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Ceco Environmental Corp CECO

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Market datapartial · fetched 2026-10-22T20:25:03.192Z

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 · 2026-10-22T20:11:48.845910157Z

FundamentalsAlpha Vantage · unavailable

Share price$51.51
1D-8.0%
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$0.91$5.61$10.30$15.00$19.70$31.55$43.96$56.36$68.77$81.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CECO spot · $51.51CECO PRICE$1.42$1.79$2.34$2.89$3.38$3.87$4.70$5.56$6.42$7.49$8.57$9.71$11.02$2.22$2.99$3.75$4.49$5.24$6.08$6.92$7.94$9.52$11.10$13.46$15.89$18.34
PutsExpensive1.20×
CallsFair1.05×
SkewBearish+8.41 pp
Implied moveBearish±$11.62
TiltBearish21.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.66100.6%36.1%41.41114.3%23.9%
25Δ63.4090.1%26.5%43.71114.7%21.0%
30Δ61.5894.3%24.1%45.92113.2%18.1%
35Δ59.7097.5%21.5%48.01109.3%15.5%
40Δ57.4394.1%18.0%50.08105.5%12.9%
45Δ55.1590.8%14.6%51.87102.1%11.1%
50Δ53.4393.0%12.9%53.6698.8%9.3%
55Δ51.7495.5%11.2%55.5496.6%7.6%
60Δ50.0598.1%9.6%57.7097.9%6.5%
65Δ48.2098.8%8.1%59.8699.2%5.3%
70Δ46.3599.4%6.6%62.72101.6%4.4%
75Δ44.4699.2%5.2%65.65103.1%3.4%
80Δ42.5097.0%3.9%68.61101.4%2.4%

20Δ

Calls
Pseudo strike
68.66
IV
100.6%
B/E move
36.1%
Puts
Pseudo strike
41.41
IV
114.3%
B/E move
23.9%

25Δ

Calls
Pseudo strike
63.40
IV
90.1%
B/E move
26.5%
Puts
Pseudo strike
43.71
IV
114.7%
B/E move
21.0%

30Δ

Calls
Pseudo strike
61.58
IV
94.3%
B/E move
24.1%
Puts
Pseudo strike
45.92
IV
113.2%
B/E move
18.1%

35Δ

Calls
Pseudo strike
59.70
IV
97.5%
B/E move
21.5%
Puts
Pseudo strike
48.01
IV
109.3%
B/E move
15.5%

40Δ

Calls
Pseudo strike
57.43
IV
94.1%
B/E move
18.0%
Puts
Pseudo strike
50.08
IV
105.5%
B/E move
12.9%

45Δ

Calls
Pseudo strike
55.15
IV
90.8%
B/E move
14.6%
Puts
Pseudo strike
51.87
IV
102.1%
B/E move
11.1%

50Δ

Calls
Pseudo strike
53.43
IV
93.0%
B/E move
12.9%
Puts
Pseudo strike
53.66
IV
98.8%
B/E move
9.3%

55Δ

Calls
Pseudo strike
51.74
IV
95.5%
B/E move
11.2%
Puts
Pseudo strike
55.54
IV
96.6%
B/E move
7.6%

60Δ

Calls
Pseudo strike
50.05
IV
98.1%
B/E move
9.6%
Puts
Pseudo strike
57.70
IV
97.9%
B/E move
6.5%

65Δ

Calls
Pseudo strike
48.20
IV
98.8%
B/E move
8.1%
Puts
Pseudo strike
59.86
IV
99.2%
B/E move
5.3%

70Δ

Calls
Pseudo strike
46.35
IV
99.4%
B/E move
6.6%
Puts
Pseudo strike
62.72
IV
101.6%
B/E move
4.4%

75Δ

Calls
Pseudo strike
44.46
IV
99.2%
B/E move
5.2%
Puts
Pseudo strike
65.65
IV
103.1%
B/E move
3.4%

80Δ

Calls
Pseudo strike
42.50
IV
97.0%
B/E move
3.9%
Puts
Pseudo strike
68.61
IV
101.4%
B/E move
2.4%

Options history

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