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PureCycle Technologies, Inc. Common stock PCT

INDUSTRIALS · POLLUTION & TREATMENT CONTROLS
i

Market dataready · fetched 2026-11-10T22:18:22.980Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:27:48.434231762Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:18:22.614022+00:00

Share price$2.17
1D+10.2%
AH$1.94$2.02$2.11$2.19$2.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPCT
Sold putSold callAH

PureCycle Technologies, Inc. Common stock options

Live interpolated PCT call and put midpoint premiums by absolute delta.PureCycle Technologies, Inc. Common stock$0.05$0.23$0.41$0.59$0.77$1.51$1.87$2.23$2.58$2.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive PCT spot · $2.17PCT PRICE$0.07$0.08$0.08$0.12$0.17$0.21$0.25$0.29$0.33$0.37$0.43$0.49$0.55$0.07$0.10$0.12$0.17$0.26$0.35$0.44$0.52$0.62$0.72
Puts——
CallsExpensive1.31×
Skew——
Implied moveBearish±$0.68
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.05370.5%43.7%1.75293.7%22.8%
25Δ2.75305.1%30.3%1.85281.7%19.0%
30Δ2.48241.1%18.4%1.95269.7%15.3%
35Δ2.42259.7%17.1%2.06284.0%13.2%
40Δ2.35278.4%15.9%2.16319.3%12.5%
45Δ2.28297.1%14.7%2.26354.6%11.8%
50Δ2.21315.8%13.4%2.37389.9%11.1%
55Δ2.15334.5%12.2%2.47425.2%10.4%
60Δ2.08353.2%10.9%2.59431.0%9.1%
65Δ2.01371.8%9.7%2.72423.8%7.6%
70Δ1.92369.4%8.2%
75Δ1.82362.1%6.6%
80Δ1.72354.8%5.0%

20Δ

Calls
Pseudo strike
3.05
IV
370.5%
B/E move
43.7%
Puts
Pseudo strike
1.75
IV
293.7%
B/E move
22.8%

25Δ

Calls
Pseudo strike
2.75
IV
305.1%
B/E move
30.3%
Puts
Pseudo strike
1.85
IV
281.7%
B/E move
19.0%

30Δ

Calls
Pseudo strike
2.48
IV
241.1%
B/E move
18.4%
Puts
Pseudo strike
1.95
IV
269.7%
B/E move
15.3%

35Δ

Calls
Pseudo strike
2.42
IV
259.7%
B/E move
17.1%
Puts
Pseudo strike
2.06
IV
284.0%
B/E move
13.2%

40Δ

Calls
Pseudo strike
2.35
IV
278.4%
B/E move
15.9%
Puts
Pseudo strike
2.16
IV
319.3%
B/E move
12.5%

45Δ

Calls
Pseudo strike
2.28
IV
297.1%
B/E move
14.7%
Puts
Pseudo strike
2.26
IV
354.6%
B/E move
11.8%

50Δ

Calls
Pseudo strike
2.21
IV
315.8%
B/E move
13.4%
Puts
Pseudo strike
2.37
IV
389.9%
B/E move
11.1%

55Δ

Calls
Pseudo strike
2.15
IV
334.5%
B/E move
12.2%
Puts
Pseudo strike
2.47
IV
425.2%
B/E move
10.4%

60Δ

Calls
Pseudo strike
2.08
IV
353.2%
B/E move
10.9%
Puts
Pseudo strike
2.59
IV
431.0%
B/E move
9.1%

65Δ

Calls
Pseudo strike
2.01
IV
371.8%
B/E move
9.7%
Puts
Pseudo strike
2.72
IV
423.8%
B/E move
7.6%

70Δ

Calls
Pseudo strike
1.92
IV
369.4%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.82
IV
362.1%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.72
IV
354.8%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend254.12%
Daily close
PCT59.1%163.8%268.6%2026-08-12: 102.61%2026-08-13: 96.69%2026-08-14: 86.57%2026-08-17: 92.30%2026-08-18: 95.52%2026-08-19: 85.90%2026-08-20: 99.85%2026-08-21: 84.24%2026-08-24: 91.42%2026-08-25: 89.60%2026-08-26: 92.80%2026-08-27: 98.90%2026-08-28: 83.38%2026-08-31: 81.33%2026-09-01: 86.36%2026-09-02: 83.42%2026-09-04: 73.55%2026-09-08: 85.88%2026-09-11: 82.85%2026-09-14: 88.49%2026-09-15: 95.46%2026-09-16: 86.40%2026-09-18: 82.46%2026-09-21: 194.89%2026-09-22: 92.25%2026-09-25: 85.14%2026-09-28: 92.00%2026-09-29: 101.76%2026-10-02: 89.02%2026-10-05: 103.19%2026-10-06: 100.59%2026-10-08: 111.56%2026-10-09: 103.19%2026-10-12: 111.62%2026-10-13: 115.23%2026-10-16: 113.60%2026-10-19: 122.32%2026-10-26: 150.78%2026-10-27: 139.68%2026-10-28: 205.74%2026-10-30: 254.12%Aug 12Sep 15Oct 30
41 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
102.61%
96.69%
86.57%
92.30%
95.52%
85.90%
99.85%
84.24%
91.42%
89.60%
92.80%
98.90%
83.38%
81.33%
86.36%
83.42%
73.55%
85.88%
82.85%
88.49%
95.46%
86.40%
82.46%
194.89%
92.25%
85.14%
92.00%
101.76%
89.02%
103.19%
100.59%
111.56%
103.19%
111.62%
115.23%
113.60%
122.32%
150.78%
139.68%
205.74%
254.12%