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Mayville Engineering Company, Inc. MEC

i

Market dataready · fetched 2026-11-07T05:59:45.509Z

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 · 2026-11-07T00:00:00.003233246Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T05:59:45.119312+00:00

Share price$13.12
1D-0.9%
AH$12.66$12.91$13.16$13.41$13.665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMEC
Sold putSold callAH

Mayville Engineering Company, Inc. options

Live interpolated MEC call and put midpoint premiums by absolute delta.Mayville Engineering Company, Inc.$0.25$0.85$1.45$2.05$2.65$9.35$11.26$13.18$15.09$17.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MEC spot · $13.12MEC PRICE$0.38$0.38$0.42$0.49$0.56$0.63$0.71$0.78$0.85$0.92$1.18$1.83$2.48$0.31$0.40$0.49$0.57$0.70$0.82$0.94$1.07$1.19$1.32$1.44$1.57$1.69
PutsCheap0.66×
CallsCheap0.85×
SkewBullish-12.00 pp
Implied moveBearish±$1.65
TiltBearish3.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.55151.3%36.6%11.1894.2%17.1%
25Δ15.76113.6%23.0%11.6292.5%14.5%
30Δ14.8395.1%16.2%12.0590.7%11.8%
35Δ14.5390.9%14.4%12.4889.0%9.2%
40Δ14.2286.7%12.7%12.7285.9%8.3%
45Δ13.9282.4%10.9%12.9582.6%7.5%
50Δ13.6278.2%9.2%13.1879.4%6.7%
55Δ13.3174.0%7.4%13.4176.2%5.9%
60Δ13.0169.8%5.7%13.6573.0%5.1%
65Δ12.7165.6%3.9%13.8869.8%4.3%
70Δ12.2969.3%2.7%14.1166.6%3.5%
75Δ11.6290.6%2.5%14.3463.4%2.7%
80Δ10.95111.9%2.4%14.5760.2%1.9%

20Δ

Calls
Pseudo strike
17.55
IV
151.3%
B/E move
36.6%
Puts
Pseudo strike
11.18
IV
94.2%
B/E move
17.1%

25Δ

Calls
Pseudo strike
15.76
IV
113.6%
B/E move
23.0%
Puts
Pseudo strike
11.62
IV
92.5%
B/E move
14.5%

30Δ

Calls
Pseudo strike
14.83
IV
95.1%
B/E move
16.2%
Puts
Pseudo strike
12.05
IV
90.7%
B/E move
11.8%

35Δ

Calls
Pseudo strike
14.53
IV
90.9%
B/E move
14.4%
Puts
Pseudo strike
12.48
IV
89.0%
B/E move
9.2%

40Δ

Calls
Pseudo strike
14.22
IV
86.7%
B/E move
12.7%
Puts
Pseudo strike
12.72
IV
85.9%
B/E move
8.3%

45Δ

Calls
Pseudo strike
13.92
IV
82.4%
B/E move
10.9%
Puts
Pseudo strike
12.95
IV
82.6%
B/E move
7.5%

50Δ

Calls
Pseudo strike
13.62
IV
78.2%
B/E move
9.2%
Puts
Pseudo strike
13.18
IV
79.4%
B/E move
6.7%

55Δ

Calls
Pseudo strike
13.31
IV
74.0%
B/E move
7.4%
Puts
Pseudo strike
13.41
IV
76.2%
B/E move
5.9%

60Δ

Calls
Pseudo strike
13.01
IV
69.8%
B/E move
5.7%
Puts
Pseudo strike
13.65
IV
73.0%
B/E move
5.1%

65Δ

Calls
Pseudo strike
12.71
IV
65.6%
B/E move
3.9%
Puts
Pseudo strike
13.88
IV
69.8%
B/E move
4.3%

70Δ

Calls
Pseudo strike
12.29
IV
69.3%
B/E move
2.7%
Puts
Pseudo strike
14.11
IV
66.6%
B/E move
3.5%

75Δ

Calls
Pseudo strike
11.62
IV
90.6%
B/E move
2.5%
Puts
Pseudo strike
14.34
IV
63.4%
B/E move
2.7%

80Δ

Calls
Pseudo strike
10.95
IV
111.9%
B/E move
2.4%
Puts
Pseudo strike
14.57
IV
60.2%
B/E move
1.9%

Options history

IV · four-Friday blend75.61%
Daily EOD
MEC67.8%73.0%78.3%2026-10-19: 70.82%2026-10-20: 68.51%2026-10-21: 69.13%2026-10-22: 77.56%2026-10-23: 72.10%2026-10-26: 68.65%2026-10-28: 77.50%2026-10-29: 70.05%2026-10-30: 75.61%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
70.82%
68.51%
69.13%
77.56%
72.10%
68.65%
77.50%
70.05%
75.61%