.45
IV
101.1%
B/E move
6.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.89
IV
99.8%
B/E move
5.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.34
IV
98.5%
B/E move
4.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.78
IV
97.2%
B/E move
3.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.56
IV
101.2%
B/E move
2.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.65
IV
110.2%
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%