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Purecycle Technologies Holdings Corp PCT

INDUSTRIALS · POLLUTION & TREATMENT CONTROLS
i

Market dataready · fetched 2026-10-21T17:51:37.553Z

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

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 · 2026-10-21T17:51:36.561734219Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:41.375864+00:00

Share price$2.81
1D-6.8%
$2.78$2.85$2.91$2.97$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$0.02$0.37$0.73$1.08$1.43$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEPCT PRICE$0.15$0.10$0.06$0.09$0.12$0.14$0.17$0.20$0.23$0.26$0.29$0.32$0.34$0.77$1.33
PutsExpensive1.93×
CallsExpensive1.37×
SkewBearish+116.88 pp
Implied move——
TiltBullish8.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.57794.0%104.1%
25Δ3.69396.6%35.1%
30Δ2.98142.7%8.5%
35Δ2.94147.1%7.8%
40Δ2.89151.6%7.2%
45Δ2.84156.0%6.5%
50Δ2.79160.5%5.8%
55Δ2.75164.9%5.1%
60Δ2.70169.3%4.5%
65Δ2.65173.8%3.8%
70Δ2.61178.2%3.1%
75Δ2.56182.6%2.4%3.51278.5%2.3%
80Δ2.51187.1%1.8%4.07417.5%2.6%

20Δ

Calls
Pseudo strike
5.57
IV
794.0%
B/E move
104.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
3.69
IV
396.6%
B/E move
35.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
2.98
IV
142.7%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
2.94
IV
147.1%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
2.89
IV
151.6%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
2.84
IV
156.0%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.79
IV
160.5%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.75
IV
164.9%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.70
IV
169.3%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.65
IV
173.8%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.61
IV
178.2%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.56
IV
182.6%
B/E move
2.4%
Puts
Pseudo strike
3.51
IV
278.5%
B/E move
2.3%

80Δ

Calls
Pseudo strike
2.51
IV
187.1%
B/E move
1.8%
Puts
Pseudo strike
4.07
IV
417.5%
B/E move
2.6%

Options history

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