CECO · Expected Move

CECO ENVIRONMENTAL CORP

The expected move for CECO is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

CECO straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current CECO Expected Move
30-Day Straddle
$9.40
7-Day Straddle
$9.40
30-Day ATM IV
96.9%
IV Rank
90%
Implied one-standard-deviation move through the next 30 days. Compare to CECO's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
CECO Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261026 $9.40 $9.40 96.9% 90%
20261023 $8.60 $8.60 102.1% 100%
20261022 $8.22 $8.22 97.5% 100%
20261021 $10.78 $10.78 89.2% 86%
20261020 $11.68 $11.68 83.4% 73%
20261019 $9.12 $9.12 82.0% 70%
20261016 $9.65 $2.20 81.1% 69%
20261015 $11.40 $3.55 80.7% 68%
20261014 $10.57 $4.25 78.0% 62%
20261013 $12.22 $4.53 86.1% 79%
20261012 $13.15 $4.60 79.3% 65%
20261009 $12.82 $5.40 76.6% 59%
20261008 $13.30 $5.08 75.9% 58%
20261007 $14.45 $4.72 78.9% 64%
20261006 $16.77 $5.45 73.1% 52%
20261005 $15.75 $5.62 74.1% 54%
20261002 $6.50 $6.50 71.2% 48%
20261001 $6.52 $6.52 72.2% 50%
20260930 $6.62 $6.62 74.1% 54%
20260929 $7.35 $7.35 72.0% 49%
20260928 $7.55 $7.55 71.5% 49%
20260925 $8.80 $8.80 67.0% 39%
20260924 $7.85 $7.85 62.4% 29%
20260923 $8.62 $8.62 63.9% 37%
20260922 $9.22 $9.22 63.7% 37%
20260921 $8.07 $8.07 59.7% 29%
20260918 $7.45 $3.38 48.4% 7%
20260917 $8.43 $3.05 54.5% 19%
20260916 $8.10 $3.42 50.5% 11%
20260915 $9.70 $4.12 61.6% 33%
20260914 $9.45 $4.15 56.4% 23%
20260911 $12.40 $5.12 60.9% 32%
20260910 $11.00 $5.22 58.6% 27%
20260909 $12.20 $5.25 59.4% 29%
20260908 $13.05 $7.32 63.8% 37%
20260904 $11.55 $6.78 56.8% 24%
20260903 $12.30 $6.22 57.4% 25%
20260902 $7.20 $7.20 56.9% 24%
20260901 $7.62 $7.62 59.3% 29%
20260831 $8.45 $8.45 60.3% 30%
20260828 $8.70 $8.70 62.1% 34%
20260827 $8.57 $8.57 61.5% 33%
20260826 $8.90 $8.90 64.0% 38%
20260825 $8.57 $8.57 61.2% 32%
20260824 $9.65 $9.65 65.5% 41%
20260821 $8.80 $12.10 56.4% 23%
20260820 $10.18 $17.05 59.0% 28%
20260819 $9.65 $14.88 56.6% 23%
20260818 $10.30 $12.32 58.4% 27%
20260817 $12.20 $18.18 61.2% 32%
20260814 $11.40 $16.40 59.3% 28%
20260813 $11.90 $13.60 63.2% 36%
20260812 $11.50 $14.38 61.2% 32%
20260811 $11.55 $16.10 61.5% 33%
20260810 $11.85 $13.75 65.6% 41%
20260807 — — 88.9% 86%
20260806 $15.35 $16.70 88.9% 86%
20260805 $15.05 $15.05 96.0% 100%
20260804 $14.43 $14.43 89.6% 100%
20260803 $15.50 $15.50 85.1% 100%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.