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PAYCOM SOFTWARE, INC. PAYC

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-11T15:53:16.402Z

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 · 2026-11-11T15:52:01.169381348Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:53:15.753681+00:00

Share price$242.17
1D+1.7%
$237$239$240$242$2435:30 AM6:30 AM9:00 AM1:00 PMPAYC
Sold putSold call

PAYCOM SOFTWARE, INC. options

Live interpolated PAYC call and put midpoint premiums by absolute delta.PAYCOM SOFTWARE, INC.$1.25$5.85$10.45$15.05$19.65$170.34$205.02$239.70$274.39$309.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAYC spot · $242.16PAYC PRICE$1.75$2.32$2.89$3.60$4.47$5.35$6.22$7.09$8.34$9.93$11.52$13.12$14.95$2.06$2.73$3.51$4.30$5.09$6.03$7.22$8.40$9.58$10.76$13.00$15.67$18.33
PutsCheap0.29×
CallsCheap0.30×
SkewBearish+3.24 pp
Implied moveBearish±$13.43
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ256.8840.6%6.8%227.9647.4%6.7%
25Δ254.1340.6%5.9%231.4445.2%5.6%
30Δ251.3940.6%5.0%233.8244.9%4.9%
35Δ249.0140.7%4.3%236.2144.7%4.2%
40Δ247.0040.8%3.8%238.5944.4%3.6%
45Δ244.9840.9%3.4%240.8744.1%3.0%
50Δ242.9741.1%2.9%243.0043.9%2.6%
55Δ240.9541.2%2.4%245.1343.6%2.2%
60Δ238.7941.5%2.0%247.2643.3%1.9%
65Δ236.4842.0%1.8%249.3943.1%1.5%
70Δ234.1742.4%1.5%252.3244.0%1.2%
75Δ231.8642.9%1.2%255.5745.3%0.9%
80Δ229.3543.1%0.9%258.8146.7%0.7%

20Δ

Calls
Pseudo strike
256.88
IV
40.6%
B/E move
6.8%
Puts
Pseudo strike
227.96
IV
47.4%
B/E move
6.7%

25Δ

Calls
Pseudo strike
254.13
IV
40.6%
B/E move
5.9%
Puts
Pseudo strike
231.44
IV
45.2%
B/E move
5.6%

30Δ

Calls
Pseudo strike
251.39
IV
40.6%
B/E move
5.0%
Puts
Pseudo strike
233.82
IV
44.9%
B/E move
4.9%

35Δ

Calls
Pseudo strike
249.01
IV
40.7%
B/E move
4.3%
Puts
Pseudo strike
236.21
IV
44.7%
B/E move
4.2%

40Δ

Calls
Pseudo strike
247.00
IV
40.8%
B/E move
3.8%
Puts
Pseudo strike
238.59
IV
44.4%
B/E move
3.6%

45Δ

Calls
Pseudo strike
244.98
IV
40.9%
B/E move
3.4%
Puts
Pseudo strike
240.87
IV
44.1%
B/E move
3.0%

50Δ

Calls
Pseudo strike
242.97
IV
41.1%
B/E move
2.9%
Puts
Pseudo strike
243.00
IV
43.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
240.95
IV
41.2%
B/E move
2.4%
Puts
Pseudo strike
245.13
IV
43.6%
B/E move
2.2%

60Δ

Calls
Pseudo strike
238.79
IV
41.5%
B/E move
2.0%
Puts
Pseudo strike
247.26
IV
43.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
236.48
IV
42.0%
B/E move
1.8%
Puts
Pseudo strike
249.39
IV
43.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
234.17
IV
42.4%
B/E move
1.5%
Puts
Pseudo strike
252.32
IV
44.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
231.86
IV
42.9%
B/E move
1.2%
Puts
Pseudo strike
255.57
IV
45.3%
B/E move
0.9%

80Δ

Calls
Pseudo strike
229.35
IV
43.1%
B/E move
0.9%
Puts
Pseudo strike
258.81
IV
46.7%
B/E move
0.7%

Options history

IV · four-Friday blend52.19%
Daily EOD
PAYC47.3%49.9%52.6%2026-10-19: 47.68%2026-10-20: 47.77%2026-10-21: 48.58%2026-10-22: 49.95%2026-10-23: 49.87%2026-10-26: 50.85%2026-10-27: 50.31%2026-10-28: 50.53%2026-10-29: 51.17%2026-10-30: 52.19%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.68%
47.77%
48.58%
49.95%
49.87%
50.85%
50.31%
50.53%
51.17%
52.19%