IntraAlpha
Create free account Start free

Procore Technologies, Inc. PCOR

i

Market datapartial · fetched 2026-10-22T23:26:36.178Z

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 · 2026-10-22T23:00:00.003326341Z

FundamentalsAlpha Vantage · unavailable

Share price$62.29
1D+2.1%
AH$60.85$61.39$61.93$62.46$63.005:30 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.$0.74$4.14$7.54$10.94$14.33$44.57$52.54$60.51$68.48$76.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PCOR spot · $62.29PCOR PRICE$1.11$1.49$1.94$2.55$3.16$3.76$4.24$4.70$5.22$5.84$6.58$7.79$9.41$1.56$2.02$2.72$3.22$3.79$4.47$5.23$6.01$6.93$7.84$8.75$10.66$13.35
PutsExpensive1.55×
CallsExpensive1.21×
SkewBearish+3.13 pp
Implied moveBearish±$9.46
TiltBearish14.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ72.9858.4%18.9%53.6772.8%16.3%
25Δ71.2160.2%16.7%55.9767.9%13.4%
30Δ69.5662.2%14.8%57.3472.3%12.3%
35Δ68.1464.9%13.5%59.0169.7%10.4%
40Δ66.7367.6%12.2%60.6267.3%8.8%
45Δ65.3170.3%10.9%62.1166.6%7.5%
50Δ63.7067.9%9.1%63.5765.8%6.3%
55Δ62.1164.4%7.3%65.0265.0%5.3%
60Δ60.7461.8%5.9%66.4763.5%4.4%
65Δ59.3960.0%4.7%67.9162.0%3.6%
70Δ58.0658.9%3.8%69.3660.5%2.7%
75Δ56.4160.9%3.1%71.6762.5%2.0%
80Δ54.4464.8%2.5%74.6767.2%1.6%

20Δ

Calls
Pseudo strike
72.98
IV
58.4%
B/E move
18.9%
Puts
Pseudo strike
53.67
IV
72.8%
B/E move
16.3%

25Δ

Calls
Pseudo strike
71.21
IV
60.2%
B/E move
16.7%
Puts
Pseudo strike
55.97
IV
67.9%
B/E move
13.4%

30Δ

Calls
Pseudo strike
69.56
IV
62.2%
B/E move
14.8%
Puts
Pseudo strike
57.34
IV
72.3%
B/E move
12.3%

35Δ

Calls
Pseudo strike
68.14
IV
64.9%
B/E move
13.5%
Puts
Pseudo strike
59.01
IV
69.7%
B/E move
10.4%

40Δ

Calls
Pseudo strike
66.73
IV
67.6%
B/E move
12.2%
Puts
Pseudo strike
60.62
IV
67.3%
B/E move
8.8%

45Δ

Calls
Pseudo strike
65.31
IV
70.3%
B/E move
10.9%
Puts
Pseudo strike
62.11
IV
66.6%
B/E move
7.5%

50Δ

Calls
Pseudo strike
63.70
IV
67.9%
B/E move
9.1%
Puts
Pseudo strike
63.57
IV
65.8%
B/E move
6.3%

55Δ

Calls
Pseudo strike
62.11
IV
64.4%
B/E move
7.3%
Puts
Pseudo strike
65.02
IV
65.0%
B/E move
5.3%

60Δ

Calls
Pseudo strike
60.74
IV
61.8%
B/E move
5.9%
Puts
Pseudo strike
66.47
IV
63.5%
B/E move
4.4%

65Δ

Calls
Pseudo strike
59.39
IV
60.0%
B/E move
4.7%
Puts
Pseudo strike
67.91
IV
62.0%
B/E move
3.6%

70Δ

Calls
Pseudo strike
58.06
IV
58.9%
B/E move
3.8%
Puts
Pseudo strike
69.36
IV
60.5%
B/E move
2.7%

75Δ

Calls
Pseudo strike
56.41
IV
60.9%
B/E move
3.1%
Puts
Pseudo strike
71.67
IV
62.5%
B/E move
2.0%

80Δ

Calls
Pseudo strike
54.44
IV
64.8%
B/E move
2.5%
Puts
Pseudo strike
74.67
IV
67.2%
B/E move
1.6%

Options history

No recorded observations