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Mayville Engineering Co Inc MEC

INDUSTRIALS · METAL FABRICATION
i

Market dataready · fetched 2026-10-23T05:02:55.375Z

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 · 2026-10-22T23:00:00.002919137Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T05:02:54.867638+00:00

Share price$12.94
1D-9.3%
AH$12.64$13.08$13.51$13.95$14.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMEC
Sold putSold callAH

Mayville Engineering Co Inc options

Live interpolated MEC call and put midpoint premiums by absolute delta.Mayville Engineering Co Inc$0.27$1.28$2.30$3.31$4.33$9.44$11.66$13.88$16.09$18.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MEC spot · $12.94MEC PRICE$0.38$0.54$0.69$0.85$1.02$1.21$1.41$1.61$1.81$2.28$2.82$3.35$4.04$0.51$0.58$0.64$0.70$0.80$0.98$1.16$1.34$1.51$1.69$1.87$2.05$2.22
PutsFair1.00×
CallsExpensive1.81×
SkewBullish-50.26 pp
Implied moveBullish±$2.57
TiltBullish15.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.48107.0%38.0%10.32113.5%24.2%
25Δ16.83109.9%34.2%10.91101.6%20.1%
30Δ16.18112.7%30.4%11.5089.6%16.1%
35Δ15.52115.6%26.5%12.0977.7%12.0%
40Δ14.88117.8%22.9%12.5968.8%8.9%
45Δ14.31117.0%20.0%12.8967.3%8.0%
50Δ13.74116.2%17.1%13.1965.8%7.0%
55Δ13.17115.4%14.3%13.4964.2%6.1%
60Δ12.60114.6%11.4%13.7962.7%5.1%
65Δ11.94124.1%10.0%14.0961.2%4.1%
70Δ11.26135.9%8.8%14.3959.7%3.2%
75Δ10.58147.6%7.6%14.7058.2%2.2%
80Δ9.76166.5%6.6%15.0056.7%1.3%

20Δ

Calls
Pseudo strike
17.48
IV
107.0%
B/E move
38.0%
Puts
Pseudo strike
10.32
IV
113.5%
B/E move
24.2%

25Δ

Calls
Pseudo strike
16.83
IV
109.9%
B/E move
34.2%
Puts
Pseudo strike
10.91
IV
101.6%
B/E move
20.1%

30Δ

Calls
Pseudo strike
16.18
IV
112.7%
B/E move
30.4%
Puts
Pseudo strike
11.50
IV
89.6%
B/E move
16.1%

35Δ

Calls
Pseudo strike
15.52
IV
115.6%
B/E move
26.5%
Puts
Pseudo strike
12.09
IV
77.7%
B/E move
12.0%

40Δ

Calls
Pseudo strike
14.88
IV
117.8%
B/E move
22.9%
Puts
Pseudo strike
12.59
IV
68.8%
B/E move
8.9%

45Δ

Calls
Pseudo strike
14.31
IV
117.0%
B/E move
20.0%
Puts
Pseudo strike
12.89
IV
67.3%
B/E move
8.0%

50Δ

Calls
Pseudo strike
13.74
IV
116.2%
B/E move
17.1%
Puts
Pseudo strike
13.19
IV
65.8%
B/E move
7.0%

55Δ

Calls
Pseudo strike
13.17
IV
115.4%
B/E move
14.3%
Puts
Pseudo strike
13.49
IV
64.2%
B/E move
6.1%

60Δ

Calls
Pseudo strike
12.60
IV
114.6%
B/E move
11.4%
Puts
Pseudo strike
13.79
IV
62.7%
B/E move
5.1%

65Δ

Calls
Pseudo strike
11.94
IV
124.1%
B/E move
10.0%
Puts
Pseudo strike
14.09
IV
61.2%
B/E move
4.1%

70Δ

Calls
Pseudo strike
11.26
IV
135.9%
B/E move
8.8%
Puts
Pseudo strike
14.39
IV
59.7%
B/E move
3.2%

75Δ

Calls
Pseudo strike
10.58
IV
147.6%
B/E move
7.6%
Puts
Pseudo strike
14.70
IV
58.2%
B/E move
2.2%

80Δ

Calls
Pseudo strike
9.76
IV
166.5%
B/E move
6.6%
Puts
Pseudo strike
15.00
IV
56.7%
B/E move
1.3%

Options history

No recorded observations