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Procore Technologies, Inc. PCOR

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-12T00:46:51.470Z

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 · 2026-11-12T00:00:00.002370498Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:46:51.103335+00:00

Share price$77.52
1D+2.1%
AH$75.79$76.27$76.76$77.24$77.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPCOR
Sold putSold callAH

Procore Technologies, Inc. options

Live interpolated PCOR call and put midpoint premiums by absolute delta.Procore Technologies, Inc.$0.71$1.97$3.23$4.48$5.74$57.03$66.89$76.74$86.60$96.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PCOR spot · $77.52PCOR PRICE$1.11$1.21$1.17$1.51$1.84$2.18$2.52$2.87$3.22$3.57$4.13$4.72$0.85$1.10$1.35$1.62$1.89$2.17$2.49$2.89$3.28$3.67$4.24$4.81$5.38
PutsCheap0.65×
Calls——
Skew——
Implied moveBearish±$4.68
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.2789.1%15.3%71.9860.1%8.2%
25Δ84.2571.6%10.3%73.2457.9%6.9%
30Δ74.3556.0%5.8%
35Δ79.6841.1%4.3%75.3554.0%4.9%
40Δ79.0542.8%3.9%76.1952.0%4.2%
45Δ78.4144.5%3.5%77.0250.0%3.4%
50Δ77.7746.2%3.1%77.8148.5%2.8%
55Δ77.1146.3%2.7%78.5447.7%2.4%
60Δ76.4345.2%2.3%79.2746.9%2.0%
65Δ75.7544.1%1.9%80.0046.1%1.5%
70Δ75.0743.0%1.4%80.8045.3%1.2%
75Δ74.2842.4%1.2%81.6044.4%0.9%
80Δ73.4841.7%0.9%82.4043.6%0.6%

20Δ

Calls
Pseudo strike
88.27
IV
89.1%
B/E move
15.3%
Puts
Pseudo strike
71.98
IV
60.1%
B/E move
8.2%

25Δ

Calls
Pseudo strike
84.25
IV
71.6%
B/E move
10.3%
Puts
Pseudo strike
73.24
IV
57.9%
B/E move
6.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
74.35
IV
56.0%
B/E move
5.8%

35Δ

Calls
Pseudo strike
79.68
IV
41.1%
B/E move
4.3%
Puts
Pseudo strike
75.35
IV
54.0%
B/E move
4.9%

40Δ

Calls
Pseudo strike
79.05
IV
42.8%
B/E move
3.9%
Puts
Pseudo strike
76.19
IV
52.0%
B/E move
4.2%

45Δ

Calls
Pseudo strike
78.41
IV
44.5%
B/E move
3.5%
Puts
Pseudo strike
77.02
IV
50.0%
B/E move
3.4%

50Δ

Calls
Pseudo strike
77.77
IV
46.2%
B/E move
3.1%
Puts
Pseudo strike
77.81
IV
48.5%
B/E move
2.8%

55Δ

Calls
Pseudo strike
77.11
IV
46.3%
B/E move
2.7%
Puts
Pseudo strike
78.54
IV
47.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
76.43
IV
45.2%
B/E move
2.3%
Puts
Pseudo strike
79.27
IV
46.9%
B/E move
2.0%

65Δ

Calls
Pseudo strike
75.75
IV
44.1%
B/E move
1.9%
Puts
Pseudo strike
80.00
IV
46.1%
B/E move
1.5%

70Δ

Calls
Pseudo strike
75.07
IV
43.0%
B/E move
1.4%
Puts
Pseudo strike
80.80
IV
45.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
74.28
IV
42.4%
B/E move
1.2%
Puts
Pseudo strike
81.60
IV
44.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
73.48
IV
41.7%
B/E move
0.9%
Puts
Pseudo strike
82.40
IV
43.6%
B/E move
0.6%

Options history

IV · four-Friday blend58.26%
Daily EOD
PCOR56.4%58.3%60.3%2026-10-19: 57.26%2026-10-20: 57.24%2026-10-21: 56.63%2026-10-22: 58.10%2026-10-23: 57.31%2026-10-26: 59.67%2026-10-27: 57.18%2026-10-28: 60.00%2026-10-29: 56.78%2026-10-30: 58.26%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
57.26%
57.24%
56.63%
58.10%
57.31%
59.67%
57.18%
60.00%
56.78%
58.26%