IntraAlpha
Create free account Start free

Ceco Environmental Corp CECO

i

Market datapartial · fetched 2026-10-22T23:57:34.173Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:25:07.85132174Z

FundamentalsAlpha Vantage · unavailable

Share price$53.22
1D-7.5%
AH$46$48$51$54$575:30 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$0.62$9.02$17.41$25.81$34.20$29.81$42.70$55.58$68.47$81.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CECO spot · $53.22CECO PRICE$1.53$1.66$2.18$2.70$3.15$3.57$4.07$4.83$5.58$6.34$7.14$7.96$8.77$2.51$3.36$4.21$5.06$6.04$7.04$8.46$10.32$12.71$15.60$18.77$22.98$31.78
PutsExpensive1.41×
CallsCheap0.88×
SkewBearish+42.31 pp
Implied moveBearish±$12.53
TiltBearish42.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.13105.9%38.4%42.27122.9%25.3%
25Δ63.8380.0%23.0%44.81124.2%22.1%
30Δ62.1283.1%20.8%47.22121.1%19.2%
35Δ60.4086.2%18.6%49.62117.7%16.3%
40Δ58.4983.9%15.8%51.79114.9%14.0%
45Δ56.5279.9%12.9%53.91112.3%11.9%
50Δ54.6677.0%10.4%56.25112.7%10.2%
55Δ53.1877.6%9.0%58.80116.2%8.9%
60Δ51.7078.2%7.6%61.82120.9%7.7%
65Δ50.2278.8%6.3%65.30126.5%6.6%
70Δ48.8176.6%5.1%69.12129.1%5.4%
75Δ47.4073.7%4.0%73.95133.6%4.2%
80Δ46.0070.9%2.9%83.23149.5%3.3%

20Δ

Calls
Pseudo strike
72.13
IV
105.9%
B/E move
38.4%
Puts
Pseudo strike
42.27
IV
122.9%
B/E move
25.3%

25Δ

Calls
Pseudo strike
63.83
IV
80.0%
B/E move
23.0%
Puts
Pseudo strike
44.81
IV
124.2%
B/E move
22.1%

30Δ

Calls
Pseudo strike
62.12
IV
83.1%
B/E move
20.8%
Puts
Pseudo strike
47.22
IV
121.1%
B/E move
19.2%

35Δ

Calls
Pseudo strike
60.40
IV
86.2%
B/E move
18.6%
Puts
Pseudo strike
49.62
IV
117.7%
B/E move
16.3%

40Δ

Calls
Pseudo strike
58.49
IV
83.9%
B/E move
15.8%
Puts
Pseudo strike
51.79
IV
114.9%
B/E move
14.0%

45Δ

Calls
Pseudo strike
56.52
IV
79.9%
B/E move
12.9%
Puts
Pseudo strike
53.91
IV
112.3%
B/E move
11.9%

50Δ

Calls
Pseudo strike
54.66
IV
77.0%
B/E move
10.4%
Puts
Pseudo strike
56.25
IV
112.7%
B/E move
10.2%

55Δ

Calls
Pseudo strike
53.18
IV
77.6%
B/E move
9.0%
Puts
Pseudo strike
58.80
IV
116.2%
B/E move
8.9%

60Δ

Calls
Pseudo strike
51.70
IV
78.2%
B/E move
7.6%
Puts
Pseudo strike
61.82
IV
120.9%
B/E move
7.7%

65Δ

Calls
Pseudo strike
50.22
IV
78.8%
B/E move
6.3%
Puts
Pseudo strike
65.30
IV
126.5%
B/E move
6.6%

70Δ

Calls
Pseudo strike
48.81
IV
76.6%
B/E move
5.1%
Puts
Pseudo strike
69.12
IV
129.1%
B/E move
5.4%

75Δ

Calls
Pseudo strike
47.40
IV
73.7%
B/E move
4.0%
Puts
Pseudo strike
73.95
IV
133.6%
B/E move
4.2%

80Δ

Calls
Pseudo strike
46.00
IV
70.9%
B/E move
2.9%
Puts
Pseudo strike
83.23
IV
149.5%
B/E move
3.3%

Options history

CECO75.5876.7377.882026-10-20: 75.73%2026-10-21: 77.72%Oct 20Oct 21
Table
DateIV
75.73%
77.72%