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Purecycle Technologies Holdings Corp PCT

INDUSTRIALS · POLLUTION & TREATMENT CONTROLS
i

Market dataready · fetched 2026-10-21T16:58:23.419Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:58:05.261581715Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:23.050440+00:00

Share price$2.88
1D-4.7%
$2.83$2.88$2.93$2.98$3.035:30 AM6:30 AM9:00 AM1:00 PMPCT
Sold putSold call

Purecycle Technologies Holdings Corp options

Live interpolated PCT call and put midpoint premiums by absolute delta.Purecycle Technologies Holdings Corp$0.00$0.98$1.95$2.93$3.90$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEPCT PRICE$0.15$0.12$0.10$0.08$0.09$0.10$0.12$0.13$0.15$0.16$0.18$0.19$0.60$1.61$2.61$3.62
PutsExpensive1.57×
CallsExpensive2.50×
SkewBullish-157.34 pp
Implied move——
TiltBearish90.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.62771.7%100.7%
25Δ3.91452.4%40.2%2.55249.3%14.4%
30Δ3.53324.4%26.3%2.61236.0%12.9%
35Δ3.15196.4%12.3%2.67222.7%11.3%
40Δ2.73209.3%9.8%
45Δ2.79196.0%8.2%
50Δ2.85182.7%6.6%
55Δ2.90169.4%5.1%
60Δ2.96156.0%3.5%
65Δ3.32207.9%5.5%
70Δ4.12356.8%12.6%
75Δ4.92505.7%19.8%
80Δ5.72654.7%26.9%

20Δ

Calls
Pseudo strike
5.62
IV
771.7%
B/E move
100.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
3.91
IV
452.4%
B/E move
40.2%
Puts
Pseudo strike
2.55
IV
249.3%
B/E move
14.4%

30Δ

Calls
Pseudo strike
3.53
IV
324.4%
B/E move
26.3%
Puts
Pseudo strike
2.61
IV
236.0%
B/E move
12.9%

35Δ

Calls
Pseudo strike
3.15
IV
196.4%
B/E move
12.3%
Puts
Pseudo strike
2.67
IV
222.7%
B/E move
11.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.73
IV
209.3%
B/E move
9.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.79
IV
196.0%
B/E move
8.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.85
IV
182.7%
B/E move
6.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.90
IV
169.4%
B/E move
5.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.96
IV
156.0%
B/E move
3.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.32
IV
207.9%
B/E move
5.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.12
IV
356.8%
B/E move
12.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.92
IV
505.7%
B/E move
19.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.72
IV
654.7%
B/E move
26.9%

Options history

PCT119.88125.37130.862026-10-19: 120.64%2026-10-20: 130.10%Oct 19Oct 20
Table
DateIV
120.64%
130.10%