IntraAlpha
Create free account Start free

Mayville Engineering Company, Inc. MEC

INDUSTRIALS · METAL FABRICATION
i

Market dataready · fetched 2026-11-12T15:26:05.822Z

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 · 2026-11-12T15:25:34.975254055Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T15:26:05.335343+00:00

Share price$13.87
1D-0.8%
$13.83$13.87$13.91$13.95$13.995:30 AM6:30 AM9:00 AM1:00 PMMEC
Sold putSold call

Mayville Engineering Company, Inc. options

Live interpolated MEC call and put midpoint premiums by absolute delta.Mayville Engineering Company, Inc.$0.29$0.48$0.68$0.88$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEMEC PRICE$0.38$0.38$0.38$0.31$0.38$0.44$0.50$0.56$0.62$0.67$0.73$0.79$0.85$0.91$0.97$1.02
PutsCheap0.66×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.35185.3%35.0%11.93121.7%16.2%
25Δ16.61141.2%22.5%12.53113.8%12.5%
30Δ15.41106.3%13.8%12.71108.1%11.5%
35Δ12.90102.4%10.6%
40Δ13.0996.7%9.6%
45Δ13.2890.9%8.7%
50Δ13.4785.2%7.8%
55Δ13.6579.5%6.8%
60Δ13.8473.8%5.9%
65Δ14.0368.1%5.0%
70Δ14.2262.3%4.0%
75Δ14.4156.6%3.1%
80Δ14.5950.9%2.2%

20Δ

Calls
Pseudo strike
18.35
IV
185.3%
B/E move
35.0%
Puts
Pseudo strike
11.93
IV
121.7%
B/E move
16.2%

25Δ

Calls
Pseudo strike
16.61
IV
141.2%
B/E move
22.5%
Puts
Pseudo strike
12.53
IV
113.8%
B/E move
12.5%

30Δ

Calls
Pseudo strike
15.41
IV
106.3%
B/E move
13.8%
Puts
Pseudo strike
12.71
IV
108.1%
B/E move
11.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.90
IV
102.4%
B/E move
10.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.09
IV
96.7%
B/E move
9.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.28
IV
90.9%
B/E move
8.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.47
IV
85.2%
B/E move
7.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.65
IV
79.5%
B/E move
6.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.84
IV
73.8%
B/E move
5.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.03
IV
68.1%
B/E move
5.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.22
IV
62.3%
B/E move
4.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.41
IV
56.6%
B/E move
3.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.59
IV
50.9%
B/E move
2.2%

Options history

IV · four-Friday blend75.61%
Daily EOD
MEC67.8%73.0%78.3%2026-10-19: 70.82%2026-10-20: 68.51%2026-10-21: 69.13%2026-10-22: 77.56%2026-10-23: 72.10%2026-10-26: 68.65%2026-10-28: 77.50%2026-10-29: 70.05%2026-10-30: 75.61%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
70.82%
68.51%
69.13%
77.56%
72.10%
68.65%
77.50%
70.05%
75.61%