What move does the options market price into Ceco Environmental's report?

Implied ±12.3%, either direction.

How often does Ceco Environmental move more than the options market prices?

4 of the last 7 reports moved at least as far as the implied move.

CECONasdaqIndustrial & Commercial Fans & Blowers & Air Purifing Equip

Ceco Environmental Corp (CECO) earnings date, market-implied expected move, and options open interest by expiry

43.34

+5.68 · +15.07%

post 42.39 −2.18%

After hours16:27 ETdelayed

Open40.73Volume2.0MMkt cap$2.2BP/E161.37

Day39.08 – 43.3478%52-wk37.15 – 101.248%

CECO

Ceco Environmental Corp

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±12.3%implied · straddle

34.8644.64

spot 39.75exp Nov 20ATM strike 40ATM straddle 5.75IV 116%

Nov 6 close

Expected move

Inputs

Next report

Nov 9

before open · in 3 days

est.Q3 FY26

Calendar

Next report

Last report

−0.76%

shaded = implied · ▲▼ = realized

Aug 10 '26 · confirmed

Implied vs realized

Largest filed tie

filed ties

13F top-10 QoQ

+75.77%

shares held · 10 largest managers

13F · Jun 30 '26129d lag

344 managers

Top fund weight

0.15%

CECO weight · IWM

N-PORTJun 30 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Ceco Environmental (CECO) is expected to report on Nov 9 before open (estimated date).

Implied vs realized

8 reports

4 of 7≥ implied

avg implied: ±13.2%
avg realized: ±13.6%

Jan 17 '25Jan 17 '25confirmed±5.9%▼−7.93%×1.35

Feb 25 '25Feb 25 '25confirmed±12.0%▲+8.21%×0.69

Apr 29 '25Apr 29 '25confirmed±23.3%▲+16.35%×0.70

Jul 29 '25Jul 29 '25confirmed±11.0%▲+16.25%×1.48

Q3 FY25Oct 28 '25confirmed±13.6%▼−9.10%×0.67

Feb 24 '26Feb 24 '26confirmed±13.3%▼−22.76%×1.71

Q1 FY25Apr 28 '26confirmed±13.1%▲+14.43%×1.10

Q2 FY26Aug 10 '26confirmed—▼−0.76%—

quarterimplied−25%0+25%realized×

Q2 FY26—▼−0.76%—

Q1 FY25±13.1%▲+14.43%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 5 expiries · Nov 5 close

0.53OI · 5 expiries · Nov 5 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

9,2510%Nov 2014d17,591−6%

72−1%Dec 1842d0.19378+1%0.19

64−34%Jan 1570d0.262440%0.26

242+27%Feb 19105d0.82295+60%0.82

68+5%Mar 19133d0.84810%0.84

ExpiryPutsCallsP/C

Nov 2014d9,2510%17,591−6%0.53

Dec 1842d72−1%378+1%0.19

Jan 1570d64−34%2440%0.26

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±12.3%

Funds 3

IWM±0.0%

UWM±0.0%

VTI±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

−12.10%as filednet margin · revenue +38.38% QoQ · +53.71% YoY

Revenue$285M+38.38%

Gross profit$86M30.34%+35.28%

Operating income−$33M−11.64%−1869.49%

Pre-tax income−$45M−1089.70%

Net income−$34M−12.10%−13806.85%

Cost of revenue$198M+39.78%

Operating expenses$120M+92.84%

Tax−$10M−188.34%

Other expense−$11M−102.77%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 6 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:15 ET

Intraday

Event sensitivity

PPI ×1.25· ±3.2% vs ±2.5% · 11 releases

eventrelease day|move|up · n×base

PPIproducer prices±3.2%4 of 11×1.25

FOMCrate decision±3.1%13 of 24×1.21

CPIconsumer prices±2.9%7 of 11×1.13

NFPjobs report±2.4%5 of 10×0.94

GDPgross domestic product±2.4%12 of 20×0.94

PCEpersonal income & outlays±2.3%8 of 20×0.90

CPROFcorporate profits±1.8%6 of 12×0.69

Bar = avg |move| to ±4% · tick = ±2.5% avg day · ×base = |move| ÷ ±2.5% · min 6 releases

Earnings history

EPS -0.80 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 10 '26 · confirmed	-0.80	—
Q1 FY26	—	-0.01	—
Q3 FY25	Oct 28 '25 · confirmed	0.04	—
Q1 FY25	Apr 28 '26 · confirmed	-0.01	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod