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Ceco Environmental Corp CECO

i

Market dataready · fetched 2026-11-13T18:51:15.650Z

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 · 2026-11-13T18:51:13.861307803Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T18:51:15.092697+00:00

Share price$55.19
1D-2.8%
$54.10$54.87$55.65$56.43$57.205:30 AM6:30 AM9:00 AM1:00 PMCECO
Sold putSold call

Ceco Environmental Corp options

Live interpolated CECO call and put midpoint premiums by absolute delta.Ceco Environmental Corp$0.59$2.83$5.07$7.31$9.55$34.76$45.99$57.23$68.46$79.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CECO spot · $55.19CECO PRICE$0.92$1.25$1.57$1.88$2.16$2.45$2.73$3.08$3.67$4.26$4.85$5.44$6.03$0.83$1.23$1.62$2.02$2.42$2.82$3.42$4.08$4.74$5.41$6.07$7.47$8.90
PutsCheap0.56×
CallsCheap0.39×
SkewBullish-3.70 pp
Implied moveBearish±$6.15
TiltBearish11.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.88111.2%17.4%50.1389.6%10.7%
25Δ62.40112.9%15.3%51.0691.4%9.7%
30Δ60.92114.7%13.2%52.0093.3%8.7%
35Δ59.55113.7%11.3%52.9395.1%7.8%
40Δ58.34108.3%9.6%53.8796.9%6.8%
45Δ57.14102.8%8.0%54.8098.7%5.8%
50Δ55.9397.4%6.3%55.8299.2%5.1%
55Δ54.7893.1%4.9%56.8599.3%4.4%
60Δ53.8392.8%4.2%57.8899.4%3.7%
65Δ52.8892.5%3.5%58.9299.5%3.0%
70Δ51.9392.2%2.9%59.9599.6%2.4%
75Δ50.9891.9%2.2%61.61101.6%1.9%
80Δ50.0391.6%1.6%63.30103.7%1.4%

20Δ

Calls
Pseudo strike
63.88
IV
111.2%
B/E move
17.4%
Puts
Pseudo strike
50.13
IV
89.6%
B/E move
10.7%

25Δ

Calls
Pseudo strike
62.40
IV
112.9%
B/E move
15.3%
Puts
Pseudo strike
51.06
IV
91.4%
B/E move
9.7%

30Δ

Calls
Pseudo strike
60.92
IV
114.7%
B/E move
13.2%
Puts
Pseudo strike
52.00
IV
93.3%
B/E move
8.7%

35Δ

Calls
Pseudo strike
59.55
IV
113.7%
B/E move
11.3%
Puts
Pseudo strike
52.93
IV
95.1%
B/E move
7.8%

40Δ

Calls
Pseudo strike
58.34
IV
108.3%
B/E move
9.6%
Puts
Pseudo strike
53.87
IV
96.9%
B/E move
6.8%

45Δ

Calls
Pseudo strike
57.14
IV
102.8%
B/E move
8.0%
Puts
Pseudo strike
54.80
IV
98.7%
B/E move
5.8%

50Δ

Calls
Pseudo strike
55.93
IV
97.4%
B/E move
6.3%
Puts
Pseudo strike
55.82
IV
99.2%
B/E move
5.1%

55Δ

Calls
Pseudo strike
54.78
IV
93.1%
B/E move
4.9%
Puts
Pseudo strike
56.85
IV
99.3%
B/E move
4.4%

60Δ

Calls
Pseudo strike
53.83
IV
92.8%
B/E move
4.2%
Puts
Pseudo strike
57.88
IV
99.4%
B/E move
3.7%

65Δ

Calls
Pseudo strike
52.88
IV
92.5%
B/E move
3.5%
Puts
Pseudo strike
58.92
IV
99.5%
B/E move
3.0%

70Δ

Calls
Pseudo strike
51.93
IV
92.2%
B/E move
2.9%
Puts
Pseudo strike
59.95
IV
99.6%
B/E move
2.4%

75Δ

Calls
Pseudo strike
50.98
IV
91.9%
B/E move
2.2%
Puts
Pseudo strike
61.61
IV
101.6%
B/E move
1.9%

80Δ

Calls
Pseudo strike
50.03
IV
91.6%
B/E move
1.6%
Puts
Pseudo strike
63.30
IV
103.7%
B/E move
1.4%

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%