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Ecovyst Inc. ECVT

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-11-11T13:46:50.047Z

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 · 2026-11-11T00:00:00.002446243Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:39:09.724390+00:00

Share price$10.65
1D+1.3%
AH$10.43$10.50$10.56$10.62$10.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMECVT
Sold putSold callAH

Ecovyst Inc. options

Live interpolated ECVT call and put midpoint premiums by absolute delta.Ecovyst Inc.$0.16$0.61$1.05$1.49$1.94$9.34$10.09$10.84$11.59$12.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ECVT spot · $10.65ECVT PRICE$0.21$0.27$0.32$0.37$0.42$0.48$0.53$0.58$0.63$0.68$0.74$0.53$0.67$0.81$0.96$1.10$1.24$1.38$1.52$1.67$1.81
Puts——
Calls——
Skew——
Implied moveBearish±$1.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ12.0174.9%14.7%
30Δ11.8273.0%13.5%
35Δ11.6371.1%12.2%10.09115.0%10.2%
40Δ11.4569.1%10.9%10.34112.6%9.3%
45Δ11.2667.2%9.7%10.58110.3%8.3%
50Δ11.0765.3%8.4%10.82108.0%7.4%
55Δ10.8863.4%7.1%11.06105.6%6.5%
60Δ10.7061.5%5.9%11.30103.3%5.6%
65Δ10.5159.5%4.6%11.54100.9%4.6%
70Δ10.3257.6%3.3%11.7898.6%3.7%
75Δ10.1355.7%2.1%12.0296.2%2.8%
80Δ12.2693.9%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
12.01
IV
74.9%
B/E move
14.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
11.82
IV
73.0%
B/E move
13.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
11.63
IV
71.1%
B/E move
12.2%
Puts
Pseudo strike
10.09
IV
115.0%
B/E move
10.2%

40Δ

Calls
Pseudo strike
11.45
IV
69.1%
B/E move
10.9%
Puts
Pseudo strike
10.34
IV
112.6%
B/E move
9.3%

45Δ

Calls
Pseudo strike
11.26
IV
67.2%
B/E move
9.7%
Puts
Pseudo strike
10.58
IV
110.3%
B/E move
8.3%

50Δ

Calls
Pseudo strike
11.07
IV
65.3%
B/E move
8.4%
Puts
Pseudo strike
10.82
IV
108.0%
B/E move
7.4%

55Δ

Calls
Pseudo strike
10.88
IV
63.4%
B/E move
7.1%
Puts
Pseudo strike
11.06
IV
105.6%
B/E move
6.5%

60Δ

Calls
Pseudo strike
10.70
IV
61.5%
B/E move
5.9%
Puts
Pseudo strike
11.30
IV
103.3%
B/E move
5.6%

65Δ

Calls
Pseudo strike
10.51
IV
59.5%
B/E move
4.6%
Puts
Pseudo strike
11.54
IV
100.9%
B/E move
4.6%

70Δ

Calls
Pseudo strike
10.32
IV
57.6%
B/E move
3.3%
Puts
Pseudo strike
11.78
IV
98.6%
B/E move
3.7%

75Δ

Calls
Pseudo strike
10.13
IV
55.7%
B/E move
2.1%
Puts
Pseudo strike
12.02
IV
96.2%
B/E move
2.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.26
IV
93.9%
B/E move
1.9%

Options history

IV · four-Friday blend69.65%
Daily EOD
ECVT49.5%60.3%71.1%2026-10-19: 64.98%2026-10-20: 66.34%2026-10-21: 60.98%2026-10-22: 51.01%2026-10-23: 62.73%2026-10-26: 52.87%2026-10-27: 63.23%2026-10-28: 64.41%2026-10-29: 62.45%2026-10-30: 69.65%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
64.98%
66.34%
60.98%
51.01%
62.73%
52.87%
63.23%
64.41%
62.45%
69.65%