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Paycom Software, Inc. PAYC

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-22T16:58:35.213Z

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 · 2026-10-22T16:58:31.183183146Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T16:53:10.296634+00:00

Share price$268.60
1D+2.1%
$262$264$266$269$2715:30 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.$3.02$15.26$27.51$39.75$51.99$202.95$232.95$262.95$292.94$322.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PAYC spot · $268.60PAYC PRICE$4.35$5.74$7.30$8.99$10.98$13.09$15.46$18.12$21.11$24.46$28.01$32.28$37.17$5.49$7.23$9.05$11.08$13.34$15.95$18.76$21.72$25.26$29.10$34.26$40.64$48.46
PutsExpensive1.75×
CallsExpensive1.41×
SkewNeutral+0.25 pp
Implied moveBearish±$34.21
TiltBearish10.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ311.0055.3%17.4%237.0859.5%13.8%
25Δ302.6554.6%14.8%244.1858.5%11.8%
30Δ295.6854.5%12.8%250.7357.5%10.0%
35Δ289.3354.6%11.1%256.5156.5%8.6%
40Δ283.7355.1%9.7%262.1256.0%7.4%
45Δ278.2055.6%8.4%267.4656.0%6.4%
50Δ272.8356.0%7.3%272.8055.8%5.4%
55Δ267.4256.6%6.3%278.1555.3%4.5%
60Δ261.9857.4%5.4%283.7855.1%3.8%
65Δ256.3357.9%4.5%289.5555.1%3.0%
70Δ250.5558.2%3.7%296.3555.6%2.4%
75Δ244.3058.3%3.0%304.2556.8%1.9%
80Δ237.5558.5%2.3%313.4857.9%1.3%

20Δ

Calls
Pseudo strike
311.00
IV
55.3%
B/E move
17.4%
Puts
Pseudo strike
237.08
IV
59.5%
B/E move
13.8%

25Δ

Calls
Pseudo strike
302.65
IV
54.6%
B/E move
14.8%
Puts
Pseudo strike
244.18
IV
58.5%
B/E move
11.8%

30Δ

Calls
Pseudo strike
295.68
IV
54.5%
B/E move
12.8%
Puts
Pseudo strike
250.73
IV
57.5%
B/E move
10.0%

35Δ

Calls
Pseudo strike
289.33
IV
54.6%
B/E move
11.1%
Puts
Pseudo strike
256.51
IV
56.5%
B/E move
8.6%

40Δ

Calls
Pseudo strike
283.73
IV
55.1%
B/E move
9.7%
Puts
Pseudo strike
262.12
IV
56.0%
B/E move
7.4%

45Δ

Calls
Pseudo strike
278.20
IV
55.6%
B/E move
8.4%
Puts
Pseudo strike
267.46
IV
56.0%
B/E move
6.4%

50Δ

Calls
Pseudo strike
272.83
IV
56.0%
B/E move
7.3%
Puts
Pseudo strike
272.80
IV
55.8%
B/E move
5.4%

55Δ

Calls
Pseudo strike
267.42
IV
56.6%
B/E move
6.3%
Puts
Pseudo strike
278.15
IV
55.3%
B/E move
4.5%

60Δ

Calls
Pseudo strike
261.98
IV
57.4%
B/E move
5.4%
Puts
Pseudo strike
283.78
IV
55.1%
B/E move
3.8%

65Δ

Calls
Pseudo strike
256.33
IV
57.9%
B/E move
4.5%
Puts
Pseudo strike
289.55
IV
55.1%
B/E move
3.0%

70Δ

Calls
Pseudo strike
250.55
IV
58.2%
B/E move
3.7%
Puts
Pseudo strike
296.35
IV
55.6%
B/E move
2.4%

75Δ

Calls
Pseudo strike
244.30
IV
58.3%
B/E move
3.0%
Puts
Pseudo strike
304.25
IV
56.8%
B/E move
1.9%

80Δ

Calls
Pseudo strike
237.55
IV
58.5%
B/E move
2.3%
Puts
Pseudo strike
313.48
IV
57.9%
B/E move
1.3%

Options history

No recorded observations