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Columbus McKinnon Corporation Common Stock CMCO

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Market datapartial · fetched 2026-10-23T06:04:18.781Z

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 · 2026-10-22T21:26:34.464375066Z

FundamentalsAlpha Vantage · unavailable

Share price$14.00
1D-1.4%
AH$13.53$13.74$13.96$14.17$14.385:30 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$0.68$2.77$4.85$6.94$9.02$7.65$10.81$13.97$17.13$20.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CMCO spot · $14.00CMCO PRICE$1.07$1.07$1.15$1.25$1.36$1.46$1.57$1.67$1.78$1.89$2.00$1.07$0.95$0.91$1.22$1.53$1.84$2.16$2.81$3.77$4.78$5.99$7.21$8.42
PutsExpensive2.00×
CallsExpensive2.40×
SkewBearish+1.45 pp
Implied moveBearish±$3.62
TiltBearish44.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.28190.6%34.2%
25Δ29.08251.5%115.4%11.51142.1%24.6%
30Δ21.17185.1%58.9%12.60103.1%16.5%
35Δ18.90160.0%43.2%13.14105.0%14.9%
40Δ17.44143.4%33.5%13.68107.0%13.3%
45Δ15.99126.8%23.9%14.21109.0%11.6%
50Δ14.85113.0%16.5%14.75111.0%10.0%
55Δ14.38105.0%13.9%15.57118.9%8.9%
60Δ13.9296.9%11.4%16.63131.9%8.1%
65Δ13.4588.9%8.8%17.76142.9%7.3%
70Δ12.9880.9%6.2%19.16144.9%6.0%
75Δ12.5172.8%3.6%20.55146.9%4.7%
80Δ21.95148.9%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.28
IV
190.6%
B/E move
34.2%

25Δ

Calls
Pseudo strike
29.08
IV
251.5%
B/E move
115.4%
Puts
Pseudo strike
11.51
IV
142.1%
B/E move
24.6%

30Δ

Calls
Pseudo strike
21.17
IV
185.1%
B/E move
58.9%
Puts
Pseudo strike
12.60
IV
103.1%
B/E move
16.5%

35Δ

Calls
Pseudo strike
18.90
IV
160.0%
B/E move
43.2%
Puts
Pseudo strike
13.14
IV
105.0%
B/E move
14.9%

40Δ

Calls
Pseudo strike
17.44
IV
143.4%
B/E move
33.5%
Puts
Pseudo strike
13.68
IV
107.0%
B/E move
13.3%

45Δ

Calls
Pseudo strike
15.99
IV
126.8%
B/E move
23.9%
Puts
Pseudo strike
14.21
IV
109.0%
B/E move
11.6%

50Δ

Calls
Pseudo strike
14.85
IV
113.0%
B/E move
16.5%
Puts
Pseudo strike
14.75
IV
111.0%
B/E move
10.0%

55Δ

Calls
Pseudo strike
14.38
IV
105.0%
B/E move
13.9%
Puts
Pseudo strike
15.57
IV
118.9%
B/E move
8.9%

60Δ

Calls
Pseudo strike
13.92
IV
96.9%
B/E move
11.4%
Puts
Pseudo strike
16.63
IV
131.9%
B/E move
8.1%

65Δ

Calls
Pseudo strike
13.45
IV
88.9%
B/E move
8.8%
Puts
Pseudo strike
17.76
IV
142.9%
B/E move
7.3%

70Δ

Calls
Pseudo strike
12.98
IV
80.9%
B/E move
6.2%
Puts
Pseudo strike
19.16
IV
144.9%
B/E move
6.0%

75Δ

Calls
Pseudo strike
12.51
IV
72.8%
B/E move
3.6%
Puts
Pseudo strike
20.55
IV
146.9%
B/E move
4.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.95
IV
148.9%
B/E move
3.4%

Options history

CMCO76.5381.4486.342026-10-20: 77.21%2026-10-21: 85.66%Oct 20Oct 21
Table
DateIV
77.21%
85.66%