CEA Industries Inc. Common Stock (BNC) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
CEA Industries Inc. Common Stock (BNC) operates in the Industrials sector, specifically the Engineering & Construction industry, with a market capitalization near $2.5M, listed on NASDAQ, employing roughly 29 people, carrying a beta of 0.61 to the broader market. CEA Industries Inc. Led by David J. Namdar, public since 2014-03-17.
Snapshot as of May 15, 2026.
- Spot Price
- $2.76
- ATM IV
- 414.9%
- IV Skew 25Δ
- 0.427
- IV Rank
- 84.1%
- IV Percentile
- 94.0%
- Term Structure Slope
- -2.820
As of May 15, 2026, CEA Industries Inc. Common Stock (BNC) at-the-money implied volatility is 414.9%. IV rank is 84.1% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 94.0%. The 25-delta skew is +0.427: calls carry premium over puts, indicating upside speculation or squeeze risk. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
BNC Strategy Selection at Current Volatility Levels
For CEA Industries Inc. Common Stock options at 414.9% ATM IV, high IV rank (84.1%) favors premium-selling structures: credit spreads, iron condors, covered calls, cash-secured puts. The risk: a continued vol expansion through high-rank levels is rare but expensive when it happens. The 25-delta skew tilts to calls, so call-credit spreads or covered-call writes harvest more premium than put-credit spreads of the same width. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
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Frequently asked BNC volatility skew questions
- What is the current BNC ATM implied volatility?
- As of May 15, 2026, CEA Industries Inc. Common Stock (BNC) at-the-money implied volatility is 414.9%. IV rank is 84.1% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is BNC IV high or low historically?
- IV is elevated relative to its 1-year history, conditions that typically favor premium-selling strategies (credit spreads, iron condors, covered calls).
- What does BNC volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. CEA Industries Inc. Common Stock shows upside-skewed pricing: 25-delta calls trade richer than 25-delta puts, often reflecting upside speculation or squeeze risk. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.